Shifted Log Normal in QuantLib XL

Posted by Sparviero on Apr 21, 2015; 5:58pm
URL: http://quantlib.414.s1.nabble.com/Shifted-Log-Normal-in-QuantLib-XL-tp16511.html

Hi all,

I would know if anybody is working on the shifted log normal model to price IR derivatives in QuantLibXL.
For me the goal is the pricing of structured bonds. The market is now giving the vol and the shift to put in a shifted log normal model both for the CF and Swpt Surface.
I would know if there is a way to use a shifted LN model in QuantLibXL, or something that can take into account negative rates (maybe a Normal one?), to price Cap&Floor and Swaptions.

Many thanks,

Iacopo