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Hello QuantLib community
Is there any example of using QuantLibXL to do Monte Carlo Simulation? Sample excel file with data and formula would be great! Thanks a lot! Regards Jerry ------------------------------------------------------------------------------ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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Hi, I'm wondering the same thing. Eric, is this something that has to be added? Francois Botha On 16 August 2016 at 08:20, Jerry Jin <[hidden email]> wrote:
... [show rest of quote] ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org! http://sdm.link/slashdot _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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I'm interested too. Recently I've posted some QuantLibXL based demos on YouTube that use the InterestRateDerivatives.xls and YieldCurveBootstrapping.xls spreadsheets... Cheers John On 14 March 2017 at 17:07, Francois Botha <[hidden email]> wrote:
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In reply to this post by igitur
Hello,
Yes, this is something that has to be added. To my knowledge there is no Monte Carlo example in QuantLibXL at present. Kind Regards, Eric On Tue, 14 Mar 2017 19:07:32 +0200 Francois Botha <[hidden email]> wrote: > Hi, > > I'm wondering the same thing. > > Eric, is this something that has to be added? > > > Francois Botha > > On 16 August 2016 at 08:20, Jerry Jin <[hidden email]> > wrote: > > > Hello QuantLib community > > > > Is there any example of using QuantLibXL to do Monte Carlo > > Simulation? > > > > Sample excel file with data and formula would be great! > > > > Thanks a lot! > > > > Regards > > Jerry > > > > ------------------------------------------------------------ > > ------------------ > > > > _______________________________________________ > > QuantLib-users mailing list > > [hidden email] > > https://lists.sourceforge.net/lists/listinfo/quantlib-users > > > > ... [show rest of quote] ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org! http://sdm.link/slashdot _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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