Re: QuantLibAddin - initial questions

Posted by Eric Ehlers-2 on
URL: http://quantlib.414.s1.nabble.com/QuantLibAddin-initial-questions-tp14656p14756.html

Hi Mark,

I'm very sorry about this.  I guess you're right, I guess the QuantLibXL
documentation isn't really aimed at end users.  I guess in most cases
someone with your profile would have a quant dev on site to provide
technical support for this.  It should be easier, for many years we have
been talking about writing a QuantLibXL book aimed at end users, but so
far we have not found the time.

Kind Regards,
Eric

On 2013-12-13 20:32, Mark Knecht wrote:

> Hi Eric,
>    I've gone round and round about how to respond but at a minimum I
> want to say thanks for your last response.
>
>    I've written 3 complete long responses and in the end have deleted
> then all. I think the problem is one where someone like me - just a
> basic retail trader - is trying to learn how to use this tool in a
> forum filled with Quant professionals who designed it. I suspect it's
> going to be up to me to just work to find the answers I guess. Most
> likely a painful set of tasks.
>
>    The links below, while useful, aren't the sort of places that teach
> how to use any of this stuff as best I can tell. The best reference
> I've found so far seems to be to dig through the code in the
> quantlib-test-suite program but that's painful & slow. None the less
> at least all the parts seem to be there and functioning.
>
>    I am now wondering if there are any sort of 'first year' books on
> quant finance that specifically use QuantLib and would be appropriate
> for someone like me - BSEE, lots of engineering experience, not too
> much programming experience. I found Mark Joshi's books on Amazon but
> the reviews don't make me confident that they are what I'm looking
> for.
>
>    Anyway, thanks very much again.
>
> Thanks,
> Mark
>
> On Tue, Dec 10, 2013 at 3:04 AM, Eric Ehlers <[hidden email]>
> wrote:
> <SNIP>
>> No question that the documentation is thin but I hope that it is
>> possible
>> for a non-programmer to get up to speed on the usage of QuantLibXL
>> without
>> referring to source code.
>>
>>> =qlBlackConstantVol(,B1,"target",B2)
>>
>>
>> Please try replacing that call with
>>
>> =qlBlackConstantVol("my_vol", B1, "target", B2)
>>
>> In other words, for the first parameter, in place of a null string,
>> pass in
>> your own string that you would like to use as the object name.  This
>> might
>> make the behavior clearer to start.  Later on you can go back to using
>> anonymous objects if you prefer.
>>
>
> OK, that makes a lot of sense. Thanks!
>
>> Some functions that should help you to understand the behavior of
>> ObjectHandler (upon which QuantLibXL is built):
>>
>> ohRepositoryObjectCount(), ohRepositoryListObjectIDs(),
>> ohObjectCallerAddress(), ohRangeRetrieveErro()
>>
>> Links to some documents that should help you get up to speed:
>>
>> http://quantlib.org/objecthandler/manual.html
>> http://quantlib.org/objecthandler/references.html
>> http://quantlib.org/objecthandler/allfunctions.html
>> http://quantlib.org/quantlibxl/manual.html
>> http://quantlib.org/quantlibxl/allfunctions.html
>> http://quantlib.org/quantlibxl/enums.html
>>

--
===================================================
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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