Re: [Quantlib-dev] May you give us an overview of current QuantLib plans?

[Eric E. <eri...@na...>]

Hi Piter,

>   * What the relationship of QuantLibXL and QuantLib currently is? I
> see that QuantLibXL deploys some time after QuantLib. Once QuantLib is
> growing fast, the gap between both are growing too. We are you doing
> about it? What we (user, contributors and eventual contributors) are
> supposed to do about that?

Yes after QuantLib is released there is a delay before the appearance  
of the corresponding QuantLibXL release.  The delay is usually a  
couple of weeks, I'm afraid this situation is unlikely to get any  
better, but I hope it won't get worse either.

I'm not aware of any plans to extend the QuantLibXL functionality.   
This means that any new functionality added to QuantLib would not be  
available through the QuantLibXL interface.  If anyone cares to  
contribute the necessary enhancements to QuantLibXL they would be  
gratefully received.

>   * QuantLibXL spreadsheets are not so easy to use. Everyone,
> including me, already had (or have) problems using it. Do you expect
> that users contribute with some spreadsheets, pretty like they to with
> QuantLib test suite? I believe would could have a set of simpler but
> based on proven examples (papers, books chapters, QuantLib test suite,
> etc...) spreadsheets.

There are a couple of core example spreadsheets -  
YieldCurveBootstrapping.xls, InterestRateDerivatives.xls - which  
provide a good introduction.  Many of the other spreadsheets are less  
well maintained.  Contributions would be welcome.  Example  
spreadsheets that parallel the QuantLib test suite are useful from the  
standpoint of technical troubleshooting but less so from the  
perspective of the end user, because the natural structure of a  
QuantLibXL spreadsheet and the typical behavior of a standalone C++  
program do not match.

Regards,
Eric

===================================================
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
* Distributed computing for pricing analytics
* Use Microsoft Excel as a client to the Grid