Re: Want to contribute a pricer

Posted by Ferdinando M. Ametrano-3 on Oct 03, 2006; 9:21am
URL: http://quantlib.414.s1.nabble.com/Want-to-contribute-a-pricer-tp11281p11282.html

Hi Denny,

> Hi, quantlib implements Bjerksund & Stensland (1993)
> model,  I can implement their recent (2002)
> improvement to the formula (I have already done it for
> my own stuff) Can one of the developers contact me
> about this?

here I am. Go ahead and code the new formula, then just provide us
with a patch (or even just a copy of the new/modified files).
Have you a link to the paper with the improved formula? Does the paper
contain data which we could reproduce in our test-suite?

I look forward to your contribution

ciao -- Nando