QuantLibXlOil¶
This is the documentation for the QuantLibXlOil Python package.
Source code is available at GitHub.
Summary¶
QuantLibXlOil is an interface package to make functions of the open-source QuantLib pricing library available in Excel.
QuantLibXlOil is made possible by the xlOil framework.
Contents¶
- Getting Started
- Example Sheets
- QuantLibXlOil Extras
- API Reference
- Asianoptions
- Barrieroptions
- Basketoptions
- Blackformula
- Bonds
- Calendars
- Calibratedmodel
- Calibrationhelpers
- Capfloor
- Cashflows
- Cliquetoptions
- Convertiblebonds
- Credit
- Creditdefaultswap
- Currencies
- Date
- Daycounters
- Defaultprobability
- Dividends
- Exercise
- Alias_repository
- Cashflows_analysis
- Inspect_code
- Quantlib_xloil_version
- Futures
- Fxforward
- Gaussian1dmodel
- Grid
- Indexes
- Inflation
- Instruments
- Interpolatedyieldcurves
- Localvolatilities
- Optimizers
- Options
- Parameter
- Payoffs
- Piecewiseyieldcurve
- Quantlib_
- Ratehelpers
- Rounding
- Scheduler
- Settings
- Shortratemodels
- Stochasticprocess
- Swap
- Swaption
- Termstructures
- Volatilities
- Adding Own Functions
- Contributing to QuantLibXlOil