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Contribution to Quantlib - Portfolio optimization

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greeshma

Contribution to Quantlib - Portfolio optimization

Hello,

As the scope of library is more in derivative pricing,Can we extend it to portfolio optimisation. Is anyone interested in working on it?

Greeshma

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Karol Pysniak

Re: Contribution to Quantlib - Portfolio optimization

Hi Greeshma,

Sure, I'd be interested in building such a system. I built something similar commercially before, but I would love to contribute to quantlib.

Thanks,

Karol

2015-07-01 16:15 GMT+02:00 greeshma <[hidden email]>:

Hello,

As the scope of library is more in derivative pricing,Can we extend it to portfolio optimisation. Is anyone interested in working on it?

Greeshma

------------------------------------------------------------------------------
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GigeNET's Cloud Solutions provide you with the tools and support that
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https://www.gigenetcloud.com/
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