Posted by
Q Boiler on
URL: http://quantlib.414.s1.nabble.com/Fw-Quantlib-users-OFF-TOPIC-Book-on-Term-Structure-Implementation-tp11528.html
Billy,
forwarding over to the Jquant-dev list.
JQuantLib may not have Bonds Fully implemented at this point, however:
You can subscribe to the JQuantLib Mailing List.
Once you settle on a project,
Please feel from to share the requirements on the JQL forum.
there is a chance that someone may shadow you on this effort.
Best of Luck and Best Regards,
----- Forwarded Message ----
From: "Johnson, Cedrick W." <[hidden email]>
To: [hidden email]
Sent: Tue, January 18, 2011 8:58:32 PM
Subject: Re: [Quantlib-users] OFF TOPIC: Book on Term Structure Implementation
you may want to take a
look at JQuantLib:
http://www.jquantlib.org/index.php/Main_Page
I see it was updated on jan 17, based on quantlib 0.9.7 so far..
-c
On 01/18/2011 12:35 PM, Billy Ng wrote:
I am a MSc student planning for a project.
This is my first financial project which involves adding in a Term Structure into an existing Package based on J2EE.
Would that be a good approach for a first time project to use the QuantLib-SWIG wrapper approach?
My concern is whether this is a robust approach with a sizable-to-large quantlib user base and active users in this mailing list.
Any recommendation for a practical book in Term Structure Implementation such as using LIBOR Forward Model?
Should I start with this book "Interest Rate Models - Theory and Practice, by D. Brigo, F. Mercurio"?
Under QuantLib, any good example for reference?
Is FittedBondCurve.cpp a good start?
Many Thanks
Billy Ng
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