> Thanks, Michal. Do you have any test cases for the function?
>
> Luigi
>
>
> On Tue, Apr 15, 2014 at 10:06 PM, Michal Kaut <
[hidden email]
> <mailto:
[hidden email]>> wrote:
>
> Dear Luigi,
>
> please find the code attached.
> (I have only limited experience with GitHub and, moreover, the code
> needs some QuantLib-ization before it can be added to the library..)
>
> I have also included a short note with a link to the original paper
> and explaining some details of the implementation.
>
> By the way, here is the link with the only other implementation of
> the bivariate student cdf, which I used for
> checking:
http://www.math.wsu.__edu/math/faculty/genz/__software/software.html> <
http://www.math.wsu.edu/math/faculty/genz/software/software.html>.
> (They are based on the same paper, but the codes are GPL.)
>
> I hope you find the code useful.
>
> Michal
>
>
>
> On 15/04/14 21:40, Luigi Ballabio wrote:
>
> 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
>
> On Apr 15, 2014 9:34 PM, "Michal Kaut" <
[hidden email]
> <mailto:
[hidden email]>
> <mailto:
[hidden email] <mailto:
[hidden email]>>> wrote:
>
> 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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