Re: Implementing Quantlib

Posted by igitur on Dec 06, 2016; 7:54am
URL: http://quantlib.414.s1.nabble.com/Implementing-Quantlib-tp17891p17893.html

Hi,

Your PowerPoint presentation mentions that there is no forum, but clearly you've just reached it. I find this mailing list very active and helpful. This is definitely the place to ask questions that you have. 

That said, my anecdotal recommendation would be to get to know Quantlib (the C++ library) first, before you try to use the QuantlibXL Excel add-in. Browse through the example projects and learn the general concepts (instruments, yield term structures, etc). Once you get how it works, and understand the objects that need to be created, the Excel add-in makes more sense. 

Yes, Quantlib is complex. That's a feature. 

I do somewhat agree that a comprehensive online resource with more examples would be useful. The QuantlibXL library doesn't come with a help file, but the QuantlibXL website ( http://quantlib.org/quantlibxl/allfunctions.html ) lists and describes all the add-in's functions.

regards,

On 6 December 2016 at 00:27, Etienne Barrier <[hidden email]> wrote:

Hello Mr. BALLABIO,

We are engineering students at Arts et Métiers ParisTech and we are conducting a feasibility study to see if Quantlib can be used by structurers in banks, to implement Quantlib in FEDERAL FINANCE (CREDIT MUTUEL ARKEA). 

We worked with QuantlibXL to price bonds and Vanilla options, but soon we had difficulties with it as it is explained in the power point attached. In this attached file you will find our suggestions to improve the use of Quantlib, like architecture problems we had and the lack of online help/tutorials.

As we don’t really know who to ask for advices, and because you are one of the developers, we though you would be able to help us. Please let us know if you have any idea or comments about what we have summarized in the attached file.

Sincerely,

Aymeric FRANCOISE, Rémi RUAUD, Etienne BARRIER

 

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Order your platform today.http://sdm.link/xeonphi
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