Posted by
Przemyslaw Sliwa on
Jan 21, 2005; 6:18am
URL: http://quantlib.414.s1.nabble.com/Quantlib-tp3506p3508.html
Thanks for reply.
I would like to work around credit derivatives if you need something in
this direstion, callibration of default probabilities, coupulas and some
stochastic volatility options: heston, white-hul, etc. Is there a need to
make it? I have also a bit of experince in numerical analysis,
So, if there is no spec for the Quantlib how should we know what C++
technique is prefered? Templates or multiple inheritance? What is the
prefered naming convention for the namespaces,classes, etc.
How should I start from scratch?
Thanks for help,
Pshem
> On 01/06/05 18:52:01, Przemyslaw Sliwa wrote:
>>
>> I would like to work (program) a little bit on Quantlib.
>> Is it possible at all?
>
> Przemyslaw,
> sure it is. Is there anything in particular you'd like to work on?
> In the meantime, you can have a look at the developer intro at
> <
http://quantlib.org/newdeveloper.shtml>.
>
>> If yes I would like to know if there is a design document for Quantlib.
>
> Alas, there isn't---and the lack of one is getting more of an issue as the
> library grows. On the other hand, new developers jumping in might share
> their notes as they get to know the library (and of course, we would be
> there to help.) The recent proposal of setting up a wiki begins to appear
> to me in a whole new light... Joseph, are you listening? :)
>
> Later,
> Luigi
>
>
>