qlBlackVarianceSurface

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qlBlackVarianceSurface

bines

Hi


Please, can a small example in Excel, how to implement the function qlBlackVarianceSurface


Thank you  



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Re: qlBlackVarianceSurface

Eric Ehlers-2
Hello,

> Please, can a small example in Excel, how to implement the function
> QLBLACKVARIANCESURFACE

I am sorry, I do not see that function in use anywhere in the  
QuantLibXL spreadsheets that have been created so far.  My guess is  
that that QuantLib function was exported to QuantLibXL without ever  
being used - the best that I can suggest is trial and error.

Kind Regards,
Eric
===================================================
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
* Distributed computing for pricing analytics
* Use Microsoft Excel as a client to the Grid


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