http://quantlib.414.s1.nabble.com/Working-with-QuantLibXL-tp16387p16391.html
> Dear Luigi,
>
>
>
> thank for your response! In other words, if I understand you correctly, it
> is not possible to use all the functionality of the C++ library in the Addin
> by default, but it is possible to export all functions or classes to excel.
> Am I right?
>
>
>
> Do you know if there is a documentation or something similar where it is
> explained how to export a C++ function to excel?
>
>
>
> Regards,
>
>
>
> Matthias
>
>
>
> Von: Luigi Ballabio [mailto:
[hidden email]]
> Gesendet: Freitag, 20. März 2015 11:11
> An: Matthias Vierkötter
> Cc: QuantLib users
> Betreff: Re: [Quantlib-users] Working with QuantLibXL
>
>
>
> Writing a calibration function in C++ and exporting it to Excel is probably
> easier to do. If you wanted to do something more flexible, you'd export the
> separate pieces instead (CalibratedModel etc) so that you can set up the
> calibration from Excel in different ways.
>
>
>
> Luigi
>
>
>
> On Fri, Mar 20, 2015 at 10:57 AM, Matthias Vierkötter
> <
[hidden email]> wrote:
>
> Are there no ideas? As far as I understand it – many functions and classes
> of the C++ library are not available in the Excel Addin. So it would be
> better to implement the calibration of the Hull White model directly in C++
> (for example see
http://letianwang.net/Codes/HW_Calibration.htm). Is that
> right?
>
>
>
> Many thanks!
>
>
>
> [Quantlib-users] Working with QuantLibXL
>
> From: Matthias Vierkötter <mvierkoetter@go...> - 2015-03-17 11:07:09
>
> Attachments: Message as 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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>
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