QuantLibXL
QuantLibXL copied to clipboard
eehlers
An Excel addin for QuantLib.
I am working on QuantLibAddin1.22 now. When I use `QL_ENABLE_SESSIONS`, the compiler tells me there are no implementations about `getCallerAddress` and `operToScalar`. Can I replace `getCallerAddress` by `callerAddress`? And I...
I'm trying to download the XL add-in for Quantlib from https://bintray.com/quantlib/releases/download_file?file_path=QuantLibXL-1.21.0-bin.zip but the page just returns a 'Forbidden!' message. Is the XL site managed from this project? Thanks
The valuation of Switzerland's OIS vs. SARON has to consider a "Pay Lag". This means that a payment happens not on the "Accrual End Date" but - in case of...
