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QuantLibXL Monte Carlo Simulation example

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QuantLibXL Monte Carlo Simulation example

Jerry Jin
Hello QuantLib community

Is there any example of using QuantLibXL to do Monte Carlo Simulation?

Sample excel file with data and formula would be great!

Thanks a lot!

Regards
Jerry

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Re: QuantLibXL Monte Carlo Simulation example

igitur
Hi,

I'm wondering the same thing. 

Eric, is this something that has to be added?


Francois Botha

On 16 August 2016 at 08:20, Jerry Jin <[hidden email]> wrote:
Hello QuantLib community

Is there any example of using QuantLibXL to do Monte Carlo Simulation?

Sample excel file with data and formula would be great!

Thanks a lot!

Regards
Jerry

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Re: QuantLibXL Monte Carlo Simulation example

John O'Sullivan
I'm interested too. Recently I've posted some QuantLibXL based demos on YouTube that use the InterestRateDerivatives.xls and YieldCurveBootstrapping.xls spreadsheets...



Cheers
John

On 14 March 2017 at 17:07, Francois Botha <[hidden email]> wrote:
Hi,

I'm wondering the same thing. 

Eric, is this something that has to be added?


Francois Botha

On 16 August 2016 at 08:20, Jerry Jin <[hidden email]> wrote:
Hello QuantLib community

Is there any example of using QuantLibXL to do Monte Carlo Simulation?

Sample excel file with data and formula would be great!

Thanks a lot!

Regards
Jerry

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Re: QuantLibXL Monte Carlo Simulation example

Eric Ehlers-3
In reply to this post by igitur
Hello,

Yes, this is something that has to be added.

To my knowledge there is no Monte Carlo example in QuantLibXL at
present.

Kind Regards,
Eric

On Tue, 14 Mar 2017 19:07:32 +0200
Francois Botha <[hidden email]> wrote:

> Hi,
>
> I'm wondering the same thing.
>
> Eric, is this something that has to be added?
>
>
> Francois Botha
>
> On 16 August 2016 at 08:20, Jerry Jin <[hidden email]>
> wrote:
>
> > Hello QuantLib community
> >
> > Is there any example of using QuantLibXL to do Monte Carlo
> > Simulation?
> >
> > Sample excel file with data and formula would be great!
> >
> > Thanks a lot!
> >
> > Regards
> > Jerry
> >
> > ------------------------------------------------------------
> > ------------------
> >
> > _______________________________________________
> > QuantLib-users mailing list
> > [hidden email]
> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
> >
> >  


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