[Quantlib-dev] RE: Contributor request.

[Matthew R. <ms...@am...>]

Dear Quant Developers,


In relation to your website I have an interest in requesting if I can be=
come 
a contributor to the source code.

My interest and experience in brief is that I am an student undertaking =
a 
Masters of Quant Finance Postgraduate Degree at UTS in Sydney, Australia=
.  I 
am programming various course requirements in either VBA and recently C+=
+.  
I would be interested in developing my skills further in the quant world=
 in 
preparation for research/Phd and onwards.


Some of the interests from the website I would like to pursue include 
Financial Instruments section either Forward (Stock) and FRA and the top=
ics 
on bonds.  Currently I am working on code for the Lognormal Libor Rates 
Models for my course.  I would be very interested in pursuing various co=
ding 
requirements for interest rate models if this is suitable to your group=92=
s 
current targets as I have extensively researched these models recently. =
 As 
secondary preferences I would also be interested in the Greek Calculatio=
n 
for Monte Carlo Simulation or the review of the Monte Carlo engine for 
American options.  From the maths section, the topic on periodic and 
Lagrange end conditions for Cubic splines should be challenging.  Also I=
 
would be interested in credit derivatives work, but may need a longer ti=
me 
as the theory is relatively new to me at this stage.  I am unaware of ho=
w 
much choice there would be so I have suggested a few topics which can be=
 
assigned by preference.  I have listed my preferences in order.


I have visited the various parts of the website and have viewed briefly =
the 
coding standards for C++ which needs to be adhered to for portability of=
 
code.  Although I will need to work through these requirements I should =
be 
able to meet these standards without difficulty.


I would be interested to know the time lines we need to work towards as =
per 
the priorities required for the group so I can integrate the right balan=
ce 
of time with my studies.

Currently, I do not require any disclaimer from my employer in relation =
to 
copyright issues of the code.


Thanking you in advance for your attention to this and awaiting your 
earliest advice.

Regards,

Matthew Rice