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Hi,
I'm pretty newbie on QuantLib and C++. Actually, I try to calibrate LIBOR market model using QuantlibXL.
I found one good example file which is below however it looks like need 'EURSwaptionATMVol' object on Calibration!D2. (I think it is a Swaption matrix)
C:\build_ql_1_1_0\QuantLibXL\Data\XLS\040_SwaptionVolBootstrap\040_Experimenta\EUR_010_SwaptionDisplacedAbcdAtmVolCurves.xls
Does anyone can help me?
Thanks,
KJ
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