MATLAB Extension

Posted by Pavel Tugarin on
URL: http://quantlib.414.s1.nabble.com/MATLAB-Extension-tp10837.html

To whom it may concern:

I am writing regarding the proposed MATLAB extension. I am interested
in this project, and potentially could work on it ( Please see my
resume attached. What is not in the resume, however, is that I am
starting my job as a software engineer at Teradyne in North Reading,
MA on July 25).

For now, I am doing research for Writing for Professions regarding
financial modeling in MATLAB. I would like to talk to someone at
Quantlib team and have some questions answered:

1) How long could MATLAB Extension project take (specific deadline
yet?) to complete and how much workforce could it require?

2) What is the performce of MATLAB/Quantlib system compared to
Quantlib-based framework built in C++.

I would appreciate if someone could answer these. Also, I may be
interested in contributing to this project in the near future.

Thanks,
Pavel