Use and contribution to quantlib

[Francois Longin]

Hi,

I'm François Longin, porfessor of finance at Essec and consultant for
financial institutions. Feel free to visit my website for more information:
www.longin.fr

1) Use of quantlib

I would like to implement pricers for standard and exoctic options on my
website. Instead of programming from scratch as I did for the existing
pricers on my website, a friend of mine suggested me to build on quantlib.
How could I do that in terms of copyright?

2) Contribution

I also plan to develop an internet pricer for boom and crash options (see
my article in JAM). Would you be interested in the code?

Hope to hear from you.

Best regards,



Prof. Francois Longin
Department of Finance, Groupe ESSEC
Avenue Bernard Hirsch BP 105
95021 Cergy-Pontoise Cedex
FRANCE
E-mail: [hidden email]
Website: www.longin.fr
Tel: (+33) (0) 6 67 34 49 14

[Luigi Ballabio]

Greetings,
        Apologies for the delay---real work and the holiday season got in the
way.

On Wed, 2006-12-13 at 18:54 +0100, Francois Longin wrote:
> 1) Use of quantlib
>
> I would like to implement pricers for standard and exoctic options on my
> website. Instead of programming from scratch as I did for the existing
> pricers on my website, a friend of mine suggested me to build on quantlib.
> How could I do that in terms of copyright?

The terms of use are in the LICENSE.txt included with the QuantLib
distribution. Basically, you can do whatever you want with the code as
long as you acknowledge its usage and distribute the LICENSE.txt file
together with your application.


> 2) Contribution
>
> I also plan to develop an internet pricer for boom and crash options (see
> my article in JAM). Would you be interested in the code?

Yes, we would (in the pricing part, of course, not the internet part.)

Later,
        Luigi


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What is written without effort is, in general, read without pleasure.
-- Samuel Johnson