Re: [Quantlib-dev] bivariate student cdf?

[Luigi B. <lui...@gm...>]

Hello,
    if you have use for it, then we probably have, too.  :)
You can either post the code here, or (if you're familiar with GitHub) send
me a pull request.

Luigi
On Apr 15, 2014 9:34 PM, "Michal Kaut" <mic...@gm...> wrote:

> Hello,
>
> I am wandering whether you (the QuantLib team) would be interested in a
> code for bivariate student cdf?
> I needed it for my code and since I did not find any implementation with
> a suitable license, I have implemented it myself.
> I did it in my free time, using formulas from a published paper (from
> 1954), so I have all rights to the code.
> I checked the code against another library (in Matlab) and it gives the
> same results.
>
> At the moment, the code uses standard C/C++ types (double etc), but it
> should not be a big problem to QuantLib-tify it.
>
> My question is, do you have use for this (bivariate Student cdf) in
> QuanLib? And if yes, what is the next step? (I have to admit I have very
> little experience in contributing code to projects.)
>
>
> Regards,
> Michal
>
>
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