Hello,
if you have use for it, then we probably have, too. :)
You can either post the code here, or (if you're familiar with GitHub) send me a pull request.
Luigi
Hello,
I am wandering whether you (the QuantLib team) would be interested in a
code for bivariate student cdf?
I needed it for my code and since I did not find any implementation with
a suitable license, I have implemented it myself.
I did it in my free time, using formulas from a published paper (from
1954), so I have all rights to the code.
I checked the code against another library (in Matlab) and it gives the
same results.
At the moment, the code uses standard C/C++ types (double etc), but it
should not be a big problem to QuantLib-tify it.
My question is, do you have use for this (bivariate Student cdf) in
QuanLib? And if yes, what is the next step? (I have to admit I have very
little experience in contributing code to projects.)
Regards,
Michal
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