RE: Contributor request.

[Matthew Rice-2]

Dear Quant Developers,


In relation to your website I have an interest in requesting if I can become
a contributor to the source code.

My interest and experience in brief is that I am an student undertaking a
Masters of Quant Finance Postgraduate Degree at UTS in Sydney, Australia.  I
am programming various course requirements in either VBA and recently C++.
I would be interested in developing my skills further in the quant world in
preparation for research/Phd and onwards.


Some of the interests from the website I would like to pursue include
Financial Instruments section either Forward (Stock) and FRA and the topics
on bonds.  Currently I am working on code for the Lognormal Libor Rates
Models for my course.  I would be very interested in pursuing various coding
requirements for interest rate models if this is suitable to your group’s
current targets as I have extensively researched these models recently.  As
secondary preferences I would also be interested in the Greek Calculation
for Monte Carlo Simulation or the review of the Monte Carlo engine for
American options.  From the maths section, the topic on periodic and
Lagrange end conditions for Cubic splines should be challenging.  Also I
would be interested in credit derivatives work, but may need a longer time
as the theory is relatively new to me at this stage.  I am unaware of how
much choice there would be so I have suggested a few topics which can be
assigned by preference.  I have listed my preferences in order.


I have visited the various parts of the website and have viewed briefly the
coding standards for C++ which needs to be adhered to for portability of
code.  Although I will need to work through these requirements I should be
able to meet these standards without difficulty.


I would be interested to know the time lines we need to work towards as per
the priorities required for the group so I can integrate the right balance
of time with my studies.

Currently, I do not require any disclaimer from my employer in relation to
copyright issues of the code.


Thanking you in advance for your attention to this and awaiting your
earliest advice.

Regards,

Matthew Rice

[Ferdinando Ametrano-4]

Hi Matthew,

>[...] I have listed my preferences in order.
>[...] I would be interested to know the time lines we need to work towards as per
>the priorities required for the group so I can integrate the right balance
>of time with my studies.
>
other might follow up with a more detailed or formal answer, but the key
to open-source is "scratch you itch". That's the core answer when it
comes to what to do and related time-lines.

Hope this sounds more liberating that generically intimidating...

ciao -- Nando

[Luigi Ballabio]

On 05/27/2005 07:12:08 AM, Matthew Rice wrote:
>
> In relation to your website I have an interest in requesting if I can
> become a contributor to the source code.

Matthew,
        you're welcome.

> Some of the interests from the website I would like to pursue include
> Financial Instruments section either Forward (Stock) and FRA and the
> topics on bonds.  Currently I am working on code for the Lognormal  
> Libor Rates Models for my course.  I would be very interested in  
> pursuing various coding requirements for interest rate models if this  
> is suitable to your group’s current targets as I have extensively  
> researched these models recently.  As secondary preferences I would  
> also be interested in the Greek Calculation for Monte Carlo  
> Simulation or the review of the Monte Carlo engine for American  
> options.  From the maths section, the topic on periodic and
> Lagrange end conditions for Cubic splines should be challenging.  
> Also I would be interested in credit derivatives work, but may need a  
> longer time as the theory is relatively new to me at this stage.  I  
> am unaware of how much choice there would be so I have suggested a  
> few topics which can be assigned by preference.  I have listed my  
> preferences in order.

They all look good to me. You can choose the task you like.

> I would be interested to know the time lines we need to work towards
> as per the priorities required for the group so I can integrate the  
> right balance of time with my studies.

There's no time line. What we've been doing of late could be defined as  
"casual management": we code, accept contributions, package the CVS  
repository every third month or so, polish the package and release it.  
A few years ago Ferdinando was planning to take over the financial  
world, but I don't think the plan is quite ready yet :)

Later,
        Luigi

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The idea that an arbitrary naive human should be able to properly use a
given tool without training or understanding is even more wrong for
computing than it is for other tools (e.g. automobiles, airplanes,  
guns, power saws).
-- Doug Gwyn