Market Model demo spreadsheet

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Market Model demo spreadsheet

Ioannis Rigopoulos
I am trying to build an Excel interface to QuantLib Market Model.

I have seen QuantLibXL exports several Excel functions pertaining to
MarketModelMultiProduct etc, but I could not find any spreadsheet that
puts all together delivering the price of some real world instrument,
such as a bermudan interest rate swaption.

If anyone has already such a spreadsheet, I would be grateful if I could
share a copy, but please do not spend any time creating one, as it is
not indispensable to what I am trying to achieve!

Cheers,

Yannis



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