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From: Eric E. <eri...@re...> - 2020-11-04 21:21:41
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> Is there a change log that describe the new functionalities in QLXL 1.20 compared to previous version? This is the change log: https://www.quantlib.org/quantlibxl/history.html This is the new entry for 1.20.0: Release 1.20.0 - November 2020 - Consolidate project files and upgrade to VS2019 (thanks to Francois Botha) - New enumeraition UnitedStates::FederalReserve with alias US Fedwire System (thanks to mdelmedico) > Please keep it up. QuantLibXL is great. Thanks for the feedback! Kind Regards, Eric On 10/27/20 3:00 PM, Zhang, Binchi wrote: > > Hello QuantLib contributors, > > Thanks for the great work! > > Is there a change log that describe the new functionalities in QLXL > 1.20 compared to previous version? > > > > > > *From:* SX L <han...@ho...> > *Sent:* Tuesday, October 27, 2020 8:34 AM > *To:* Eric Ehlers <eri...@re...>; Jack G > <jac...@gm...> > *Cc:* QuantLib users <qua...@li...> > *Subject:* #External Sender# Re: [Quantlib-users] QuantLibXL > Prerelease 1.20 > > Hi Eric, > > Please keep it up. QuantLibXL is great. > > From a happy user of QuantLibXL > > Get Outlook for Android <https://aka.ms/ghei36> > > ------------------------------------------------------------------------ > > *From:*Eric Ehlers <eri...@re... > <mailto:eri...@re...>> > *Sent:* Thursday, October 22, 2020 6:40:56 PM > *To:* Jack G <jac...@gm... <mailto:jac...@gm...>> > *Cc:* QuantLib users <qua...@li... > <mailto: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 > > > > _______________________________________________ > QuantLib-users mailing list > Qua...@li... > <mailto:Qua...@li...> > https://lists.sourceforge.net/lists/listinfo/quantlib-users > > This message contains information which may be confidential and > privileged. Unless you are the addressee (or authorized to receive for > the addressee), you may not use, copy or disclose to anyone the > message or any information contained in the message. If you have > received the message in error, please advise the sender by reply > e-mail, and delete or destroy the message. Thank you. > > ------------------------------------------------------------------------ > > *P***Please consider the environment before printing this email > |