QuantLibAddin

QuantLibAddin exports the functionality of the QuantLib C++ analytics library to a variety of end-user platforms including Microsoft Excel and OpenOffice.org Calc.

The QuantLibAddin Excel implementation resides in a separate project called QuantLibXL. If you're looking for a compiled Excel addin with documentation, please go to the QuantLibXL website: www.quantlibxl.org

Stay here if you're interested in:

Overview

Constructor, member and utility functions are defined in XML metadata from which Python application gensrc generates source code for supported platforms:

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The ObjectHandler repository is used to provide an object oriented environment even on procedural platforms such as spreadsheets - QuantLib objects may be constructed, interrogated, passed as arguments to other functions, and destructed. Polymorphism is supported, for example function qlNPV returns the NPV of an Instrument and can be invoked on an instance of any derived class - Swap, Bond, etc.

QuantLib

QuantLibAddin shares the QuantLib project structure with regard to distribution, licensing, etc., all of which is documented on the main QuantLib website:
http://quantlib.org

Introduction

Please refer to document Installation for instructions on building QuantLibAddin.

The section Functional Documentation provides platform-independent, end-user documentation of QuantLibAddin functionality.

Additional information is available from the links at the left, if you have a question which is not answered here please send email to quantlib-users@lists.sf.net.