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

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

Hi Jerry,

Often the test suite contains additional examples, I don't know if
that's true for monte carlo but it's worth a look.

Kind Regards,
Eric

On Mon, 29 Aug 2016 16:45:39 +0800
Jerry Jin <jer...@gm...> wrote:

> 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
> >
>