quantlibXL quanto option

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

quantlibXL quanto option

stefano.sampietro@libero.it
Hi, is it possible to find a workbook example for the qlQuantoVanillaOption function? (I tried to adapt the qlVanillaOption file to the quanto case, but without success... I'm afraid I am misunderstanding something...)

Thx in advance,
Stefano


------------------------------------------------------------------------------
Download Intel® Parallel Studio Eval
Try the new software tools for yourself. Speed compiling, find bugs
proactively, and fine-tune applications for parallel performance.
See why Intel Parallel Studio got high marks during beta.
http://p.sf.net/sfu/intel-sw-dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users