Re: risk with QuantLib

[Javier Revilla]

Hi,

I am interested in credit risk.
I would like to participate in the development of new features. It would be
better if it was something more concrete than just some basic features.

Bye,
Javier



>>[hidden email] wrote:
>> have any one developped quantlib for credit risk purpose?
>> I am willing to exchange on the subject.
>
>no one I know of has worked on credit using QuantLib. See
>http://quantlib.org/html/overview.html for few very basic possible
>features to be developed I was considering.
>
>ciao -- Nando

[Ferdinando M. Ametrano-3]

Javier Revilla wrote:

> I am interested in credit risk.
> I would like to participate in the development of new features. It would be
> better if it was something more concrete than just some basic features.

Javier, thank you for your interest: please feel free to team up with
Son ([hidden email]) and start the development. Select your goals
and share your plan as early as possible on the mailing list.

Please work on the current CVS trunk, and be careful to provide unit
tests for the code you're going to contribute.

For a quick new-developer-intro see
http://cvs.sourceforge.net/viewcvs.py/quantlib/QuantLib/dev_tools/newdeveloperintro.txt?view=markup

ciao -- Nando