May 28th, 2004, 7:02 pm
QuoteOriginally posted by: Baltazarhy,scilab and matlab are supposed to be compatible,therefore look for matlab toolboxes for pricing.however some matlab toolboxes require to be compiled in C,if scilab works as matlab (i haven't tested), you just need to download a compiler (C, no C++ I think), and install it on your machine.then the compiling is done inside the scilab interface.I haven't used quantlib yet, so i can't help you on thatB.Baltazar,I will look for a c compiler and a derivatives(digitals) toolbox for matlab and give it a go.Thanks
Last edited by
Xclr8tr on May 27th, 2004, 10:00 pm, edited 1 time in total.