Re: Making SpreadCdsHelper available in QuantLibXL

Posted by Bhavna J on
URL: http://quantlib.414.s1.nabble.com/Making-SpreadCdsHelper-available-in-QuantLibXL-tp7131p7147.html

Hi,

Did you find a workaround for below issue? I am facing same problem and I did build quantlibaddin from source code.
I do see the files in the locations as specified here: http://quantlib.org/quantlibaddin/extend_tutorial.html

But, still when I use the add-in I do not see the qlSpreadCdsHelper function in excel.
I am using QL1.1 and VS2008.

Any help will be appreciated!!

Thanks,
Bhavna

Donald Stewart-2 wrote

Hi there,
I'm wanting to use the QuantLib functions in Excel to bootstrap Survival
or Default Probabilities from market observed CDS spreads.
As best I can tell I need to call in Excel something like
qlSreadCdsHelper() but such a function doesn't appear to have been
migrated through to the QuantLibXL layer.
I've compiled the QuantLibXL(0.9.7)/QuantLib(1.0.0) stack under Visual
C++ 2008 (Express Edition). I can see in the QuantLib  layer
QuantLib::SpreadCdsHelper and related classes and have seen these used
in the QuantLib C++ example CDS.cpp.
I've tried to migrate QuantLib::SpreadCdsHelper through to the
QuantLibAddin layer following the approached used by DepositRateHelper
but I'm getting compilation errors so am clearly doing something wrong.
 
Does anybody on the mailing list have examples/documentation on how to
make functionality in the QuantLib layer available in QuantLibXl ?
 
I'd much appreciate some help in resolving this.
 
Thanks
 
Regards Don Stewart
[e-mail]
 
 



This communication and any attachments contains information which is confidential and may be subject to legal privilege. It is for intended recipients only. If you are not the intended recipient you must not copy, distribute, publish, rely on or otherwise use it without our consent. Some of our communications may contain confidential information which it could be a criminal offence for you to disclose or use without authority. If you have received this email in error please notify [e-mail] immediately and delete the email from your computer.
The FSA reserves the right to monitor all email communications for compliance with legal, regulatory and professional standards.
This email is not intended to nor should it be taken to create any legal relations or contractual relationships. This email has originated from
The Financial Services Authority (FSA)
25 The North Colonnade,
Canary Wharf,
London
E14 5HS
United Kingdom
Registered as a Limited Company in England and Wales No.1920623.
Registered Office as above
Switchboard: 020 7066 1000
Web Site: http://www.fsa.gov.uk
*****************************************************************


------------------------------------------------------------------------------

_______________________________________________
QuantLib-users mailing list
[e-mail]
https://lists.sourceforge.net/lists/listinfo/quantlib-users