Re: [Quantlib-users] QuantLibXL Prerelease 1.20

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

Dear Jack,

Not all QuantLib functionality has been exported to QuantLibXL. I would 
describe my efforts as mantainer as hovering around the level of barely 
keeping the project alive.  I aim to get a 1.20 release out.  I do merge 
the pull requests that I receive.

Kind Regards,
Eric

On 10/21/20 9:38 AM, Jack G wrote:
> 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... 
> <mailto: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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