Add functionnality in QuantLibXL

[Guillaume Dru]

Hi,

I have to create a bootstrap curve in Excel using bond values. So I've to use the fixedcouponbondhelper class.
Unfortunatly, It seems this class not exists in QuantLibXL yet.
Have u got any idea on the way to add this functionnality into QuantLibXL ? I've some difficulties to find a tutorial about this.
Thx for all

Regards
--
Guillaume DRU
'' One would normally define a "religion" as a system of
ideas that contain statements that cannot be logically or
observationally demonstrated... Gödel's theorem not only
demonstrates that mathematics is a religion, but shows
that mathematics is the only religion that proves itself
to be one! ''
J. D. Barrow, The World within the world
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[Eric Ehlers-2]

Hi Guillaume,

> I have to create a bootstrap curve in Excel using bond values. So I've to
> use the fixedcouponbondhelper class.
> Unfortunatly, It seems this class not exists in QuantLibXL yet.
> Have u got any idea on the way to add this functionnality into QuantLibXL
> ?
> I've some difficulties to find a tutorial about this.

In the development environment, class FixedCouponBondHelper has been added
to the QuantLibXL interface, this change will be available in the next
release.

Here is the documentation for exposing new QuantLib classes to the
QuantLibXL interface:

http://quantlib.org/quantlibaddin/extending.html

The document is out of date.  The basic idea remains the same but many
filenames etc. have changed.

I'm in the process of revamping the docs for the next release.  I could
take the topics of interest to you and put them at the top of my todo
list, if you wouldn't mind giving me your feedback.  If that's of interest
please email me directly and I'll get back to you with a draft.

Regards,
Eric


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