Financial engineering class wants to add to QuantLib

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Financial engineering class wants to add to QuantLib

Edward D. Weinberger
Hi!

I will be teaching a one quarter class (7 class meetings), with the stated
goal of preparing students to "participate in a large software project....
with the contributions being accepted and committed to the main branch."
Since QuantLib is one of the few large non-proprietary software projects
that I know of, QuantLib is a logical project for us to affiliate with,
provided you will have us.

My experience with free student labor is that, in general, you get what
you pay for.  However, since I am being paid (albeit not much), something
of quality may yet emerge, especially since I was a project manager for
Deutsche Bank IT for a while.

We expect to run this course on an ongoing basis, starting at the end of
this month and, subject to student demand, in both the Fall of 2011 and
Spring of 2012, etc.  In perusing the QuantLib website and my own
situation, I think it best to start our collaboration by having students
try to address existing items on your "to do" list.  If all goes well (or
maybe even if it doesn't), the students in the Fall 2011 and Spring 2012
versions of this course might start on the FpML interface that has been
requested.

I realize that I should be reading about Subversion and the QuantLib
object hierarchy, and perhaps try my hand at something on the "to do" list
myself.  However, it would also be good to speak to a PERSON about this,
as I have never contributed to an open source project before.  I'm still
trying to figure out how the quality control works, for example.

My land line is (212) 749-3650.  I also have Skype.

Edward D. (Ed) Weinberger, Ph.D.
Adjunct Associate Professor
Department of Finance and Risk Engineering
Polytechnic Institute of New York University
Brooklyn, New York
USA






------------------------------------------------------------------------------
What You Don't Know About Data Connectivity CAN Hurt You
This paper provides an overview of data connectivity, details
its effect on application quality, and explores various alternative
solutions. http://p.sf.net/sfu/progress-d2d
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Re: Financial engineering class wants to add to QuantLib

Luigi Ballabio

Hi Edward,
        I'll be in touch shortly.

Luigi

On Sun, 2011-03-06 at 23:40 -0500, Edward D. Weinberger wrote:

> I will be teaching a one quarter class (7 class meetings), with the stated
> goal of preparing students to "participate in a large software project....
> with the contributions being accepted and committed to the main branch."
> Since QuantLib is one of the few large non-proprietary software projects
> that I know of, QuantLib is a logical project for us to affiliate with,
> provided you will have us.
>
> My experience with free student labor is that, in general, you get what
> you pay for.  However, since I am being paid (albeit not much), something
> of quality may yet emerge, especially since I was a project manager for
> Deutsche Bank IT for a while.
>
> We expect to run this course on an ongoing basis, starting at the end of
> this month and, subject to student demand, in both the Fall of 2011 and
> Spring of 2012, etc.  In perusing the QuantLib website and my own
> situation, I think it best to start our collaboration by having students
> try to address existing items on your "to do" list.  If all goes well (or
> maybe even if it doesn't), the students in the Fall 2011 and Spring 2012
> versions of this course might start on the FpML interface that has been
> requested.
>
> I realize that I should be reading about Subversion and the QuantLib
> object hierarchy, and perhaps try my hand at something on the "to do" list
> myself.  However, it would also be good to speak to a PERSON about this,
> as I have never contributed to an open source project before.  I'm still
> trying to figure out how the quality control works, for example.
>
> My land line is (212) 749-3650.  I also have Skype.
>
> Edward D. (Ed) Weinberger, Ph.D.
> Adjunct Associate Professor
> Department of Finance and Risk Engineering
> Polytechnic Institute of New York University
> Brooklyn, New York
> USA
>
>
>
>
>
>
> ------------------------------------------------------------------------------
> What You Don't Know About Data Connectivity CAN Hurt You
> This paper provides an overview of data connectivity, details
> its effect on application quality, and explores various alternative
> solutions. http://p.sf.net/sfu/progress-d2d
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

--

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



------------------------------------------------------------------------------
What You Don't Know About Data Connectivity CAN Hurt You
This paper provides an overview of data connectivity, details
its effect on application quality, and explores various alternative
solutions. http://p.sf.net/sfu/progress-d2d
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users