Lookback Option

[Warren Chou]

All,

I'm using QuantLib to price lookback options for which I've written option and engine classes.

I would like to submit the code (incl. test code) to see if they're acceptable for incorporation into the library. Would a
patch be the way to go?

Regards,

Warren Chou
warrench <at> alum.mit.edu

[Ferdinando M. Ametrano-3]

Hi Warren

> I'm using QuantLib to price lookback options for which I've written option and engine
> classes.
> I would like to submit the code (incl. test code) to see if they're acceptable for
> incorporation into the library.
good news. Thank you Warren, your contribution is welcome. QuantLib
0.3.12 is already in pre-release phase, so expect your work to get
into 0.3.13

> Would a patch be the way to go?
Definitely, see http://quantlib.org/reference/faq.html#faq_contributing_code
As second best you could email the patch to [hidden email]

Last but not least if you would like to get more involved please chech
the Developer introduction at
http://www.quantlib.org/newdeveloper.shtml

I look forward to your contribution.

ciao -- Nando