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From: Ferdinando A. <na...@am...> - 2006-03-20 13:16:43
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Hi Bechir, yes, forward stock and FRA would be a welcome addition. QuantLib needs them and they (especially FRA) were the top item in my to-do list ciao -- Nando On 3/17/06, bec...@ya... <bec...@ya...> wrote: > Hi all, > > I'm Senior Software Designer with 8 years experience > in development. > I have a Baccaluareat Engineering in Telecommunication > and a Master degree in > Information Technology with software Engineering > focus. > I mainly work with C++ to develop rela time librairies > for Voice Over IP. > I have a strong numerical background and a very good > experience using design patterns > and UML. > > I have an introductory level of financial mathematics > and derivative pricing. > I want to contribute to this project. > > I suggest that I first implement the following > To do task: > "Forward (stock) and FRA (forward-rate agreement). > ." in Financial Instruments. > > > > Bechir Trabelsi > Software Designer > M5T Centre d'Excellence en Telecom, Inc. > 4283 Garlock Street > Sherbrooke (Quebec). > Canada J1L 2C8 > Email.: mailto:btr...@m5... > > > __________________________________________________ > Do You Yahoo!? > Tired of spam? Yahoo! Mail has the best spam protection around > http://mail.yahoo.com > > > ------------------------------------------------------- > This SF.Net email is sponsored by xPML, a groundbreaking scripting langua= ge > that extends applications into web and mobile media. Attend the live webc= ast > and join the prime developer group breaking into this new coding territor= y! > http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=3D110944&bid=3D241720&dat= =3D121642 > _______________________________________________ > Quantlib-dev mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > |