[Quantlib-dev] Contributing to the project

[C R W. <cwh...@mi...>]

Hi QuantLib Developers,

I recently installed QuantLib and am thoroughly impressed. I can see how
much time this body of code is going to save me in the future and as
"payback" am interested in contributing to QuantLib. Your website suggests
that I describe my experience and interests so here goes:

My C++ programming skills are advanced, I have experience on various
incarnations of Windows, several flavours of Unix and numerous RDBM Systems.
By qualification, I am an Electronics Engineer but went straight into IT
after graduating 14 years ago. I have played the role of analyst/programmer,
architect, lead consultant, project manager and head of professional
services. During this time, I have delivered numerous commercial systems
into the Banking, Telco, Media and FMCG sectors.

Last year I decided that my career needed a change of direction and that
Quantitative Finance was my future.
I am really excited about this move because QF combines my passion for
finance with my talent for programming.

Since January I have been attending Paul Wilmott's CQF at 7city.
    Mathematically:     I am comfortable with stochastic calculus, SDEs,
PDEs, Taylor & Ito's Lemma.
    Financially:            I am familiar with Derivatives pricing theory,
Black-Scholes and the greeks, Vasicek, CIR, Hull&White.
    Modelling:             I have a good understanding of Binomial Trees,
Monte-Carlo simulation and Finite Difference methods.

I am currently between jobs and have some time on my hands. I would love to
help out with say:
  a.. IRR, Duration, Convexity etc for a sequence of cashflows or;
  b.. Richardson Extrapolation for Finite Differences or;
  c.. Testing of Vasicek and CIR or;
  d.. A histogram class.
I look forward to hearing from you.

Kind Regards
Charles Whitmore