developer

[Zhuo Yu]

Dear Sir/Madam,

 

I am interested in becoming a develper for quantlib. I have a Ph.D. in statistics.

I have knowledge in stochastic calculus, option pricing and C++ programming.

I am interested in the to-do items in the following fields:

Monte Carlo

Pricing engines

Financial Instruments

Yield term structures

Volatility

Credit derivatives

Test suite

 

Can you tell me how to proceed?

Thanks

Zhuo

[Luigi Ballabio]

On 06/26/2006 05:46:45 PM, Zhuo Yu wrote:
> I am interested in becoming a develper for quantlib.

After which, on 06/29/2006 05:19:27 PM, KL wrote:
> I'm interested in getting involved in the Quantlib project.

Finally, on 06/30/2006 11:25:00 PM, Charles Wings wrote:
> I would like contribute my effort for this group.

As one of you pointed out, a pricing engine might be a good start to  
get familiar with the library. Haug's book should have quite a few  
analytic formulas that might be implemented easily enough. The three of  
you might want to coordinate so that you don't end up doing the same  
thing. Also, write me if you choose this task and I'll send you some  
draft documentation on the pricing engine framework.

On the other hand, you can choose another task if there's anything that  
interests you more---this might also be more useful for your line of  
work, or simply more fun. It doesn't necessarily have to be in our todo  
list, after all.

Sorry for not having the time to elaborate a bit more. Anyway, think a  
bit about the above and drop me a line.

Later,
        Luigi


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