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Getting started in Quantlib and Quantlib XL

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Roger Ting

Getting started in Quantlib and Quantlib XL

Dear All,

Is there a getting started guide for Quantlib or Quantlib XL?

I have been trying to do the simplest task i.e. European Option Pricing with Binomial Tree in Quantlib XL. But it is not as intuitive as it looks. Some pointer would be helpful. An example how this is done would be helpful.

Regards,

Roger

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simoncourtenage

Re: Getting started in Quantlib and Quantlib XL

Although it doesn't cover QuantLibXL, I've found Tawanda Gwena's documents at http://sites.google.com/site/tgwena/ quite useful,just for getting started. QuantLib could do with some more tutorials though.

Regards

Simon Courtenage

On Mon, May 17, 2010 at 4:43 PM, Roger Ting <[hidden email]> wrote:

Dear All,

Is there a getting started guide for Quantlib or Quantlib XL?

I have been trying to do the simplest task i.e. European Option Pricing with Binomial Tree in Quantlib XL. But it is not as intuitive as it looks. Some pointer would be helpful. An example how this is done would be helpful.

Regards,

Roger

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Tawanda Gwena

Re: Getting started in Quantlib and Quantlib XL

I'm still working on them, but I'm kinda swamped at the moment.

On May 17, 2010, at 12:02 PM, Simon Courtenage wrote:

Although it doesn't cover QuantLibXL, I've found Tawanda Gwena's documents at http://sites.google.com/site/tgwena/ quite useful,just for getting started. QuantLib could do with some more tutorials though.

Regards

Simon Courtenage

On Mon, May 17, 2010 at 4:43 PM, Roger Ting <[hidden email]> wrote:

Dear All,

Is there a getting started guide for Quantlib or Quantlib XL?

I have been trying to do the simplest task i.e. European Option Pricing with Binomial Tree in Quantlib XL. But it is not as intuitive as it looks. Some pointer would be helpful. An example how this is done would be helpful.

Regards,
Roger

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P Nelnik

Re: Getting started in Quantlib and Quantlib XL

In reply to this post by Roger Ting

Roger,

You may know this already: there is some documentation:
http://quantlib.org/quantlibxl/

Also if you download the quantlib xll from:
http://sourceforge.net/projects/quantlib/files/QuantLibXL/0.9.7/QuantLibXL-bin-0.9.7.exe/download
and run the intallation executable,
it will by default put some example sheets in:
C:\Program Files\QuantLibXL\Workbooks\StandaloneExamples

On a bit of a tangent, I reckon it would be great if we could get the wiki documentation going again.
Currently the 'Unofficial Wiki' link on the quantlib home page is broken.

Cheers
Philip

On Mon, May 17, 2010 at 11:43 PM, Roger Ting <[hidden email]> wrote:

Dear All,

Is there a getting started guide for Quantlib or Quantlib XL?

I have been trying to do the simplest task i.e. European Option Pricing with Binomial Tree in Quantlib XL. But it is not as intuitive as it looks. Some pointer would be helpful. An example how this is done would be helpful.

Regards,

Roger

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[hidden email]
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Roger Ting

Re: Getting started in Quantlib and Quantlib XL

In reply to this post by Tawanda Gwena

Yes it would definitely help. It is unclear how the functions in the Quantlib XL correspond to the classes in Quantlib beside making the best guess. There is not much documentation on how Quantlib XL can be used.

From: Tawanda Gwena [mailto:[hidden email]]
Sent: Tuesday, 18 May 2010 3:06 AM
To: Simon Courtenage
Cc: Roger Ting; [hidden email]
Subject: Re: [Quantlib-users] Getting started in Quantlib and Quantlib XL

I'm still working on them, but I'm kinda swamped at the moment.

On May 17, 2010, at 12:02 PM, Simon Courtenage wrote:

On Mon, May 17, 2010 at 4:43 PM, Roger Ting <[hidden email]> wrote:

Dear All,

Is there a getting started guide for Quantlib or Quantlib XL?

Regards,

Roger

Ferdinando M. Ametrano-3

Re: Getting started in Quantlib and Quantlib XL

On Tue, May 18, 2010 at 4:22 PM, Roger Ting <[hidden email]> wrote:
> It is unclear how the functions in the Quantlib XL correspond to the classes
> in Quantlib beside making the best guess.

ouch!

The convention is qlClassMethod(...) and qlFunction(...)

Some class names might be abbreviated to avoid too long names as in
qlYieldTSDiscount, where YieldTS stands for YieldTermStructure

There should be no need to guess if you're familiar with the C++ library

ciao -- Nando

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Roger Ting

Re: Getting started in Quantlib and Quantlib XL

Thanks for the reply. I am going through the C++ library class by class now.
Hope that would help eventually.

-----Original Message-----
From: [hidden email] [mailto:[hidden email]]
On Behalf Of Ferdinando Ametrano
Sent: Wednesday, 19 May 2010 1:37 AM
To: Roger Ting
Cc: Tawanda Gwena; Simon Courtenage; [hidden email]
Subject: Re: [Quantlib-users] Getting started in Quantlib and Quantlib XL

On Tue, May 18, 2010 at 4:22 PM, Roger Ting <[hidden email]> wrote:
> It is unclear how the functions in the Quantlib XL correspond to the
classes
> in Quantlib beside making the best guess.

ouch!

The convention is qlClassMethod(...) and qlFunction(...)

Some class names might be abbreviated to avoid too long names as in
qlYieldTSDiscount, where YieldTS stands for YieldTermStructure

There should be no need to guess if you're familiar with the C++ library

ciao -- Nando

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