Market model on QuantLibXL

[Yan Liu]

Hi,

I tried to use QuantLibXL to price a cap/floor using market model. It's not so straight forward to me. The sample excel workbook "CapFloorTestSuite" does not seem to be working. Are any other samples I can follow to price any instrument with QuantLibXL using market model?

Thanks.

 

Yan

 

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