Re: Getting started, some VB(A) examples?

Posted by Eric Ehlers-2 on
URL: http://quantlib.414.s1.nabble.com/Getting-started-some-VB-A-examples-tp5705p5706.html

Hi Maury,

> Hi! I'm just getting started with exploring QuantLib as a potential
> replacement for TrueCalc and a series of one-off VBA calculators for
> simpler
> things (like US options). Our primary need is easy access from VBA, and a
> much more secondary need is in-cell formulas in Excel (mostly for ad-hoc
> testing).
>
> Our existing TC wrapper code is relatively simple. I collect up VA variant
> safearrays for the yield curve(s), puts and (soft)calls, dividends and
> coupons, and various bond features (make-whole, etc). Then I call TC and
> out
> pops another safearray containing the greeks. My goal is to make a drop-in
> replacement for this system, one that we can then use to roll out to
> replace
> our home-grown models with new ones based on other parts of QL.
>
> So I'm assuming for the "first part" of the task I should be focussing on
> the QL VBA Plugin. Perhaps I'm not looking in the right places, but so far
> I
> can't seem to find any sample code based on this lib -- lots of stuff on
> the
> Excel plugin and even an example of VBA calling Application.Run(xxx) to
> call
> the QL spreadsheet functions (THAT'LL make your eyes bleed!), but nothing
> from straight VB/VBA.

"The QL VBA Plugin" - To my knowledge, no such thing exists.  Given
existing tools, the only way to invoke QuantLib functionality from Excel
VBA is to call QuantLibXL functions via Application.Run().

Regards,
Eric



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