Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/QuantlibXL-Variance-Surface-tp7032p7035.html
On Tue, 2010-01-05 at 13:24 +0100, Kasakow, Timofej wrote:
> I am new to QuantlibXL and honestly have not too much idea about C++
> programming. I got an assignment to build an Excel Tool, based on
> functions in QuantlibXL to create and evaluate a Variance Surface. I
> succeeded to create an object of a class BlackVarianceSurface, but I
> don't know, how to move on. I read all of the documentation to QLXL
> and found no function, which uses such an object for input. I suspect
> this is because the functionality of QLXL is limited and the functions
> using this objects are not yet implemented.
Yes, I think so. You'd have to export the blackVol method of
BlackVarianceSurface to inspect the structure you created.
Maybe some QuantLibXL expert can step in and describe shortly the steps
to export it?
Thanks,
Luigi
--
What is written without effort is, in general, read without pleasure.
-- Samuel Johnson
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