Posted by
Eric Ehlers-2 on
Aug 29, 2009; 6:55pm
URL: http://quantlib.414.s1.nabble.com/May-you-give-us-an-overview-of-current-QuantLib-plans-tp12936p12937.html
Hi Piter,
> * What the relationship of QuantLibXL and QuantLib currently is? I
> see that QuantLibXL deploys some time after QuantLib. Once QuantLib is
> growing fast, the gap between both are growing too. We are you doing
> about it? What we (user, contributors and eventual contributors) are
> supposed to do about that?
Yes after QuantLib is released there is a delay before the appearance
of the corresponding QuantLibXL release. The delay is usually a
couple of weeks, I'm afraid this situation is unlikely to get any
better, but I hope it won't get worse either.
I'm not aware of any plans to extend the QuantLibXL functionality.
This means that any new functionality added to QuantLib would not be
available through the QuantLibXL interface. If anyone cares to
contribute the necessary enhancements to QuantLibXL they would be
gratefully received.
> * QuantLibXL spreadsheets are not so easy to use. Everyone,
> including me, already had (or have) problems using it. Do you expect
> that users contribute with some spreadsheets, pretty like they to with
> QuantLib test suite? I believe would could have a set of simpler but
> based on proven examples (papers, books chapters, QuantLib test suite,
> etc...) spreadsheets.
There are a couple of core example spreadsheets -
YieldCurveBootstrapping.xls, InterestRateDerivatives.xls - which
provide a good introduction. Many of the other spreadsheets are less
well maintained. Contributions would be welcome. Example
spreadsheets that parallel the QuantLib test suite are useful from the
standpoint of technical troubleshooting but less so from the
perspective of the end user, because the natural structure of a
QuantLibXL spreadsheet and the typical behavior of a standalone C++
program do not match.
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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