Jonathan Sweemer

@MikeGitb This might be the paper you are thinking of: https://github.com/cplusplus/papers/issues/592

I don't a library with the `-gd` suffix in your screenshot. Looks like you'll need to compile the Debug configuration of QuantLib if that's what you want, or alternatively you...

From a performance perspective, it would be best if `DayCounter`, `Compounding`, and `Frequency` could all be template parameters of the `InterestRate` class - then adding and subtracting different types would...

Hi @klin333 it would be good to see some test cases for these new features. You can add it to the existing https://github.com/lballabio/QuantLib/blob/master/test-suite/overnightindexedcoupon.hpp file, and you can compare the results...

According to the [comment in the code](https://github.com/lballabio/QuantLib/blob/master/ql/experimental/callablebonds/callablebond.hpp#L44), American optionality is not yet implemented. If a daily callability schedule is equivalent to American optionality for your use case, then you can...

Hi Chester, your contribution would be very welcome in this area. Do you feel comfortable translating your python code to C++? If so, then you can look under `ql/processes` and...

@lballabio What would be the best way to help contribute towards the blog? Looks like some parts need a bit of updating, such as the examples that use `Disposable`, and...

> Hi, may I know is there any stochastic process that is not only depending on the current x, but also depends on the whole path simulated before? In other...

Much cleaner indeed and always better when we can leverage the guarantees provided by the language. On that note, we might want to take advantage of this opportunity to add...

I mean mainly between the global singleton and the thread-local ones. Presumably there's a use case for both global and thread-local singletons to coexist in the same process, and in...