Posted by
Luigi Ballabio on
Jun 01, 2005; 9:57am
URL: http://quantlib.414.s1.nabble.com/RE-Contributor-request-tp10811p10812.html
On 05/27/2005 07:12:08 AM, Matthew Rice wrote:
>
> In relation to your website I have an interest in requesting if I can
> become a contributor to the source code.
Matthew,
you're welcome.
> Some of the interests from the website I would like to pursue include
> Financial Instruments section either Forward (Stock) and FRA and the
> topics on bonds. Currently I am working on code for the Lognormal
> Libor Rates Models for my course. I would be very interested in
> pursuing various coding requirements for interest rate models if this
> is suitable to your group’s current targets as I have extensively
> researched these models recently. As secondary preferences I would
> also be interested in the Greek Calculation for Monte Carlo
> Simulation or the review of the Monte Carlo engine for American
> options. From the maths section, the topic on periodic and
> Lagrange end conditions for Cubic splines should be challenging.
> Also I would be interested in credit derivatives work, but may need a
> longer time as the theory is relatively new to me at this stage. I
> am unaware of how much choice there would be so I have suggested a
> few topics which can be assigned by preference. I have listed my
> preferences in order.
They all look good to me. You can choose the task you like.
> I would be interested to know the time lines we need to work towards
> as per the priorities required for the group so I can integrate the
> right balance of time with my studies.
There's no time line. What we've been doing of late could be defined as
"casual management": we code, accept contributions, package the CVS
repository every third month or so, polish the package and release it.
A few years ago Ferdinando was planning to take over the financial
world, but I don't think the plan is quite ready yet :)
Later,
Luigi
----------------------------------------
The idea that an arbitrary naive human should be able to properly use a
given tool without training or understanding is even more wrong for
computing than it is for other tools (e.g. automobiles, airplanes,
guns, power saws).
-- Doug Gwyn