Hi Luigi,I had a question in this context as well. Like Michal, I have little experience contributing to projects. My question is - how can we know what we can contribute? Like bugs, feature requests etc. Apologies, if this has been covered elsewhere.Before C++11, which now supports normal distribution random number generators, I wrote code to generate these myself (Polar Marsaglia algorithm etc). Would this be of interest to Quantlib project? Please bear with my questions as I'm a newbie.Regards,-Krishnan----- Reply message -----
From: "Luigi Ballabio" <[hidden email]>
To: "Michal Kaut" <[hidden email]>
Cc: "QuantLib developers" <[hidden email]>
Subject: [Quantlib-dev] bivariate student cdf?
Date: Tue, Apr 15, 2014 20:40Hello,
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
On Apr 15, 2014 9:34 PM, "Michal Kaut" <[hidden email]> wrote:https://lists.sourceforge.net/lists/listinfo/quantlib-devHello,
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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