QuoteOriginally posted by: kinderchocolateCuchulainn, you mentioned you have finished the design for FDM? Is there available for download?I'd love to contribute. The thing is, I don't have an overall picture of the project and where it's heading to. Unless one of the founders check-in an initial prototype, there's no way I and others could contribute, because we don't know where to start! The fate of the project is really depend on the schedule of the founders.Hi KC,I have initiai documentation ready as well as the 1 factor framework in C++. What I will do is post the docs in the next few days and then I will package the FDM C++ code so that people can use it. Which particular functionality are you working on?Thanks //The initial version is traditional OO and GOF patterns which is fine, but I would to move it to 1) loosely coupled system like the MC engine + code I posted a few days ago, 2) using Boost function and bind for flexible interfaces, 3) standard data structures.Once we get it stable, the the focus shifts to the numerics and finance which frees up a lot of time.
Last edited by Cuchulainn
on December 19th, 2011, 11:00 pm, edited 1 time in total.