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sopsch
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Posts: 1
Joined: September 25th, 2010, 6:52 am

Quantlib XL help Swaption and swap pricing

September 25th, 2010, 8:22 am

In the Excelsheet you will find a discounting curve and data regarding 2 swaps and 2 swaption. I would like to have a setup where these financial instruments get priced using the discounting curve and key figures (like delta) are calculated using Quantlib XL for excelI have downloaded the quantlib standalone examples but I don?t have the experience and time to make the setup. I would like if more swaps and swaptions could be addedI have posted a project on getafreelancer. Please bid if you want to earn a buck!project getafreelancer
 
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daveangel
Posts: 17031
Joined: October 20th, 2003, 4:05 pm

Quantlib XL help Swaption and swap pricing

September 25th, 2010, 4:51 pm

your range is too low .cheers
Last edited by daveangel on September 24th, 2010, 10:00 pm, edited 1 time in total.
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