[Quantlib-dev] development request

[Joseph W. <jo...@co...>]

Two ideas:

1) There are a huge number of options and equations at

http://www.global-derivatives.com/

that aren't implemented in Quantlib.  You can find one that is of 
interest to you and design a pricing engine for it.

2) Try to create a system using Quantlib that is useful for something 
that you are trying to do.  If you find there is something in the API 
that is awkward, post that information and we can see how we can make 
the API more user friendly.

Also, if you do start working on something, it's a good idea to keep the 
list informed with periodic status updates so that we don't duplicate 
effort and you can get feedback.