Re: Floating Rate bond pricing related questions in QL and QLXL

Posted by christos.arvanitis on
URL: http://quantlib.414.s1.nabble.com/Floating-Rate-bond-pricing-related-questions-in-QL-and-QLXL-tp14476p14505.html

Dear Luigi,

Thanks again for your reply. I was on holiday too and I have seen your reply today.

Regarding my inquiries i posted some time ago i have to report that

Q1 Solved it was a stupidity from my part. I had  a typo in the declarations of variables in my cpp files sorry for waisting your time

Q2 solved and understood

Q3 i am still struggling to undestand how i can strip vol vol curves there from capplets. I will be helpfull if you can provide some exaples and sample code

Q4 and Q5 are the hardest ones I is not at all clear to me how i can create python and excel bindings of c++ functions classes. For instance how one can implement Nelson-Siegel at QLXL? Where i can find some guidance?

Thnks again for your help

Regards

christos