Help for new User
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Hi,
Really impressed with the project, so I have started trying to implement / work through the example sheets. Firstly Im using Excel 2010 and seem to be missing the menu from earlier examples, anyway to get this? Secondly a lot of the examples refuse to work / work intermittenly on my computer. I dont know whether this is due to not having run the serilization option first (it seems to fix some errors when open, but without the menu I cant see how to run the serialization example). I really want to test out the project fully but it is a steep learning curve. Ideally I am trying to use the yield curve bootstrapping example to build a few emerging market yield curves (I have data for). So I also need to figure out how to add new currencies (or setup currencies). I am very well versed on yield curve construction, so its just the techical implementation I am struggling with. My final aim is to get something like hte EUR_YC3M_Monitor for EM, but sadly this sheet returns only #VALUE on my computer. Any help or guiding steps greatly received. Thanks, Damien ------------------------------------------------------------------------------ EditLive Enterprise is the world's most technically advanced content authoring tool. Experience the power of Track Changes, Inline Image Editing and ensure content is compliant with Accessibility Checking. http://p.sf.net/sfu/ephox-dev2dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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May I ask, about the features/functions you have discussed, are they all
available only for windows platform? Or we can test and/or use those
features on Linux/Unix as well? Thanks.
Regards,
Hong Yu
From: [hidden email]
Sent: Sunday, June 12, 2011 1:12 AM
To: [hidden email]
Subject: [Quantlib-users] Help for new User Hi, Really impressed with the project, so I have started trying to implement / work through the example sheets. Firstly Im using Excel 2010 and seem to be missing the menu from earlier examples, anyway to get this? Secondly a lot of the examples refuse to work / work intermittenly on my computer. I dont know whether this is due to not having run the serilization option first (it seems to fix some errors when open, but without the menu I cant see how to run the serialization example). I really want to test out the project fully but it is a steep learning curve. Ideally I am trying to use the yield curve bootstrapping example to build a few emerging market yield curves (I have data for). So I also need to figure out how to add new currencies (or setup currencies). I am very well versed on yield curve construction, so its just the techical implementation I am struggling with. My final aim is to get something like hte EUR_YC3M_Monitor for EM, but sadly this sheet returns only #VALUE on my computer. Any help or guiding steps greatly received. Thanks, Damien
------------------------------------------------------------------------------ EditLive Enterprise is the world's most technically advanced content authoring tool. Experience the power of Track Changes, Inline Image Editing and ensure content is compliant with Accessibility Checking. http://p.sf.net/sfu/ephox-dev2dev
_______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users ------------------------------------------------------------------------------ EditLive Enterprise is the world's most technically advanced content authoring tool. Experience the power of Track Changes, Inline Image Editing and ensure content is compliant with Accessibility Checking. http://p.sf.net/sfu/ephox-dev2dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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I am using purely quantlibxl in excel 2010. It installs fine, but some of the demo worksheets do not work properly / I'm missing some part of the setup. I have no idea about Linux, but my initial application will be in excel. Sent from my iPhone - Aax
------------------------------------------------------------------------------ EditLive Enterprise is the world's most technically advanced content authoring tool. Experience the power of Track Changes, Inline Image Editing and ensure content is compliant with Accessibility Checking. http://p.sf.net/sfu/ephox-dev2dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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I
do not find the installer for QuantLibXL-v1.1.0. So may I ask, what is the
recommended way of building QuantLibXL’s trunk source? Thanks. Regards, Hong
Yu From: [hidden email]
Sent: Monday, June 13, 2011 4:48 PM
To: [hidden email]
Cc: [hidden email]
; [hidden email]
Subject: Re: [Quantlib-users] Help for new User I am using purely quantlibxl in excel 2010.
It installs fine, but some of the demo worksheets do not work properly /
I'm missing some part of the setup.
I have no idea about Linux, but my initial application will be in
excel.
Sent from my iPhone - Aax
------------------------------------------------------------------------------ EditLive Enterprise is the world's most technically advanced content authoring tool. Experience the power of Track Changes, Inline Image Editing and ensure content is compliant with Accessibility Checking. http://p.sf.net/sfu/ephox-dev2dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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using Matlab-like tools. May I ask, can QuantLib be used in portfolio analysis, and how in general? Thanks! Regards, Hong Yu ------------------------------------------------------------------------------ EditLive Enterprise is the world's most technically advanced content authoring tool. Experience the power of Track Changes, Inline Image Editing and ensure content is compliant with Accessibility Checking. http://p.sf.net/sfu/ephox-dev2dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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What instruments are they working on? Simple equity and funds or derivative instruments.
On Thu, Jun 16, 2011 at 12:06 AM, Hong Yu <[hidden email]> wrote:
------------------------------------------------------------------------------ EditLive Enterprise is the world's most technically advanced content authoring tool. Experience the power of Track Changes, Inline Image Editing and ensure content is compliant with Accessibility Checking. http://p.sf.net/sfu/ephox-dev2dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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Specifically, my friends are trying to use Matlab to plot the capital
market
line in portfolio analysis theory. And they asked how to complete the following code in Matlab: NumPorts = 10000; frontcon(ExpReturn, ExpCovariance, NumPorts); RisklessRate = 0.043274 BorrowRate = NaN RiskAversion = [] portalloc (PortRisk, PortReturn, PortWts, RisklessRate, BorrowRate, RiskAversion); Since this involves plotting, I also contacted some other open source
project which might be closer to Matlab. However, it will be very
interesting to explore how QuantLib may be applied to various quant-finance
related questions. Thanks.
Regards,
Hong Yu
From: [hidden email]
Sent: Thursday, June 16, 2011 11:46 PM
To: [hidden email]
Cc: [hidden email]
Subject: Re: [Quantlib-users] How to use QuantLib in Portfolio
Analysis What
instruments are they working on? Simple equity and funds or derivative
instruments. On Thu, Jun 16, 2011 at 12:06 AM, Hong Yu <[hidden email]> wrote:
using Matlab-like tools. May I ask, can QuantLib be used in portfolio analysis, and how in general? Thanks! Regards, Hong Yu ------------------------------------------------------------------------------ EditLive Enterprise is the world's most technically advanced content authoring tool. Experience the power of Track Changes, Inline Image Editing and ensure content is compliant with Accessibility Checking. http://p.sf.net/sfu/ephox-dev2dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users ------------------------------------------------------------------------------ EditLive Enterprise is the world's most technically advanced content authoring tool. Experience the power of Track Changes, Inline Image Editing and ensure content is compliant with Accessibility Checking. http://p.sf.net/sfu/ephox-dev2dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: How to use QuantLib in Portfolio Analysis
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No, there's no portfolio functionality at this time. Luigi On Fri, 2011-06-17 at 00:11 +0800, Hong Yu wrote: > Specifically, my friends are trying to use Matlab to plot the capital > market line in portfolio analysis theory. And they asked how to > complete the following code in Matlab: > > NumPorts = 10000; > frontcon(ExpReturn, ExpCovariance, NumPorts); > RisklessRate = 0.043274 > BorrowRate = NaN > RiskAversion = [] > portalloc (PortRisk, PortReturn, PortWts, RisklessRate, BorrowRate, > RiskAversion); > > Since this involves plotting, I also contacted some other open source > project which might be closer to Matlab. However, it will be very > interesting to explore how QuantLib may be applied to various > quant-finance related questions. -- Steinbach's Guideline for Systems Programming: Never test for an error condition you don't know how to handle. ------------------------------------------------------------------------------ EditLive Enterprise is the world's most technically advanced content authoring tool. Experience the power of Track Changes, Inline Image Editing and ensure content is compliant with Accessibility Checking. http://p.sf.net/sfu/ephox-dev2dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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In reply to this post by YuHong-4
On Mon, 2011-06-13 at 10:13 +0800, Hong Yu wrote:
> > May I ask, about the features/functions you have discussed, are they > all available only for windows platform? Or we can test and/or use > those features on Linux/Unix as well? The Excel module is, of course, only available on Windows. However, the QuantLibAddin project had an OpenOffice module as well. I don't know in what state it is at this time. Luigi -- Matz's Law: A conclusion is the place where you got tired of thinking. ------------------------------------------------------------------------------ EditLive Enterprise is the world's most technically advanced content authoring tool. Experience the power of Track Changes, Inline Image Editing and ensure content is compliant with Accessibility Checking. http://p.sf.net/sfu/ephox-dev2dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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