Re: Making SpreadCdsHelper available in QuantLibXL

Posted by Kim Kuen Tang on
URL: http://quantlib.414.s1.nabble.com/Making-SpreadCdsHelper-available-in-QuantLibXL-tp7131p7148.html

Donald Stewart schrieb:

> 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.

Following the link you will find an example how to expose additional
functions to qlxl.

http://quantlib.org/quantlibaddin/extend_tutorial.html

HTH

Regards
Kim

>  
> Thanks
>  
> Regards Don Stewart
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