<t>ok,here is what i did.I wrote a try catch block in helloworld() function CSharpFunctions.cs file, this file in with the example in XLW.Then threw the caught exception.Built it in release mode and tested it on the other machine.Apparently it never reaches the function execution stage as Excel simp...

No exception handling used.It does crash on calling a function from the addin

No Libraries.Depends.Exe lists MSVCR90 as dependency, I dont know whether it is there on the target machine.Dot net 3.0 .Target machine is Windows vista, Which has dot Net 3.0 by default I presume. Ps: I am using Alglib C#, but not as a library, it is used as source.

Hi AllI am having problems releasing excel addins made using c# and VS 2008.It works fine on my computer, but when given to a colleague to test it, the excel crashes.Can someone who has used XLW please tell me how to release an XLL built using C# and visual studio?Many thanksManik

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maybe expanding and applying symmetry arguments toworksI tried but couldnot work it outMaybe you will do better,will try again later

<t>Negative forward rates (implied by zero curve generation method) mean that the procedure is not arbitrage free and therefore you might consider reviewing it. There are I think "smooth forward" methods which ensure that forward rates are not negative. If there is a particular need for using a spec...

<t>I am doing some testing and need to do something like:1)Simulate an index for said number of days.. intraday ....... determine signals/trades (generated by strategy x) say by observing at 5 minute intervals after Having done simulation for intraday for the said periodPlot in some format data accr...

<t>QuoteOriginally posted by: AlanHow do you account for the volatility of that period? Well ex-post is easy.Predicting some of the burst before the fact is also possible. I developed a simple volatility predictor thatcombined GARCH forecasts, VIX, and some exogenous variables.Hi Alan, can you sugge...

<r>QuoteOriginally posted by: MonkeyDLuffyQuotenow with the calibrated parameters you could simulate paths of vol and underlying using monte-carlo and price exotics or path-dependentsHave you got any documents or sources that I can consult to have a better idea. I found this forum :<URL url="http://...

Hi All,I was really looking forward to some help regarding this query ..Anyone ? ....

I would also be interested in getting some links for the same....Quentin , do you trade (or plan to trade) similar instruments?If so I would love to have some info on what models you use ...., thanks ...

Lets first convert L in to an annualised returncalculate CPDF for f till LLets call this as N(L)then if new pdf is called gthen for x<L .... g =0for x = L .... g = N(L)for x>L .... g = fNot sure abt the answer just 1st guess.

looking for the paper"Exact Pricing Formula for Caps and Floors in Arrears"Journal: The Journal of Financial Engineering, Vol 6, No 4, December 1997 Thanks in advance