You are here: TWiki > Quantlib Web > NewbieProjects r8 - 01 Jul 2006 - 00:33 - Main.joe


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Here are some projects for newbies. If you are interested in any of these e-mail the quantlib-dev list

* Implement a new pricing engine - Global derivatives.com has equations for many derivatives which are not implemented.

* Add some unit tests - Some classes that need some more unit tests are the time series classes, and the stochastic volatility classes

* Profile the code to see where bottlenecks are

* Create new volatility model classes

* Finish up the GARCH model

* Look at finite difference engine and make the time grid more consistent with the rest of the numerical methods

* Annotate code - Go through the code and add notes and annotation using doxygen format

* Add a section in quantlib wiki on careers and quant interviewing

* Help with getting RSWIG to pass the SWIG conformance tests

* Write some need RSWIG-Quantlib scripts

* Always could use better documentation (books, tutorials, etc.)

* Come up with a business plan for paid QuantLib support

* Comp up with standard contract clauses or bureaucratic strategies to get commerical quantlib users to move code back to the main source tree

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