Hi everyone.
I'm new to this list. I'm thinking about adding new functions
to the blackcalculator, which are in particular needed in the
FX area. In particular, I'd like to add:
- premium adjusted black scholes deltas (spot and forward)
- functions, which return the strike for a given black scholes delta or ATM quotation
This would be a relatively small contribution and a small enough project
to get me started with contributing to QuantLib and learn how to contribute
code etc.
Would that be useful?
Best regards, Dima
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