Re: Introduction

Posted by Vivek Rai-2 on Nov 07, 2006; 11:00am
URL: http://quantlib.414.s1.nabble.com/Introduction-tp11331p11333.html

Hi Luigi, 

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 :)

Yes Fernando had recommended them as well, I have just received them from amazon, and have started reading them. Hopefully, I should be up-to-speed in a couple of weeks, and get working on the project.

Cheers,
Vivek