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Hi Krishna
> I was happy to see the rquantlib interface, and would like
> to know how i could help in this?. is there a list of todo's?
Thanks for you offer to help. There is no list of TODOs as of yet. There is
a need a simply thinking through some of the issue of how QL represents
"things" and how R does it.
Concretely, I was looking e.g. at the Swap example in QL and trying to see
how to make at least a simple version available for R. You quickly run into
all the calendar and convention issues, and the myriad ways of setting up a
swap.
Another issue is how to represent "cacheable" things in R [e.g. have an
option recalculated if only the vol value changes]. Not sure if that is
doable
Also, it would be straightforward to take my existing code for European,
American and Binary Option and extend it to cover a few other exotics. Or
the ones with concrete dividend vectors.
I hope you don't mind if I CC this to the quantlib-dev list as the good
folks there might have comments too.
Cheers, Dirk
PS How's life at the OGI program?
--
Good judgement comes from experience; experience comes from bad judgement.
-- Fred Brooks
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