Re: Implementing Quantlib

Posted by Luigi Ballabio on Jan 20, 2017; 9:42am
URL: http://quantlib.414.s1.nabble.com/Implementing-Quantlib-tp17891p17982.html

Hello Etienne,

    apologies for the delay.  The resources that were pointed out in the other answers are correct, but it seems like we should make them easier to find.  Do you remember where you started looking for resources (the QuantLib site, the repo on GitHub, elsewhere), and what made it difficult for you to find resources?

Thanks,

    Luigi

On Tue, Dec 6, 2016 at 3:27 PM Eric Ehlers <[hidden email]> wrote:

QuantLibXL does come with a help file.  It gets packaged with the
release at:

    Docs/QuantLibXL-docs-1.8.0.chm

The help file is an exact copy of the web site.  I guess it's there so
that you can still get QUantLibXL help even if the internet isn't
working.

Kind Regards,
Eric

On Tue, 6 Dec 2016 11:24:24 +0200
Francois Botha <[hidden email]> wrote:

> 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,
>
> Francois Botha
>
> 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
> >
> >
> >
> > ------------------------------------------------------------
> > ------------------
> > Developer Access Program for Intel Xeon Phi Processors
> > Access to Intel Xeon Phi processor-based developer platforms.
> > With one year of Intel Parallel Studio XE.
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> > [hidden email]
> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
> >
> >
>


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