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From: Ivan G. <geo...@vt...> - 2005-06-30 00:21:24
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Dear developers, I will be happy to contribute to the Quantlib project. I am a physicist and currently work as a postdoc. I have been doing scientific programming in C/C++/Java for the last 6-7 years (mostly in plain C). Started to read about quantitative finance 6 months ago and will be happy to develop something on my own. From the TODO list the CliquetOption (local/global...) and the ExplicitEuler (Richardson extrapolation) seems appealing to me. Please let me know how to proceed (please reply to me directly). If you think I should start with something else, let me know. Kind regards, Ivan |