Posted by
Mark Knecht on
URL: http://quantlib.414.s1.nabble.com/QuantLibAddin-initial-questions-tp14656.html
Hello,
First post here. Hopefully I'm in the right place.
To start off, thanks to all those involved in QuantLib and all the
other packages around it. It's appears to be quite impressive. In
terms of full disclosure I'm a retired semiconductor engineer who
manages my own investments only and plays around with technology aimed
at trading. I'm not related to any financial organizations of any
type.
OK, so at this point I've built QuantLib on my Gentoo machine and
have used it a bit within R-Studio via RQuantLib. It works well for
the little bit I've played with it so far. (A beginner's attempt at
pricing weekly options.) As I've worked in Excel in the past I am now
attempting to get QuantLibAddin working in Excel. The environment is:
1) A Win 7 64-bit Professional VM running under Virtualbox on the same
Gentoo Linux machine
2) Excel 2007 running in that VM
FIRST QUESTION: Is there anything about the above combination that
would cause a problem for QuantLibAddin?
OK, so I have almost no experience with Excel AddIns so I hope I'm
not doing something stupid here. I've installed
QuantLibXL-bin-1.2.0.exe on the system and in Excel I've added
C:\Program Files (x86)\QuantLibXL-1.2.0\xll\QuantLibXL-vc90-mt-s-1_2_0.xll
as an AddIn. I also added the path to it the Trust Center.
At this point I do not see an AddIn tab at the top of Excel but if
I try to add a function to a random cell in Excel I do see and can add
a QuantLib function so the library seems to be there.
SECOND QUESTION: In the simplest of example files
(BlackConstantVol.xls) there is a cell that shows 'obj_0000#0001'. If
I hit Calculate Now this cell updates (0002, 0003, etc) Can I assume
that the installation is basically working?
LAST QUESTION: If I attempt the same test with YieldCurveBootstrapping
I see yellow cells everywhere. As this is in the Stand Alone Samples
directory and talked about as a test file on the web site I want to
make sure I'm at least set up to make it run if it should.
Thanks,
Mark
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