Re: List of QuantLibXL Functions

Posted by eric ehlers on
URL: http://quantlib.414.s1.nabble.com/List-of-QuantLibXL-Functions-tp10730p10731.html

Hi David

> One question which is not obvious to us is where
> there is a list of the QuantLibXL functions.  

I list them below.  The code to register them is in source file
QuantLibXL\qlxl\xlAutoOpen.cpp.  I generated the list below by loading
QuantLibXL into Excel and running some VBA code to interrogate
Application.RegisteredFunctions.

NB QuantLibXL may be superceded by QuantLibAddin.     My thought is to
redesign QuantLibAddin to support separate modules, and then have one
module which is a port of QuantLibXL.

> More importantly, we
> figured it is crucial to know which functions we want to implement to
> a GNUmericAddIn.  

Are you thinking of writing a QuantLib Gnumeric plugin??  Jody, the
maintainer of Gnumeric, and I are talking about extending
QuantLibAddin to support Gnumeric - she's looking at the details now
and we're waiting to hear back from her.

Regards
Eric

mean RR
variance RR
standardDeviation RR
skewness RR
kurtosis RR
min RR
max RR
semiDeviation RR
semiVariance RR
downsideDeviation RR
downsideVariance RR
percentile RRR
valueAtRisk RRR
topPercentile RRR
potentialUpside RRR
expectedShortfall RRR
shortfall RRR
averageShortfall RRR
regret RRR
gaussianDownsideDeviation RRR
gaussianDownsideVariance RRR
gaussianPercentile RRRR
gaussianValueAtRisk RRRR
gaussianTopPercentile RRRR
gaussianPotentialUpside RRRR
gaussianExpectedShortfall RRRR
gaussianShortfall RRRR
gaussianAverageShortfall RRRR
gaussianRegret RRRR
xlholidayList RRRRR
xlaccrualDays RRRR
xlaccrualFactor RRRRRR
xlEuropeanOption RRRRRRRRRR
xlEuropeanOption_FD RRRRRRRRRRR
xlEuropeanOption_MC RRRRRRRRRRR
xlCliquetOption RRRRRRRRRR
xlCliquetOption_MC RRRRRRRRRRRRRRRRRRR
xlPerformanceOption RRRRRRRRRR
xlPerformanceOption_MC RRRRRRRRRRR
xlAmericanOption_FD RRRRRRRRRRR
xlQuantoEuropeanOption RRRRRRRRRRRRR
xlForwardEuropeanOption RRRRRRRRRRR
xlPerformanceEuropeanOption RRRRRRRRRRR
xlinterpolate RRRRRRRRRRRR
xlinterpolate2D RRRRRRRR
xlprimeNumbers RR
xleigenVectors RR
xleigenValues RR
xlpseudoSQRT RRR
xlrankReducedSQRT RRRRR
xlCholesky RRR
xlmatrixProduct RRR
xlmatrixTranspose RR
xlrand R!
xlrandomize RR
xlRandomNumberGenerator RRRRR
xlGaussianRandomNumberGenerator RRRRR
xlPathGenerator RRRRRRRRRRR
xlBrownianBridge RRRRRRRRRRR
xlCovFromCorr RRR
xlCorrFromCov RR
xlVolsFromCov RR
xlCombin RRR
xlBinomDist RRRRR
xlPeizerPratt RRR
xlPoisson RRRR
xlnormInv RRRR
xlnormSInv RR
xlnormDist RRRRR
xlnormSDist RR
xlBlackVol RRRRRRRR
xlLocalVol RRRRRRRRRR
xlDiscount RRRRR
xlZero RRRRR
xlForward RRRRRR
xlQLversion R!
xlQLhexversion R!
xlXLWversion R!
xlXLWhexversion R!
xlQLXLversion R!
xlQLXLhexversion R!