Hi Jerry,
Often the test suite contains additional examples, I don't know if
that's true for monte carlo but it's worth a look.
Kind Regards,
Eric
On Mon, 29 Aug 2016 16:45:39 +0800
Jerry Jin <
[hidden email]> wrote:
> Hi Eric
>
> Thanks for the reply, that's exactly what I'm doing, I've managed to
> exported a simple function.
>
> Are there more c++ monte carlo examples? I only found one under
> quantlib project, the discretehedeging.cpp
>
> I want to study the way to call monte carlo API, then export the right
> class/function to my project
>
> Thanks!
>
> Regards
> Jerry
>
> On Mon, Aug 29, 2016 at 4:34 PM, Eric Ehlers <
[hidden email]>
> wrote:
>
> > Hi Jerry,
> >
> > > I want to use Monte Carlo methods in QuantLib in QuantLibXL
> > >
> > > I found tutorials in QuantLibAddin project on exposing
> > > class/template class, it seems complicated, especially template
> > > class.
> > >
> > > Expose QuantLib Classes to QuantLibXL
> > > <
http://quantlib.org/quantlibaddin/extend_tutorial.html>
> > >
> > > Expose QuantLib Template Classes to QuantLibXL
> > > <
http://quantlib.org/quantlibaddin/extend_template_tutorial.html>
> > >
> > > How do I expose all classes & template classes under
> > > qlo/methods/montecarlo to QuantLibXL?
> >
> > I don't have much to suggest I am afraid. That's a big task and in
> > order to complete it you'll need more or less complete
> > understanding of the QuantLibAddin code.
> >
> > You have started at the right place, with the tutorials. I would
> > advise taking small steps, exporting one function at a time and
> > starting with the easiest one.
> >
> > Kind Regards,
> > Eric
> >
>
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