Cliquet option in QuantLibXL

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Cliquet option in QuantLibXL

Niederhauser Beat (AORT 13)
Cliquet option in QuantLibXL

Hi there

I'd like to set up a cliquet option with QuantLibXL. There is a class
CliquetOption in QuantLib; how do I go about to generate an
instance in an Excel workbook?

Thanks
Beat




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Re: Cliquet option in QuantLibXL

eric ehlers
Hi Beat,

On 7/24/07, Niederhauser Beat (AORT 13)
<[hidden email]> wrote:
>
> Hi there
>
> I'd like to set up a cliquet option with QuantLibXL. There is a class
> CliquetOption in QuantLib; how do I go about to generate an
> instance in an Excel workbook?

Unfortunately that class is not exposed to the Excel interface.

Regards,
Eric

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