Re: List of QuantLib projects

Posted by Charles Wings on Jul 01, 2006; 6:54am
URL: http://quantlib.414.s1.nabble.com/List-of-QuantLib-projects-tp11176p11177.html

I will look into it.

On 6/30/06, Joseph Wang <[hidden email]> wrote:

> I've put together a list of newbie quantlib projects at
>
> http://wiki.quantlib.org/twiki/bin/view/Quantlib/NewbieProjects
>
> The one I'm particularly interested in having someone do is to finish up the
> GARCH model that is in CVS.  The basic structure of the classes is there, and
> all someone needs to do is to use Hull and formulate the equations there into
> something that fits with the optimization infrastructure.
>
>