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From: Eric E. <eri...@re...> - 2016-08-29 08:53:57
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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 > > > |