Working with QuantLibXL

Posted by Matthias Vierkötter on
URL: http://quantlib.414.s1.nabble.com/Working-with-QuantLibXL-tp16377.html

Dear all,

I am new to QuantLib and I am working with the Excel Addin, so sorry for my basic questions. At the moment I am trying to calibrate the Hull White model, but I don't understand how to use the Hull-White function in the excel add-in. I can obviously create the object, but I don't see any functions that take a Hull White Object ID as an input or a function which calibrates the model parameters.

Therefore, I am wondering which part of the QuantLib libary is available in the Excel Addin. For example, I don't find the CalibratedModel class and the functions contained therein (see http://implementingquantlib.blogspot.de/2013_08_01_archive.html) or something similar.

Hope someone can help...

Kind Regards,

Matthias

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