List of QuantLib projects

[Joseph Wang-2]

I've put together a list of newbie quantlib projects at

http://wiki.quantlib.org/twiki/bin/view/Quantlib/NewbieProjects

The one I'm particularly interested in having someone do is to finish up the
GARCH model that is in CVS.  The basic structure of the classes is there, and
all someone needs to do is to use Hull and formulate the equations there into
something that fits with the optimization infrastructure.

[Charles Wings]

I will look into it.

On 6/30/06, Joseph Wang <[hidden email]> wrote:

> I've put together a list of newbie quantlib projects at
>
> http://wiki.quantlib.org/twiki/bin/view/Quantlib/NewbieProjects
>
> The one I'm particularly interested in having someone do is to finish up the
> GARCH model that is in CVS.  The basic structure of the classes is there, and
> all someone needs to do is to use Hull and formulate the equations there into
> something that fits with the optimization infrastructure.
>
>