Two ideas:
1) There are a huge number of options and equations at
http://www.global-derivatives.com/that aren't implemented in Quantlib. You can find one that is of
interest to you and design a pricing engine for it.
2) Try to create a system using Quantlib that is useful for something
that you are trying to do. If you find there is something in the API
that is awkward, post that information and we can see how we can make
the API more user friendly.
Also, if you do start working on something, it's a good idea to keep the
list informed with periodic status updates so that we don't duplicate
effort and you can get feedback.
Locked
