Posted by
Mark Knecht on
URL: http://quantlib.414.s1.nabble.com/QuantLibAddin-initial-questions-tp14656p14757.html
Hi Eric,
I'm just a guy at home so no opportunity for an 'on site quant dev'
other than my poor self which is the basis of this thread. ;-) That
said, thanks much for responding to verify that I'm not looking at the
wrong stuff.
I'm not saying I'm willing to do this but I was sort of thinking
about purchasing a "beginner's quant finance book" on Amazon and then
possibly trying to work through examples in the book using QuantLib.
Maybe if I started that, posted questions and eventual solutions here
on the list, then if could find a place to put that stuff on line so
that others might benefit?
I don't have a book in mind other than maybe one of the one's about
questions people get in quant interviews. Something like:
http://www.amazon.com/Practical-Guide-Quantitative-Finance-Interviews/dp/1438236662Chapter 6 looks like what I'd like to accomplish and the books not
expensive. I'm sure there's some online places that have the same sort
of stuff but I haven't looked in much depth yet. Just an ider.
If anyone wants to make a more appropriate suggestion then that's
much appreciated but I won't personally go for anything that's too
much of a text book. I'll leave that to the pros. :-)
Cheers,
Mark
On Tue, Dec 17, 2013 at 9:43 AM, Eric Ehlers <
[hidden email]> wrote:
> 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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