Contribute some code

Posted by Marco Marchioro on Dec 23, 2005; 8:48am
URL: http://quantlib.414.s1.nabble.com/Re-Quantlib-users-what-do-I-need-to-make-run-an-xll-tp10719p10721.html

Hi,
I've used QuantLibAddin to build a couple of spreadsheet for training
purposes.
I've added a handful of functions:
   + a function qlXiborFixing to retrieve the fixing of an index
   + two functions qlRateHelperImpliedQuote, qlRateHelperQuoteError to
     retrieve the implied quote and the error of a rate helper
   + a constructor qlForwardSpreadedTermStructure to build a curve with a
given spread
   + a constructor qlForwardCurve for a piecewise-constant forward curve
starting from
     the given forward rates

Should I commit these additions?

Also, I would like to use the advance method of calendars and the
yearFraction method
of day counters. Is it possible, in the framework of QuantLibAddin, to use
these
as functions without having to export the Calendar/Day counter constructor?
If so, how do you do that?

Marco


Marco Marchioro
StatPro Italia

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www.StatPro.com