Re: [Quantlib-dev] Black-Scholes implementation question

[Peter C. <pca...@gm...>]

Off topic, this seems to be the initial project site from 2001

https://web.archive.org/web/20010627124159/http://quantlib.org/index.html <https://web.archive.org/web/20010627124159/http://quantlib.org/index.html>

Most of the links are still working … an interesting read :-)

> On 23 Nov 2016, at 21:11, Luigi Ballabio <lui...@gm...> wrote:
> 
> Hello Mitch,
>     I'm afraid we forgot to update the main page every decade or so.
> 
> That text was written at the beginning of the project and was saying: "there's no public implementation of financial models, and that's why we're launching QuantLib". We're well past that stage now :)
> 
> Thanks for pointing it out! We'll try updating it to something more relevant.
> 
> Cheers,
>     Luigi
> 
> On Wed, Nov 23, 2016, 21:01 Mitch Gann <mg...@gm... <mailto:mg...@gm...>> wrote:
> Hello all,
> 
> I am new to the QuantLib community and was hoping to eventually contribute to the code base.  I see that the homepage of QuantLib states that "Black-Scholes, still lack a public robust implementation", therefore I though it would be worth helping with the Black-Scholes model in QuantLib.
> 
> However upon looking in the code repository under quantlib/testsuite/ there is blackdeltacalculator.cpp and blackformula.cpp and the code within looks to be handling the model already.
> 
> So my questions are; 
> Has the Black-Scholes model been taken care of within QuantLib using that code?
> 
> If the first answer is No, my follow up question, is that code simply not "robust" enough and need improving or does the Black-Scholes model need to be created from scratch?
> 
> Thanks everyone,
> Mitch
> 
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