Advice regarding contribution to project

[Peter Gee]

To whom it may concern,

Having read through various pages on the
QuantLib site, I would like to become a
contributor. I have ca. 4 years experience
coding with C++, have coded with some
of the boost libraries and have used simple
design patterns.

It seems best to start with a small task;
a provisional list is:

1) Add more bonds
   (but which ones are required?)

2) Add tests for short-rate models
   (do developers have specific tests in mind?)
 
In the future, I might well be interested
in adding code for credit derivatives.

I would be grateful for advice as to how
best to proceed with a contribution.

Regards,

Peter Gee


               
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[Luigi Ballabio]

On 2/25/06, Peter Gee <[hidden email]> wrote:
> Having read through various pages on the
> QuantLib site, I would like to become a
> contributor.

Peter,
    apologies for the delay. It's been a busy period.


> It seems best to start with a small task;
> a provisional list is:
>
> 1) Add more bonds
>    (but which ones are required?)
>
> 2) Add tests for short-rate models
>    (do developers have specific tests in mind?)

As for the second question, I can't think of any specific tests,
except that we might try and reproduce some results in literature. You
might look for examples in the books on the subject and turn them into
tests.

As for the first, the obvious bonds are done. It would be nice to have
callable bonds, but I'm not sure that it would be a small task...


> In the future, I might well be interested
> in adding code for credit derivatives.

There might be other people working (or wanting to work) on that.
Maybe you could look in the mailing list archives and coordinate with
them?

Thanks,
    Luigi