Adding new functions to blackcalculator
Posted by
Dimathematician on
Nov 12, 2008; 7:55pm
URL: http://quantlib.414.s1.nabble.com/Adding-new-functions-to-blackcalculator-tp13518.html
Hi everyone.
I'm new to this list. I'm thinking about adding new functions
to the blackcalculator, which are in particular needed in the
FX area. In particular, I'd like to add:
- premium adjusted black scholes deltas (spot and forward)
- functions, which return the strike for a given black scholes delta or ATM quotation
This would be a relatively small contribution and a small enough project
to get me started with contributing to QuantLib and learn how to contribute
code etc.
Would that be useful?
Best regards, Dima
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