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At 05:09 PM 2/6/03 -0500, Zaig, Diana wrote:
>I have just found out about QuantLib and spend some time browsing. I've
>found a lot of functions for the valuation of Bermudan swaptions, which is
>the topic of my current project. I am however horrible with C++ code. Is
>there any hope that Quant Lib could still be of use to me somehow? ( I can
>programming in VBA.)
Diana,
it's a hard call. In principle it would be possible to export
QuantLib (or its twin project, QuantLib.NET) through COM, which---I
guess---would make it accessible from VBA. We just had a thread running on
this list concerning this possibility---you can read it by accessing the
list archives (see the header of this mail for the link) and looking for
messages with "Excel" in the subject. However, it is not a possibility
right now. So, I'm afraid you can either stay tuned and hope for
developments, or dive into some C++...
Bye,
Luigi
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