Re: [Quantlib-users] QuantLibAddin: How to expose qlo/methods/montecarlo Classes to QuantLibXL

[Jerry J. <jer...@gm...>]

Hi Eric

Thanks for the reply, that's exactly what I'm doing, I've managed to
exported a simple function.

Are there more c++ monte carlo examples? I only found one under quantlib
project, the discretehedeging.cpp

I want to study the way to call monte carlo API, then export the right
class/function to my project

Thanks!

Regards
Jerry

On Mon, Aug 29, 2016 at 4:34 PM, Eric Ehlers <eri...@re...> wrote:

> Hi Jerry,
>
> > I want to use Monte Carlo methods in QuantLib in QuantLibXL
> >
> > I found tutorials in QuantLibAddin project on exposing class/template
> > class, it seems complicated, especially template class.
> >
> > Expose QuantLib Classes to QuantLibXL
> > <http://quantlib.org/quantlibaddin/extend_tutorial.html>
> >
> > Expose QuantLib Template Classes to QuantLibXL
> > <http://quantlib.org/quantlibaddin/extend_template_tutorial.html>
> >
> > How do I expose all classes & template classes under
> > qlo/methods/montecarlo to QuantLibXL?
>
> I don't have much to suggest I am afraid.  That's a big task and in
> order to complete it you'll need more or less complete understanding of
> the QuantLibAddin code.
>
> You have started at the right place, with the tutorials.  I would
> advise taking small steps, exporting one function at a time and
> starting with the easiest one.
>
> Kind Regards,
> Eric
>