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

[Luigi B. <lui...@gm...>]

On 04/27/2006 06:43:12 AM, Allen Kuo wrote:
> Qiuxiang:
>   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...).

If Stephen/Qiuxiang is not interested, I am. But I'll let him have the =20
first go if he is.

Later,
	Luigi


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