Posted by
Nicholas Manganaro on
URL: http://quantlib.414.s1.nabble.com/QuantLibAddin-initial-questions-tp14656p14758.html
Mark,
I am in somewhat the same situation as you are, as I am not being a
programmer.
I have found that if you have installed the QuantLibXL addin, that you can
dig into the .. \QuantLibXL\Workbooks\ folder and find some worked examples
to see how some of the things referred to in the documentation are used.
Mastery is not immediate, believe me, but it becomes possible to hack
through some things that might be useful.
Hope this helps you.
-Nick
-----Original Message-----
From: Mark Knecht [mailto:
[hidden email]]
Sent: Tuesday, December 17, 2013 2:15 PM
To:
[hidden email]
Cc:
[hidden email]
Subject: Re: [Quantlib-users] QuantLibAddin - initial questions
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/1438236662
Chapter 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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