problem on the Black Scholes Process in the QuantLibXL

Posted by Adjriou Belak on Jan 13, 2005; 6:37am
URL: http://quantlib.414.s1.nabble.com/problem-on-the-Black-Scholes-Process-in-the-QuantLibXL-tp10678.html

Hi,

 

WHen I use the QLPath spreadsheet, you can notice that :

 

E(S) = S*exp((r-q)*t) should  be equal to the averages of the last values, but

the last values are too low .. it seems that the drift is negative for the function qlPathGenerator. ?

regards,

see the attachement.

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