Posted by
Luigi Ballabio on
Nov 07, 2006; 10:35am
URL: http://quantlib.414.s1.nabble.com/Introduction-tp11331p11332.html
Vivek,
apologies for the delay.
On Sun, 2006-10-29 at 23:40 +0000, Vivek Rai wrote:
> I see this project as a perfect oppurtunity to work on something
> exciting (which is sadly lacking in my day job :( ).. and also to keep
> myself up to pace with advanced maths.
>
> Some questions:
> A. Given my skills, how and where could I contribute?
You might have a look at the todo lists at
<
http://quantlib.org/reference/overview.html> and
<
http://quantlib.org/reference/todo.html> to see if you find anything
that rings a bell. Writing test cases for currently untested classes
might be useful too, even though it hardly qualifies as "something
exciting" :)
> B. what is the best way to get started with this project?
You might start from how the library can be used (you can look at the
examples, or some of the test cases) and work inwards to see how it
works. We're planning to provide some more documentation, but it's a
slow process.
> C. What books would you guys recommend ? (esp for the mathematical background)
I'd go for the Joshi ones (the one on mathematical finance and the one
on finance and design patterns.) The fact that Mark started contributing
to QuantLib does not bias the choice in any way :)
Later,
Luigi
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All generalizations are dangerous, even this one.
-- Alexandre Dumas