Posted by
Luigi Ballabio on
May 30, 2008; 3:49pm
URL: http://quantlib.414.s1.nabble.com/Newbie-projects-tp12010p12011.html
Hi Abhishek,
On Tue, 2008-05-27 at 15:03 -0400, Abhishek Bharadwaj wrote:
> I am interested in some of the newbie projects at the following page:
>
>
http://wiki.quantlib.org/twiki/bin/view/Quantlib/NewbieProjectsThat page is a bit outdated---also, we might stress more the
"unofficial" status of the wiki...
A somewhat more official list is the task tracker on Sourceforge
(<
https://sourceforge.net/pm/?group_id=12740>) but since we're trying to
go towards release 1.0, those tasks are more focused on consolidating
the existing code.
However: if you're interested in pricing engines, by all means do so.
You'll probably want to coordinate with Yee Man for the GARCH model, but
apart from that, feel free to propose anything you want to code.
Later,
Luigi
P.S. If you're not yet familiar with the pricing-engine framework, you
might want to have a look at chapter 2 from
<
http://luigi.ballabio.googlepages.com/qlbook>.
--
Vin: It's like this fellow I knew in El Paso. One day, he just took
all his clothes off and jumped in a mess of cactus. I asked him that
same question, "Why?"
Calvera: And?
Vin: He said, "It seemed like a good idea at the time."
-- The Magnificent Seven
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