[Quantlib-dev] Getting Started with QuantLib Development

[Ben C. <be...@be...>]

Hi all,

I'm looking to return to quant finance after taking a stint (almost 2
years) in academia. I did a FX desk quant internship at JPM in 2013.

It seems to me that contributing to QuantLib might be a good way to
re-familiarize myself with quant finance and "clean off the rust".

I have read the developer introduction
<http://quantlib.org/newdeveloper.shtml>. In addition to the suggestions in
that document (and obligatory "RTFM" via the docs
<http://quantlib.org/docs.shtml> page), maybe I could start by trying to
fix some bugs <http://sourceforge.net/p/quantlib/bugs/>? It's not totally
clear to me where I might start with the bugs, since they are all priority
5 (and some of the entries there are getting a bit old)! Apart from the
bugs on Sourceforge, It looks like there are also some bugs listed on GitHub
<https://github.com/lballabio/quantlib/issues> and in the reference manual
<http://quantlib.org/reference/bug.html>.

I would also be grateful for further suggestions about where to start. I've
had a quick look through the archives, but undoubtedly have missed things.

I look forward to the opportunity of working with you all!

Thanks,
Ben