QuantLib Community,
Synapse Financial Engineering is a small software development company building fixed-income risk management systems. We will be adding a Monte Carlo stochastic process to calculate option-adjusted spreads for single-family mortgage assets.
We are looking for individuals or groups to help develop the code with us. Having this code available to the QuantLib community will provide Quantlib participants with functionality to better develop interest-rate analytics for single-family mortgage assets. Once the credit crisis is over, the interest-rate risk will be the next looming disaster waiting for worldwide financial institutions. Being able to better quantify this risk is a necessity.
Please let me know if you are interested in working with us. We have had one QL participant join us already. I can be reached at:
Thanks,
Mike
------------------------------------------------------------------------------
FREE DOWNLOAD - uberSVN with Social Coding for Subversion.
Subversion made easy with a complete admin console. Easy
to use, easy to manage, easy to install, easy to extend.
Get a Free download of the new open ALM Subversion platform now.
http://p.sf.net/sfu/wandisco-dev2dev_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Locked
