Re: QuantLibXL Monte Carlo Simulation example

Posted by John O'Sullivan on Mar 14, 2017; 5:33pm
URL: http://quantlib.414.s1.nabble.com/QuantLibXL-Monte-Carlo-Simulation-example-tp17648p18144.html

I'm interested too. Recently I've posted some QuantLibXL based demos on YouTube that use the InterestRateDerivatives.xls and YieldCurveBootstrapping.xls spreadsheets...

https://www.youtube.com/watch?v=LzWRARDSiOc&t=67s

https://www.youtube.com/watch?v=MmPPMsOCmqA&t=292s

Cheers

John

On 14 March 2017 at 17:07, Francois Botha <[hidden email]> wrote:

Hi,

I'm wondering the same thing. 

Eric, is this something that has to be added?

On 16 August 2016 at 08:20, Jerry Jin <[hidden email]> wrote:

Hello QuantLib community

Is there any example of using QuantLibXL to do Monte Carlo Simulation?

Sample excel file with data and formula would be great!

Thanks a lot!

Regards

Jerry

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