Applying to join the QuantLib project

[Li, Qiuxiang]

Dear Administrator,

 

 

I am a PhD student doing computational biology at Imperial College London and

I obtained a BEng and an MSc, both in computer science.

 

 

As I am very interested in the QuantLib project, I am wondering whether I can particiapte

the group to write some code.  As I have limited finance knowledge (reading Options,

Futures, and Other Derivatives by John Hull though), I'll have to start from some

easy assignments.  Basically my interests include but not limited to the following categories:

 

 

Monte Carlo, Credit derivatives, and Pricing engines.

 

 

Thank you very much for your consideration and I look forward to receiving from you.

 

 

Sincerely,

 

Stephen

 

>>>>>>>>>>>>>>>>>>>>>>>>>>>.

Developers willing to contribute to the QuantLib project may contact the QuantLib developers' mailing list (<quantlib-dev at lists.sourceforge.net>) and describe their experience and interests. You might want to specify an area of the library you are particularly interested to, or which would be most useful to you. Asking the administrators to choose a task for you is ok, but it might take time to get an answer and it increases the odds that the chosen task will bore you or otherwise discourage you from completing it.

[Luigi Ballabio]

On 04/23/2006 11:32:49 PM, Li, Qiuxiang wrote:
> As I am very interested in the QuantLib project, I am wondering
> whether I can particiapte the group to write some code.  As I have  
> limited finance knowledge (reading Options, Futures, and Other  
> Derivatives by John Hull though), I'll have to start from some
> easy assignments.

Stephen,
        thanks for the offer. The introductory developer page at <  
http://quantlib.org/newdeveloper.shtml> contains links to a couple of  
to-do lists. Have you had a look at those?

Later,
        Luigi


----------------------------------------

Dealing with failure is easy: work hard to improve. Success is also
easy to handle: you've solved the wrong problem. Work hard to improve.
-- Alan Perlis

[Allen Kuo-2]

Qiuxiang:

 

According to:

 

http://quantlib.org/reference/overview.html

 

forwards are on the todo list.

 

I have a framework for forwards in place and wrote a derived class for the bond forward/repo. Just haven't written a formal unit test (did some qualitative comparisons with some numbers posted on various websites like fincad and things look ok, but I don't know how to get beyond that- can't find any good, authoratative repo numbers). If you're interested in working on the unit test for this, as well as making sure the framework is generic enough, let me know. (The framework should handle stock, commodity, and bond forwards, but I haven't thought deeply about FRA's and IR futures...).

 

Allen

 

 

 

 

Message: 7
Date: Wed, 26 Apr 2006 18:22:43 +0200
From: Luigi Ballabio <luigi.ballabio@...>
Subject: Re: [Quantlib-dev] Applying to join the QuantLib project
To: "Li, Qiuxiang" <qiuxiang.li@...>
Cc: quantlib-dev@...


On 04/23/2006 11:32:49 PM, Li, Qiuxiang wrote:
> As I am very interested in the QuantLib project, I am wondering
> whether I can particiapte the group to write some code.  As I have
=20
> limited finance knowledge (reading Options, Futures, and Other =20
> Derivatives by John Hull though), I'll have to start from some
> easy assignments.

Stephen,
thanks for the offer. The introductory developer page at < =20
http://quantlib.org/newdeveloper.shtml> contains links to a couple of
=20
to-do lists. Have you had a look at those?

Later,
Luigi

---

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[Luigi Ballabio]

On 04/27/2006 06:43:12 AM, Allen Kuo wrote:

> Qiuxiang:
>   I have a framework for forwards in place and wrote a derived class
> for the bond forward/repo. Just haven't written a formal unit test
> (did some qualitative comparisons with some numbers posted on various
> websites like fincad and things look ok, but I don't know how to get
> beyond that- can't find any good, authoratative repo numbers). If
> you're interested in working on the unit test for this, as well as
> making sure the framework is generic enough, let me know. (The
> framework should handle stock, commodity, and bond forwards, but I
> haven't thought deeply about FRA's and IR futures...).

If Stephen/Qiuxiang is not interested, I am. But I'll let him have the  
first go if he is.

Later,
        Luigi


----------------------------------------

When all else fails, pour a pint of Guinness in the gas tank,
advance the spark 20 degrees, cry "God Save the Queen!", and pull
the starter knob.
-- MG "Series MGA" Workshop Manual

[Allen Kuo-2]

Let me tidy up the code a bit. Then I'll just tar up the directory, write up the outstanding issues, and throw it out there for anyone who wants to work on it. I'll be more than happy to work on it also if someone can give me some [sic] pointers.

 

Best,

Allen

 

"Li, Qiuxiang" <[hidden email]> wrote:

Lugi,

 

Thank you very much.

 

I just downloaded the Quantlib source code and at this moment I am just reading the code. 

I hope I can get familiar with the pack as soon as possible.

 

Will see how confident I will be by then to write some pieces.  So I'll have to give up this opportunity

at this moment.

 

I've sent Allen a separate email.

 

 

Many thanks,

 

Stephen/Qiuxiang

 

 

----- Original Message -----

From: "Luigi Ballabio" <[hidden email]>

To: "Allen Kuo" <[hidden email]>

Cc: <[hidden email]>; <[hidden email]>

Sent: Thursday, April 27, 2006 8:34 AM

Subject: Re: [Quantlib-dev] Applying to join the QuantLib project

On 04/27/2006 06:43:12 AM, Allen Kuo wrote:

> Qiuxiang:
>   I have a framework for forwards in place and wrote a derived class
> for the bond forward/repo. Just haven't written a formal unit test
> (did some qualitative comparisons with some numbers posted on various
> websites like fincad and things look ok, but I don't know how to get
> beyond that- can't find any good, authoratative repo numbers). If
> you're interested in working on the unit test for this, as well as
> making sure the framework is generic enough, let me know. (The
> framework should handle stock, commodity, and bond forwards, but I
> haven't thought deeply about FRA's and IR futures...).

If Stephen/Qiuxiang is not interested, I am. But I'll let him have the 
first go if he is.

Later,
Luigi


----------------------------------------

When all else fails, pour a pint of Guinness in the gas tank,
advance the spark 20 degrees, cry "God Save the Queen!", and pull
the starter knob.
-- MG "Series MGA" Workshop Manual

---

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