Re: [Quantlib-dev] Any projects?

[<s.i...@gm...>]

No bites as yet. I thought potentially a HJM framework for FX/credit/IR hybrids such as CCDS (or to measure counterparty exposure). This could also be used for FX/IR hybrids with the judicious application of stoch-vol for the FX surface.

However, I'm interested in any suggestions.
 
Sent from my BlackBerry® wireless device

-----Original Message-----
From: Dima <dim...@go...>
Date: Thu, 24 Sep 2009 10:19:09 
To: <s.i...@gm...>
Cc: QuantLib developers<qua...@li...>
Subject: Re: [Quantlib-dev] Any projects?

Nobody biting with project ideas? This all sounds interesting Simon. We
should tryto take care of potential new contributors


2009/9/19 <s.i...@gm...>

> Hi folks,
> I've contributed a few things before to QuantLib and find myself with a
> little spare time on my hands. Is there anything that someone would like to
> see added to QuantLib?
> My background is as a quant with 8 years experience - in fixed-income,
> credit and especially hybrids...
> Any of that sound interesting?
>
> Cheers,
> Simon
>
> Sent from my BlackBerry® wireless device
>
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