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Dear developers,
I will be happy to contribute to the Quantlib project. I am a physicist
and currently work as a postdoc. I have been doing scientific
programming in C/C++/Java for the last 6-7 years (mostly in plain C).
Started to read about quantitative finance 6 months ago and will be
happy to develop something on my own. From the TODO list the
CliquetOption (local/global...) and the ExplicitEuler (Richardson
extrapolation) seems appealing to me. Please let me know how to proceed
(please reply to me directly). If you think I should start with
something else, let me know.
Kind regards,
Ivan
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