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From: Luigi B. <lui...@gm...> - 2005-04-20 15:25:55
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On 04/17/05 10:34:50, Wei-i Wu wrote: > > 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. Hi, Nando could answer this more precisely, as he wrote the above todo items. Unfortunately he's kind of busy these days. In my opinion, the third item (adding support for seasoned Asian options) might be more useful. Do write back if you need more explicit directions---it can take a while to get comfortable with the library... Thanks, Luigi ---------------------------------------- The purpose of abstraction is not to be vague, but to create a new semantic level in which one can be absolutely precise. -- W.E. Dijkstra |