QuantlibXL quick question
Posted by
Denny D on
URL: http://quantlib.414.s1.nabble.com/QuantlibXL-quick-question-tp5080.html
Hi, I downloaded quantlibXL and have been playing with
it all weekend, excellent product, thanks everyone!
Quick question: I would like to create
qlBlackConstantVol object that would count only
business days (e.g. NYSE) volatility, not Actual/360.
I found some calendar functions, but don't know how to
use them with qlBlackConstantVol.
Also, does quantlibXL always implement the latest
updates to quantlib?
Thank you,
DD
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