Posted by
Ferdinando M. Ametrano-2 on
URL: http://quantlib.414.s1.nabble.com/Re-QuantLibXL-tp2407p2408.html
Zhuang, Deming wrote:
>with CVS version of QuantLib and QuantLibXL, I am able to build
>QuantLibXL.xll. However, some of the examples in the workbooks directory
>(also from CVS) do not work properly with the newly built QuantLibXL.xll.
Yes, I know it. It's because I'm in the middle of switching QuantLibXL from
the old pricer approach to the new pricing engines approach (see
http://quantlib.org/quep/quep005.html)
> For example, in quanto.xls, the worksheet Quant vs Plain works fine. In
> the Greeks, Quanto and shifted S(delta) work, but not the rest. In Haug,
> Quanto, shifted S and shifted time work, but not the rest.
I know that. There is more than that: the results are not verified yet,
since I was more concerned to have the pricing engine framework up and
running than with the actual output number. I know I've adopted a few quick
and dirty solutions that need to be polished up.
I will probably get back to the result verification in 2 weeks, when done
with the first draft of the pricing engine framework.
I'm sorry for all these problems, but hey ... you're not assumed to rely on
a software that has never been released officially ;-)
Last but not least, I'm also considering about switching QuantLibXL from
xlw to libXLL
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ciao -- Nando