Pricing engines in Excel
Posted by
Grześ Andruszkiewicz on
May 02, 2013; 3:17pm
URL: http://quantlib.414.s1.nabble.com/Pricing-engines-in-Excel-tp14244.html
Hi,
I am trying to extend the XL QuantLib project to handle CatBonds. I
added the bond class as described in the tutorial:
http://quantlib.org/quantlibaddin/extend_tutorial.htmlI am struggling to add the corresponding pricing engine though. Where
can I find information on how to do it?
Cheers,
Grzegorz
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