AW: AW: Excel add in
Posted by Jens Thiel on
URL: http://quantlib.414.s1.nabble.com/bermudan-swaption-simplex-tp2377p2382.html
> maintain. For instance, if a market rate changes, any term
> structure using it will be notified [...]
Thats why XLL functions support a "volatile" marker, which is perfect for
mapping some "getter" code. The event handling and updating itself can still
be done in C++.
Jens.