patch22, outrunthat makes quite clearthanks!

<t>yes....but C++ libraries are provided Excel interface .So what purpose VBA serves besides recording macros & some user defined functionsmaybe I am missing something about VBA!If one works with C++, does he need to keep improving VBA skills?especially for newbies, there is significant trade-of...

<t>hiI have been working with C++ for 1 year by now. And I have been enjoying it!I am currently working around with pricers in Quantlib after practicing Templates,STL & few design patternsAlso worked with DanielDuffy's codeNow , I have also picked up some VBA down the road (recording Macros, wri...

<r>HiI installed Quantlib-0.4.0 yesterday ; using VC++ 2005 Express Edition with WINDOWS XP. As against my expectations, it got installed without much hassles.I didn’t build TestSuite since I don’t have Microsoft Platform SDK (around 400 MB). These are the steps which worked out fine . They should s...

<r>HiI installed Quantlib-0.4.0 yesterday ; using VC++ 2005 Express Edition with WINDOWS XP. As against my expectations, it got installed without much hassles.I didn’t build TestSuite since I don’t have Microsoft Platform SDK (around 400 MB). These are the steps which worked out fine ;1) Download bo...

<r>I had worked out a xls for bootstrapping Survival Prob from CSD spreads(without VBA). It is based on Lehman Bros paper. Listed here..<URL url="http://www.quantcode.com/modules/mydownloads/singlefile.php?cid=9&lid=412It"><LINK_TEXT text="http://www.quantcode.com/modules/mydown ... &lid=412...

<r>I had worked out a xls for bootstrapping Survival Prob from CSD spreads(without VBA). It is based on Lehman Bros paper. Listed here..<URL url="http://www.quantcode.com/modules/mydownloads/singlefile.php?cid=9&lid=412It"><LINK_TEXT text="http://www.quantcode.com/modules/mydown ... &lid=412...

<t>Quote--------------------------------------------------------------------------------Originally posted by: 2s1eI think MJ's book is the bomb!! I think it is worth its value in gold, seriously; because, imho there isn't a single sentence missing or extra within its defined scope.------------------...

hey pauperwhy dont you start similar thread on China? I am sure that will keep you busy for atleast a decadelets see which country is more full of shit!

<t>CuchulainnWhat the N type books (like yours) seem to be missing are much more code snippets on C++ syntax issues.For any newbie, simply getting to know the scope of C++ (including STL,Design Patterns) is mind bogglingBut, I dont feel that N type books should (& can) address C++ syntax to that...

<r>I have been using both the DUFFY books (Fin instrument pricing... & Intro to ....) IMHO, one shouldn't rush into Duffy / Mark Joshi /QuantLib without studying Basics of STL, Design patterns,Basics of STL, & TEMPLATESI restricted myself to Facade,Adapter,Visitor,Factory, Template Method &a...

Thanks a lot!shall check out the links

<r>Hi I have constructed a spreadsheet for bootstrapping SurvivalProbability from CDS spreads based On Lehman Brothers paper"Valuation of Credit Default Swaps" Dominic O’Kane and Stuart Turnbull, April 2003This link has my spreadsheet;<URL url="http://www.quantcode.com/modules/docmanager/view_file.p...

<r>Hi I have constructed a spreadsheet for bootstrapping SurvivalProbability from CDS spreads <URL url="http://www.quantcode.com/modules/docmanager/view_file.php?curent_file=77&curent_dir=17Now"><LINK_TEXT text="http://www.quantcode.com/modules/docman ... _dir=17Now">http://www.quantcode.com/mod...