QuantlibXL

[BP_QLibXL_User]

Hi all,

Will there be (or has there been in the past) a course focusing on QuantLibXL? I'm relatively new to QL-XL and am having some difficulty moving beyond the stand alone workbook examples.

For example, it took me quite a while today to price a Cap with a vol curve instead of a constant vol as is illustrated in the InterestRateDerivatives.xls file. I spent most of that time trying to get an OptionletVolatilityStructure from a CapFloorTermVolatilityStructure!

Thanks,
Brian