Re: quantlib spreadsheet integration

Posted by erik-44 on
URL: http://quantlib.414.s1.nabble.com/quantlib-spreadsheet-integration-tp2880p2892.html

On Tue, 2004-04-13 at 17:18, Ferdinando Ametrano wrote:

> I don't actual integration is the major issue: a "QuantLibFunctions"
> interface design is the key and of course I think we should guarantee that
> all spreadsheet interfaces share the same design.

Agreed, the addin implementations are relatively trivial and their
design is dictated by that of the interface.

> The main issue we should tackle is the creation of a persistent object
> handler which would allow to create objects (Yield Term Structures, Vol
> Term Structures, Instruments, etc) with an associated label, so that the
> user can refer to them in any spreadsheet with no need to re-build them in
> every workbook. Without such a feature I forecast the nightmare of pricing
> functions with many dozens of input arguments.

Yes.  QuantLibXL only exports a list of functions; a desktop pricing
spreadsheet would benefit from a consolidated interface to the
analytics, and support for persistent objects.

> I look forward to comments and contributions.

I'd be interested in wrapping QuantLibFunctions for Calc, I'd be happy
to help with an Excel Addin as well, the two APIs are similar and the
addins could use identical designs.

> ciao -- Nando

Regards
Eric