How to contribute

We love pull requests from everyone. By participating in this project, you agree to abide by our code of conduct.

Fork, then clone the repository:

git clone https://github.com/yourusername/QuantLib-Risks-Cpp.git

Follow the Build Instructions to setup the dependencies and build the software. Make sure all tests pass.
Create a feature branch, typically based on main, for your change

git checkout -b feature/my-changed-main

Make your changes, adding tests as you go, and commit. Again, make sure all tests pass.
Push your fork
Submit a pull request. Not that you will have to sign the Contributor License Agreement before the PR can be merged.

At this point, you are depending on the core team to review your request. We may suggest changes, improvements, or alternatives. We strive to at least comment on a pull request within 3 business days. After feedback has been given, we expect a response within 2 weeks, after which we may close the pull request if it isn't showing activity.

Some things that will highly increase the chance that your pull request gets accepted:

Discuss the change you wish to make via issue or email
Write good tests for all added features
Write good commit messages (short one-liner, followed by a blank line, followed by a more detailed explanation)

Source Code Organisation

cmake: CMake modules and scripts used for the build
ql: Files to be added to the QuantLib build
Examples: QuantLib examples with adjoints, using xad
test-suite: Unit tests suite, mimicking QuantLib's, incl. adjoint calculations

Coding Style

This repository follows QuantLib's coding style.

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