Re: [Quantlib-users] QuantLibXL Prerelease 1.20

[SX L <han...@ho...>]

Hi Eric,

Please keep it up. QuantLibXL is great.

>From a happy user of QuantLibXL

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________________________________
From: Eric Ehlers <eri...@re...>
Sent: Thursday, October 22, 2020 6:40:56 PM
To: Jack G <jac...@gm...>
Cc: QuantLib users <qua...@li...>
Subject: Re: [Quantlib-users] QuantLibXL Prerelease 1.20


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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