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From: Grześ A. <gan...@gm...> - 2013-05-02 15:17:42
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Hi, I am trying to extend the XL QuantLib project to handle CatBonds. I added the bond class as described in the tutorial: http://quantlib.org/quantlibaddin/extend_tutorial.html I am struggling to add the corresponding pricing engine though. Where can I find information on how to do it? Cheers, Grzegorz |