Re: [Quantlib-dev] List of QuantLibXL Functions

[eric e. <eri...@gm...>]

Hi David

> One question which is not obvious to us is where
> there is a list of the QuantLibXL functions.  

I list them below.  The code to register them is in source file
QuantLibXL\qlxl\xlAutoOpen.cpp.  I generated the list below by loading
QuantLibXL into Excel and running some VBA code to interrogate
Application.RegisteredFunctions.

NB QuantLibXL may be superceded by QuantLibAddin.     My thought is to
redesign QuantLibAddin to support separate modules, and then have one
module which is a port of QuantLibXL.

> More importantly, we
> figured it is crucial to know which functions we want to implement to
> a GNUmericAddIn.  

Are you thinking of writing a QuantLib Gnumeric plugin??  Jody, the
maintainer of Gnumeric, and I are talking about extending
QuantLibAddin to support Gnumeric - she's looking at the details now
and we're waiting to hear back from her.

Regards
Eric

mean	RR
variance	RR
standardDeviation	RR
skewness	RR
kurtosis	RR
min	RR
max	RR
semiDeviation	RR
semiVariance	RR
downsideDeviation	RR
downsideVariance	RR
percentile	RRR
valueAtRisk	RRR
topPercentile	RRR
potentialUpside	RRR
expectedShortfall	RRR
shortfall	RRR
averageShortfall	RRR
regret	RRR
gaussianDownsideDeviation	RRR
gaussianDownsideVariance	RRR
gaussianPercentile	RRRR
gaussianValueAtRisk	RRRR
gaussianTopPercentile	RRRR
gaussianPotentialUpside	RRRR
gaussianExpectedShortfall	RRRR
gaussianShortfall	RRRR
gaussianAverageShortfall	RRRR
gaussianRegret	RRRR
xlholidayList	RRRRR
xlaccrualDays	RRRR
xlaccrualFactor	RRRRRR
xlEuropeanOption	RRRRRRRRRR
xlEuropeanOption_FD	RRRRRRRRRRR
xlEuropeanOption_MC	RRRRRRRRRRR
xlCliquetOption	RRRRRRRRRR
xlCliquetOption_MC	RRRRRRRRRRRRRRRRRRR
xlPerformanceOption	RRRRRRRRRR
xlPerformanceOption_MC	RRRRRRRRRRR
xlAmericanOption_FD	RRRRRRRRRRR
xlQuantoEuropeanOption	RRRRRRRRRRRRR
xlForwardEuropeanOption	RRRRRRRRRRR
xlPerformanceEuropeanOption	RRRRRRRRRRR
xlinterpolate	RRRRRRRRRRRR
xlinterpolate2D	RRRRRRRR
xlprimeNumbers	RR
xleigenVectors	RR
xleigenValues	RR
xlpseudoSQRT	RRR
xlrankReducedSQRT	RRRRR
xlCholesky	RRR
xlmatrixProduct	RRR
xlmatrixTranspose	RR
xlrand	R!
xlrandomize	RR
xlRandomNumberGenerator	RRRRR
xlGaussianRandomNumberGenerator	RRRRR
xlPathGenerator	RRRRRRRRRRR
xlBrownianBridge	RRRRRRRRRRR
xlCovFromCorr	RRR
xlCorrFromCov	RR
xlVolsFromCov	RR
xlCombin	RRR
xlBinomDist	RRRRR
xlPeizerPratt	RRR
xlPoisson	RRRR
xlnormInv	RRRR
xlnormSInv	RR
xlnormDist	RRRRR
xlnormSDist	RR
xlBlackVol	RRRRRRRR
xlLocalVol	RRRRRRRRRR
xlDiscount	RRRRR
xlZero	RRRRR
xlForward	RRRRRR
xlQLversion	R!
xlQLhexversion	R!
xlXLWversion	R!
xlXLWhexversion	R!
xlQLXLversion	R!
xlQLXLhexversion	R!