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stef_204

Tutorial

Hi,

I have downloaded and installed QuantLibXL 1.0.1 (the binary--I have not compiled) and am looking for a "tutorial" or a step by step guide to get me going. (I have not used Quantlib previously).

I could start pricing very simple instruments such as Zero Coupons, Swaps, CMS Spread Bonds, etc.; but again, some sort of guide would be really helpful as to how to get started.

Any help from users here? Any documentation available to help me get a grasp on how to get started?

Thanks.

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Kim Kuen Tang

Re: Tutorial

Hi Stef,

Am 14.04.2011 16:57, schrieb stef:
> Hi,
>
> I have downloaded and installed QuantLibXL 1.0.1 (the binary--I have not compiled) and am looking for a "tutorial" or a step by step guide to get me going. (I have not used Quantlib previously).
> I could start pricing very simple instruments such as Zero Coupons, Swaps, CMS Spread Bonds, etc.; but again, some sort of guide would be really helpful as to how to get started.
>
As far as i know a cms spread bonds is not that very simple. It depends
on the whole swaption cube and you also need to calibrate the
correlation first. Furthermore you also need to integrate a curve on the
swaption cube.
So this is not that very simple.

> Any help from users here? Any documentation available to help me get a grasp on how to get started?
>
> Thanks.
>
>
>
> ------------------------------------------------------------------------------
> Benefiting from Server Virtualization: Beyond Initial Workload
> Consolidation -- Increasing the use of server virtualization is a top
> priority.Virtualization can reduce costs, simplify management, and improve
> application availability and disaster protection. Learn more about boosting
> the value of server virtualization. http://p.sf.net/sfu/vmware-sfdev2dev
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

------------------------------------------------------------------------------
Benefiting from Server Virtualization: Beyond Initial Workload
Consolidation -- Increasing the use of server virtualization is a top
priority.Virtualization can reduce costs, simplify management, and improve
application availability and disaster protection. Learn more about boosting
the value of server virtualization. http://p.sf.net/sfu/vmware-sfdev2dev
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stef_204

Re: Tutorial

Yes, sorry, I meant in order of increasing difficulty, I could start with something simple like a ZC just to get me familiar with using the QL XL Add-in, and then move on gradually to more complex payoffs, is what I mean to say. (I am referring to the proper way of building the spreadsheets, etc., as opposed to the financial side, which models, etc.)

I do need to get started though and any documentation, writeups, youtube videos, anything just to get me going on how to proceed and properly build the spreadsheets, etc., would help--just something very basic that I would use as a launching pad--if anyone has or knows of anything available.

Otherwise, I'll just have to roll up my sleeves, lock the doors, unplug the phones and just dig in (which is what most here probably have done.)

Anyway, anything re. the above would be appreciated. Thanks.

--- On Fri, 4/15/11, Kim Kuen Tang <[hidden email]> wrote:

> From: Kim Kuen Tang <[hidden email]>
> Subject: Re: [Quantlib-users] Tutorial
> To: [hidden email]
> Date: Friday, April 15, 2011, 3:04 AM
> Hi Stef,
>
> Am 14.04.2011 16:57, schrieb stef:
> > Hi,
> >
> > I have downloaded and installed QuantLibXL 1.0.1 (the
> binary--I have not compiled) and am looking for a "tutorial"
> or a step by step guide to get me going. (I have not
> used Quantlib previously).
> > I could start pricing very simple instruments such as
> Zero Coupons, Swaps, CMS Spread Bonds, etc.; but again, some
> sort of guide would be really helpful as to how to get
> started.
> >
> As far as i know a cms spread bonds is not that very
> simple. It depends
> on the whole swaption cube and you also need to calibrate
> the
> correlation first. Furthermore you also need to integrate a
> curve on the
> swaption cube.
> So this is not that very simple.
>
> > Any help from users here? Any documentation
> available to help me get a grasp on how to get started?
> >
> > Thanks.
> >
> >
> >
> >
> ------------------------------------------------------------------------------
> > Benefiting from Server Virtualization: Beyond Initial
> Workload
> > Consolidation -- Increasing the use of server
> virtualization is a top
> > priority.Virtualization can reduce costs, simplify
> management, and improve
> > application availability and disaster protection.
> Learn more about boosting
> > the value of server virtualization. http://p.sf.net/sfu/vmware-sfdev2dev
> > _______________________________________________
> > QuantLib-users mailing list
> > [hidden email]
> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
> >
>
>
> ------------------------------------------------------------------------------
> Benefiting from Server Virtualization: Beyond Initial
> Workload
> Consolidation -- Increasing the use of server
> virtualization is a top
> priority.Virtualization can reduce costs, simplify
> management, and improve
> application availability and disaster protection. Learn
> more about boosting
> the value of server virtualization. http://p.sf.net/sfu/vmware-sfdev2dev
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>