Re: [Quantlib-dev] Applying to join the QuantLib project

[Allen K. <all...@ya...>]

Qiuxiang:
   
  According to:
   
  http://quantlib.org/reference/overview.html
   
  forwards are on the todo list.
   
  I have a framework for forwards in place and wrote a derived class for the bond forward/repo. Just haven't written a formal unit test (did some qualitative comparisons with some numbers posted on various websites like fincad and things look ok, but I don't know how to get beyond that- can't find any good, authoratative repo numbers). If you're interested in working on the unit test for this, as well as making sure the framework is generic enough, let me know. (The framework should handle stock, commodity, and bond forwards, but I haven't thought deeply about FRA's and IR futures...).
   
  Allen
   
   
   
   
  Message: 7
Date: Wed, 26 Apr 2006 18:22:43 +0200
From: Luigi Ballabio <lui...@gm...>
Subject: Re: [Quantlib-dev] Applying to join the QuantLib project
To: "Li, Qiuxiang" <qiu...@im...>
Cc: qua...@li...


On 04/23/2006 11:32:49 PM, Li, Qiuxiang wrote:
> As I am very interested in the QuantLib project, I am wondering
> whether I can particiapte the group to write some code.  As I have 
=20
> limited finance knowledge (reading Options, Futures, and Other =20
> Derivatives by John Hull though), I'll have to start from some
> easy assignments.

Stephen,
 thanks for the offer. The introductory developer page at < =20
http://quantlib.org/newdeveloper.shtml> contains links to a couple of 
=20
to-do lists. Have you had a look at those?

Later,
 Luigi


		
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