How to construct an optimization problem in QuantlibXL?

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How to construct an optimization problem in QuantlibXL?

cheng li

Hi anyone:

 

Now I am considering doing some work on optimization problem using QuantlibXL. I saw the sample sheet under the folder \workbooks\math.

 

But in that sample sheet, only some optimization engine were constructed. I think to construct a complete problem a cost function object should be passed to the

 

Optimization engine. How this step should be done in QuantlibXL?

 

Regards

 

Li Cheng


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