Posted by
Morpheous on
URL: http://quantlib.414.s1.nabble.com/Some-noobie-questions-tp9472.html
Hi All,
I recently came accross Quantlib and have a few questions (I couldnt find
the answers in the "documentation):
1). Is there a "roll your own" cookbook that shows how to derive other
instruments (from an existing base instrument class say?)
2). Equity derivatives, Futures and Commodities appear to be missing from
the library - was this an oversight?
(i)- if yes, when are these instruments likely to be included ?
(ii). No plan is in place for these instruments, could someone then kindly
suggest to me how I may go about using the existing library to build these
instruments - i.e attempt to add these instruments to the library (similar
to question 1).
3). Concrete classes for calendars (one for each country) seems a bit
unusual, why was this approach taking rather than having a generic calendar
class with properties/methods that would determine which country the
calendar was representing?
4). There are existing, complete libraries for Date/Time (e.g. wxWidget),
why did you not build on these existing classes (i.e. why did you decide to
start from scratch)?
All i all, a very interesting project, to which I would like to contribute
some code, once I have understood how everything "hangs" together - and the
philosophy behind it ...
Look forward to your response.
Takashi
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