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From: Vivek R. <viv...@gm...> - 2006-11-07 11:00:50
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Hi Luigi, You might have a look at the todo lists at > <http://quantlib.org/reference/overview.html> and > <http://quantlib.org/reference/todo.html> to see if you find anything > that rings a bell. Writing test cases for currently untested classes > might be useful too, even though it hardly qualifies as "something > exciting" :) > > > > B. what is the best way to get started with this project? > > You might start from how the library can be used (you can look at the > examples, or some of the test cases) and work inwards to see how it > works. We're planning to provide some more documentation, but it's a > slow process. > > > > C. What books would you guys recommend ? (esp for the mathematical > background) > > I'd go for the Joshi ones (the one on mathematical finance and the one > on finance and design patterns.) The fact that Mark started contributing > to QuantLib does not bias the choice in any way :) Yes Fernando had recommended them as well, I have just received them from amazon, and have started reading them. Hopefully, I should be up-to-speed in a couple of weeks, and get working on the project. Cheers, Vivek |