[Quantlib-dev] List of QuantLib projects

[Joseph W. <jo...@gn...>]

I've put together a list of newbie quantlib projects at 

http://wiki.quantlib.org/twiki/bin/view/Quantlib/NewbieProjects

The one I'm particularly interested in having someone do is to finish up the 
GARCH model that is in CVS.  The basic structure of the classes is there, and 
all someone needs to do is to use Hull and formulate the equations there into 
something that fits with the optimization infrastructure.