hi from a new guy

[Wei-i Wu]

Hello, I have started using QuantLib recently and
liked it, so decided to contribute to it.

I am a physics Ph.D. student with quantitative finance
experiences. I am OK with subjects in stochastic
calculus, monte-carlo simulations, derivative pricing,
and fixed income pricing.

As I was looking through the low-level todo lists. I
found that I could start with the following jobs:

* Test and check Class
BivariateCumulativeNormalDistribution

* Add historical annualized volatility to Class
GenericRiskStatistics
 
* Add running average Class to
ContinuousAveragingAsianOption

Please let me know what I should do next.

Sincerely,

Funing Song

[Luigi Ballabio]

On 04/17/05 10:34:50, Wei-i Wu wrote:

>
> As I was looking through the low-level todo lists. I
> found that I could start with the following jobs:
>
> * Test and check Class
> BivariateCumulativeNormalDistribution
>
> * Add historical annualized volatility to Class
> GenericRiskStatistics
>
> * Add running average Class to
> ContinuousAveragingAsianOption
>
> Please let me know what I should do next.

Hi,
        Nando could answer this more precisely, as he wrote the above todo  
items. Unfortunately he's kind of busy these days. In my opinion, the third  
item (adding support for seasoned Asian options) might be more useful. Do  
write back if you need more explicit directions---it can take a while to  
get comfortable with the library...

Thanks,
        Luigi


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The purpose of abstraction is not to be vague, but to create a new
semantic level in which one can be absolutely precise.
-- W.E. Dijkstra