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From: Luigi B. <lui...@gm...> - 2008-05-30 15:50:16
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Hi Abhishek, On Tue, 2008-05-27 at 15:03 -0400, Abhishek Bharadwaj wrote: > I am interested in some of the newbie projects at the following page: > > http://wiki.quantlib.org/twiki/bin/view/Quantlib/NewbieProjects That page is a bit outdated---also, we might stress more the "unofficial" status of the wiki... A somewhat more official list is the task tracker on Sourceforge (<https://sourceforge.net/pm/?group_id=12740>) but since we're trying to go towards release 1.0, those tasks are more focused on consolidating the existing code. However: if you're interested in pricing engines, by all means do so. You'll probably want to coordinate with Yee Man for the GARCH model, but apart from that, feel free to propose anything you want to code. Later, Luigi P.S. If you're not yet familiar with the pricing-engine framework, you might want to have a look at chapter 2 from <http://luigi.ballabio.googlepages.com/qlbook>. -- Vin: It's like this fellow I knew in El Paso. One day, he just took all his clothes off and jumped in a mess of cactus. I asked him that same question, "Why?" Calvera: And? Vin: He said, "It seemed like a good idea at the time." -- The Magnificent Seven |