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binary option

Emilie Drouet
Hello,

I'm a student and since less than one month i'm using QuantLibXL. I don't have find on it a function that allows me to write a script and automatically calculate the scripte. Do you know how i can do it?

I will calculate for example:

If S<= K1 than payoff=0
If S>K1 and S<=K2 then payoff = 1,5x(S-K1)
If S>K2 and S<= K3 then payoff = 1,5x(S-K3)
And If S>K3 then payoff=0

I don't want to create a macro, juste a sprit to allow to do lot of simulation without having to redo a macro.


Best regards,

Emilie Drouet


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Re: binary option

Eric Ehlers-3
Hi Emilie,

I realize that scripting is a common feature for financial spreadsheet
addins but unfortunately QuantLibXL doesn't support scripting.

You might be able to achieve what you want using worksheet formulas, if
not then I'm afraid that the only alternative I can think of would be a
VBA macro.

Regards,
Eric

On Tue, 8 Nov 2016 08:10:15 +0000 (UTC)
Emilie Drouet <[hidden email]> wrote:

> Hello,
> I'm a student and since less than one month i'm using QuantLibXL. I
> don't have find on it a function that allows me to write a script and
> automatically calculate the scripte. Do you know how i can do it? I
> will calculate for example: If S<= K1 than payoff=0If S>K1 and S<=K2
> then payoff = 1,5x(S-K1)If S>K2 and S<= K3 then payoff =
> 1,5x(S-K3)And If S>K3 then payoff=0 I don't want to create a macro,
> juste a sprit to allow to do lot of simulation without having to redo
> a macro.
>
> Best regards,
> Emilie Drouet
>
>

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Access to Intel Xeon Phi processor-based developer platforms.
With one year of Intel Parallel Studio XE.
Training and support from Colfax.
Order your platform today. http://sdm.link/xeonphi
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