Re: [Quantlib-users] QuantLibXL Prerelease 1.20

[Jack G <jac...@gm...>]

Dear Eric and QuantLibXL users,

I've been experimenting with QuantLibXL a little bit recently and had a
couple of questions regarding it...

1) the qlGeneralizedBlackScholesProcess() class seems to only accept
doubles for the rate and dividend arguments (as opposed to
termstructures in QL)*

2) I can't see any other spot/vol processes (eg. Heston) implemented in the
wrapper yet

I'm not a heavy excel user but my use-case here is that it's quite nice as
a demonstration aid to have excel in one window and the C++/Python in
another if the API is consistent to show how you build the same items in
each.

Is the add-on being actively worked on at the moment? Are pull requests
being merged, and is the correct repo the one below?

Thanks,
Jack

References for GeneralizedBlackScholesProcess:
https://www.quantlib.org/quantlibxl/func_processes.html#qlGeneralizedBlackScholesProcess
https://github.com/eehlers/QuantLibAddin-Old/blob/a891cc372429be11cc44bb4ac99931aefc548066/QuantLibAddin/qlo/processes.cpp

On Tue, Oct 20, 2020 at 8:41 PM Eric Ehlers <eri...@re...> wrote:

> Hi All,
>
> I have generated a preliminary build of QuantLibXL version 1.20:
>
> https://bintray.com/quantlib/prerelease/QuantLibXL/1.20_prerelease#files
>
> In the coming days I will respond to all of the outstanding pull
> requests and queries that I have received, and then I will produce a
> final release candidate.
>
> Kind Regards,
> Eric
>
>
>
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