QuantlibXL quick question

[Denny D]

Hi, I downloaded quantlibXL and have been playing with
it all weekend, excellent product, thanks everyone!

Quick question: I would like to create
qlBlackConstantVol  object that would count only
business days (e.g. NYSE) volatility, not  Actual/360.
I found some calendar functions, but don't know how to
use them with qlBlackConstantVol.

Also, does quantlibXL always implement the latest
updates to quantlib?

Thank you,
DD

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[Ferdinando M. Ametrano-3]

Hi Danny

> does quantlibXL always implement the latest
> updates to quantlib?
it usually does, in the sense that all features exposed to Excel in
any given release are up to date with the underlying C++ code

> I would like to create
> qlBlackConstantVol  object that would count only
> business days (e.g. NYSE) volatility, not  Actual/360.
this feature has been just contributed to QuantLib thanks to Peter
Dias, but it is not exposed to Excel and probably won't for the next
forthcoming release, as it would requires a QuantLibXL redesign to
handle the new occurrence of DayCounter constructed with a Calendar as
input.

ciao -- Nando

[eric ehlers]

Hi Denny,

On 10/2/06, Denny D <[hidden email]> wrote:
> Hi, I downloaded quantlibXL and have been playing with
> it all weekend, excellent product, thanks everyone!

:-)  You're welcome on behalf of http://www.quantlibxl.org/people.html.

> Also, does quantlibXL always implement the latest
> updates to quantlib?

Yes.  Each QuantLib release is accompanied by a QuantLibXL release.
QLXL exposes only a subset of QL functionality, but that subset will
be the latest available.

Regards,
Eric