Re: QuantlibXL quick question

Posted by Ferdinando M. Ametrano-3 on
URL: http://quantlib.414.s1.nabble.com/QuantlibXL-quick-question-tp5080p5082.html

Hi Danny

> does quantlibXL always implement the latest
> updates to quantlib?
it usually does, in the sense that all features exposed to Excel in
any given release are up to date with the underlying C++ code

> I would like to create
> qlBlackConstantVol  object that would count only
> business days (e.g. NYSE) volatility, not  Actual/360.
this feature has been just contributed to QuantLib thanks to Peter
Dias, but it is not exposed to Excel and probably won't for the next
forthcoming release, as it would requires a QuantLibXL redesign to
handle the new occurrence of DayCounter constructed with a Calendar as
input.

ciao -- Nando