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volsurface

Rupert Zinnecker

Hello,

 

First of all: Great Work to develop this opensource library.

 

I was working 5 month to develop a VBA Program to calculate Cap Floor Volatility Surfaces. Now I discovered your quantitative library and especially the excel plugin. I also discovered that there is a function called qlCapFloorTermVolSurface.

 

I would like to use this function, but there is a Problem: The documentation at quantlib.org is not sufficient to understand how to use this function. There is also another problem: I can’t take a look at the source code. When I open the file QuantLibXL_vc10.sln the projects can’t be opened because they are missing.

 

Rupert


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答复: volsurface

cheng li

Hi Rupert,

 

Try to read the following page and using some SVN tool to check out the most recent Quantlib whole project. I think your problem is just missing some parts of the whole projects when downloading.

 

Quantlibxl projects depends on Quantlib project and some others.

 

http://sourceforge.net/scm/?type=svn&group_id=12740

 

Regards,

Cheng

 

发件人: Rupert Zinnecker [mailto:[hidden email]]
发送时间: 2012919 18:16
收件人: [hidden email]
主题: [Quantlib-users] volsurface

 

Hello,

 

First of all: Great Work to develop this opensource library.

 

I was working 5 month to develop a VBA Program to calculate Cap Floor Volatility Surfaces. Now I discovered your quantitative library and especially the excel plugin. I also discovered that there is a function called qlCapFloorTermVolSurface.

 

I would like to use this function, but there is a Problem: The documentation at quantlib.org is not sufficient to understand how to use this function. There is also another problem: I can’t take a look at the source code. When I open the file QuantLibXL_vc10.sln the projects can’t be opened because they are missing.

 

Rupert


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Most devs has no idea what their production app looks like.
Find out how fast your code is with AppDynamics Lite.
http://ad.doubleclick.net/clk;262219671;13503038;y?
http://info.appdynamics.com/FreeJavaPerformanceDownload.html
_______________________________________________
QuantLib-users mailing list
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