I was hoping for a ready to go toolkit similar to the FinCad libraries which, with some changes to inputs, could be used to price securities vs the market. After browsing through the Excel examples, there seems to be a lot of knowledge gaps with how to setup the excel spreadsheets to price, say, a Swap or a Swaption that will accurately reflect market value given market rates.
I am curious how users of QuantLib have figured out how to appropriately use the functions exposed to Excel? Information such as curve bootstrapping and calibration to market, volatility term structure modeling and calibration to market - how did you figure out how to use this?
- Luis
------------------------------------------------------------------------------
This SF.net email is sponsored by
Make an app they can't live without
Enter the BlackBerry Developer Challenge
http://p.sf.net/sfu/RIM-dev2dev _______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Locked
