Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Floating-Rate-bond-pricing-related-questions-in-QL-and-QLXL-tp14476p14524.html
Christos,
apologies for the delay--again.
What little sample code we have for caplet stripping is in the test
suite, in optionletstripper.cpp. The classes themselves are in the
ql/termstructure/volatility/optionlet folder.
As for QLXL, Eric has some tutorials up at
<
http://quantlib.org/quantlibaddin//tutorials.html>. You'll probably
want to follow "Expose QuantLib Classes to QuantLibXL".
Later,
Luigi
On Mon, Sep 2, 2013 at 4:21 PM, christos.arvanitis
<
[hidden email]> wrote:
> 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
>
>
>
>
>
>
>
> --
> View this message in context:
http://quantlib.10058.n7.nabble.com/Floating-Rate-bond-pricing-related-questions-in-QL-and-QLXL-tp14476p14505.html> Sent from the quantlib-users mailing list archive at Nabble.com.
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