Optimization in QuantlibXL
Posted by
igitur on
URL: http://quantlib.414.s1.nabble.com/Optimization-in-QuantlibXL-tp15762.html
Hi,
I see the optimization functions have been implemented in QuantlibXL, but I'm unsure how to use these. For example, I see that qlConjugateGradient() exists and I see there is a sample workbook at .\QuantLibXL\Workbooks\Math\Optimization.xls . However, I suspect that workbook is incomplete. It doesn't seem to solve anything.
How can I use the optimization functions in Excel?
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