Re: Making Heston Model available in QuantlibXL
Posted by
Bhavna J on
Oct 20, 2011; 8:40am
URL: http://quantlib.414.s1.nabble.com/Calculating-Volatility-using-heston-Model-tp8110p8117.html
Yes, I have gone through that link, what I need to know is what classes would I need to expose in order to get the entire Heston functionality available.
Currently, I do not even see the Heston Process available in QuantlibAddIn.
Thanks,
Bhavna
On Thu, Oct 20, 2011 at 2:06 PM, Luigi Ballabio
<[hidden email]> wrote:
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
------------------------------------------------------------------------------
The demand for IT networking professionals continues to grow, and the
demand for specialized networking skills is growing even more rapidly.
Take a complimentary Learning@Ciosco Self-Assessment and learn
about Cisco certifications, training, and career opportunities.
http://p.sf.net/sfu/cisco-dev2dev_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users