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From: Eric E. <eri...@re...> - 2016-08-29 09:08:06
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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 |