Re: Making Heston Model available in QuantlibXL
Posted by
Luigi Ballabio on
Oct 20, 2011; 8:36am
URL: http://quantlib.414.s1.nabble.com/Calculating-Volatility-using-heston-Model-tp8110p8116.html
On Wed, 2011-10-19 at 02:45 -0700, Bhavna J wrote:
> Can someone guide me on making Heston model available to QuantlibXL? Which
> files need to be added to quantlibAddIn etc.
> I would like to calibrate the model in excel.
Hello,
I'm not extremely familiar with the Excel addin, but did you have a
look at <
http://quantlib.org/quantlibaddin/tutorials.html> already?
Luigi
--
Blessed is the man who, having nothing to say, abstains from giving
wordy evidence of the fact.
-- George Eliot
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