Re: QuantLibAddin: How to expose qlo/methods/montecarlo Classes to QuantLibXL

Posted by Jerry Jin on Aug 29, 2016; 7:28am
URL: http://quantlib.414.s1.nabble.com/QuantLibAddin-How-to-expose-qlo-methods-montecarlo-Classes-to-QuantLibXL-tp17664p17672.html

Hi Eric

Thanks for the reply, that's exactly what I'm doing, I've managed to exported a simple function.

Are there more c++ monte carlo examples? I only found one under quantlib project, the discretehedeging.cpp

I want to study the way to call monte carlo API, then export the right class/function to my project

Thanks!

Regards

Jerry

On Mon, Aug 29, 2016 at 4:34 PM, Eric Ehlers <[hidden email]> wrote:

Hi Jerry,

> I want to use Monte Carlo methods in QuantLib in QuantLibXL
>
> I found tutorials in QuantLibAddin project on exposing class/template
> class, it seems complicated, especially template class.
>
> Expose QuantLib Classes to QuantLibXL
> <http://quantlib.org/quantlibaddin/extend_tutorial.html>
>
> Expose QuantLib Template Classes to QuantLibXL
> <http://quantlib.org/quantlibaddin/extend_template_tutorial.html>
>
> How do I expose all classes & template classes under
> qlo/methods/montecarlo to QuantLibXL?

I don't have much to suggest I am afraid.  That's a big task and in
order to complete it you'll need more or less complete understanding of
the QuantLibAddin code.

You have started at the right place, with the tutorials.  I would
advise taking small steps, exporting one function at a time and
starting with the easiest one.

Kind Regards,
Eric

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