[Quantlib-dev] primitive polynomials of higher order

[Peter C. <pca...@gm...>]

Hi,

I would like to add primitive polynomials up to degree 27 to
QuantLib's primitivepolynomials.cpp as provided "on the CD
accompanying the book Monte Carlo Methods in Finance" by Peter Jäckel,
see the comments in that file.

My understanding is that polynomials with degree 19 and greater were
omitted for practical reasons, but there is no copyright issue or
anything like that with adding them? Also, it would probably be nice
to save Peter Jäckel's works in the QuantLib code base.

So anyway, I would hope that Peter is maybe on this list and could
confirm that it is okay to extend the code? Or someone who has his
contact details could forward this request to him?

Thanks
Peter