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From: Takashi Y. <tak...@ho...> - 2007-05-19 06:55:57
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Hi All, I recently came accross Quantlib and have a few questions (I couldnt find the answers in the "documentation): 1). Is there a "roll your own" cookbook that shows how to derive other instruments (from an existing base instrument class say?) 2). Equity derivatives, Futures and Commodities appear to be missing from the library - was this an oversight? (i)- if yes, when are these instruments likely to be included ? (ii). No plan is in place for these instruments, could someone then kindly suggest to me how I may go about using the existing library to build these instruments - i.e attempt to add these instruments to the library (similar to question 1). 3). Concrete classes for calendars (one for each country) seems a bit unusual, why was this approach taking rather than having a generic calendar class with properties/methods that would determine which country the calendar was representing? 4). There are existing, complete libraries for Date/Time (e.g. wxWidget), why did you not build on these existing classes (i.e. why did you decide to start from scratch)? All i all, a very interesting project, to which I would like to contribute some code, once I have understood how everything "hangs" together - and the philosophy behind it ... Look forward to your response. Takashi _________________________________________________________________ Express yourself instantly with MSN Messenger! Download today it's FREE! http://messenger.msn.click-url.com/go/onm00200471ave/direct/01/ |