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

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

Let me tidy up the code a bit. Then I'll just tar up the directory, write up the outstanding issues, and throw it out there for anyone who wants to work on it. I'll be more than happy to work on it also if someone can give me some [sic] pointers.
   
  Best,
  Allen
   
  

"Li, Qiuxiang" <qiu...@im...> wrote:
            Lugi,
   
  Thank you very much.
   
  I just downloaded the Quantlib source code and at this moment I am just reading the code.  
  I hope I can get familiar with the pack as soon as possible.
   
  Will see how confident I will be by then to write some pieces.  So I'll have to give up this opportunity 
  at this moment.
   
  I've sent Allen a separate email.
   
   
  Many thanks,
   
  Stephen/Qiuxiang
   
   

  ----- Original Message -----   From: "Luigi Ballabio" <lui...@gm...>
  To: "Allen Kuo" <all...@ya...>
  Cc: <qua...@li...>; <qiu...@im...>
  Sent: Thursday, April 27, 2006 8:34 AM
  Subject: Re: [Quantlib-dev] Applying to join the QuantLib project

  


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  
first go if he is.

Later,
Luigi


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