[Quantlib-dev] hi from a new guy

[Wei-i Wu <lit...@ya...>]

Hello, I have started using QuantLib recently and
liked it, so decided to contribute to it.

I am a physics Ph.D. student with quantitative finance
experiences. I am OK with subjects in stochastic
calculus, monte-carlo simulations, derivative pricing,
and fixed income pricing. 

As I was looking through the low-level todo lists. I
found that I could start with the following jobs:

* Test and check Class
BivariateCumulativeNormalDistribution

* Add historical annualized volatility to Class
GenericRiskStatistics 
 
* Add running average Class to
ContinuousAveragingAsianOption 

Please let me know what I should do next.

Sincerely,

Funing Song