Re: Contribution to Quantlib - Portfolio optimization

Posted by Karol Pysniak on Jul 01, 2015; 1:58pm
URL: http://quantlib.414.s1.nabble.com/Contribution-to-Quantlib-Portfolio-optimization-tp16693p16694.html

Hi Greeshma,

Sure, I'd be interested in building such a system. I built something similar commercially before, but I would love to contribute to quantlib.

Thanks,

Karol

2015-07-01 16:15 GMT+02:00 greeshma <[hidden email]>:

Hello,

As the scope of library is more in derivative pricing,Can we extend it to portfolio optimisation. Is anyone interested in working on it?
 

Greeshma

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