Newbie projects

[Abhishek Bharadwaj]

Hi,

I am interested in some of the newbie projects at the following page:

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

Please let me know how I can get more involved. Specifically, implementing pricing engines, GARCH models sound interesting to me.

Hope to hear from you soon.

Thanks,

Abhishek
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[Yee Man Chan]

Hi Abhishek

I implemented GJR-GARCH option pricing model code and submitted. So if you are interested in this area, you can implement the E-GARCH option pricing model.

Yee Man


--- On Tue, 5/27/08, Abhishek Bharadwaj <[hidden email]> wrote:

> From: Abhishek Bharadwaj <[hidden email]>
> Subject: [Quantlib-dev] Newbie projects
> To: [hidden email]
> Date: Tuesday, May 27, 2008, 12:03 PM
> Hi,
>
> I am interested in some of the newbie projects at the
> following page:
>
> http://wiki.quantlib.org/twiki/bin/view/Quantlib/NewbieProjects
>
> Please let me know how I can get more involved.
> Specifically, implementing
> pricing engines, GARCH models sound interesting to me.
>
> Hope to hear from you soon.
>
> Thanks,
>
> Abhishek-------------------------------------------------------------------------
> This SF.net email is sponsored by: Microsoft
> Defy all challenges. Microsoft(R) Visual Studio 2008.
> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/_______________________________________________
> QuantLib-dev mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev

     

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[Luigi Ballabio]

Hi Abhishek,

On Tue, 2008-05-27 at 15:03 -0400, Abhishek Bharadwaj wrote:
> I am interested in some of the newbie projects at the following page:
>
> http://wiki.quantlib.org/twiki/bin/view/Quantlib/NewbieProjects

That page is a bit outdated---also, we might stress more the
"unofficial" status of the wiki...
A somewhat more official list is the task tracker on Sourceforge
(<https://sourceforge.net/pm/?group_id=12740>) but since we're trying to
go towards release 1.0, those tasks are more focused on consolidating
the existing code.

However: if you're interested in pricing engines, by all means do so.
You'll probably want to coordinate with Yee Man for the GARCH model, but
apart from that, feel free to propose anything you want to code.

Later,
        Luigi

P.S. If you're not yet familiar with the pricing-engine framework, you
might want to have a look at chapter 2 from
<http://luigi.ballabio.googlepages.com/qlbook>.


--

Vin: It's like this fellow I knew in El Paso. One day, he just took
all his clothes off and jumped in a mess of cactus. I asked him that
same question, "Why?"
Calvera: And?
Vin: He said, "It seemed like a good idea at the time."
-- The Magnificent Seven



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