FDDividendAmericanEngine Function in QuantLib

时间秒杀一切 提交于 2019-12-14 04:27:08

问题


How do I call Following Function:

Function: **

  • FDDividendAmericanEngine

**

I was able to call Another function like this

blackScholesId = Application.Run( _

"qlGeneralizedBlackScholesProcess", "blackScholes", _

blackVolId, 36, "Actual/365 (Fixed)", 35932, 0.06, 0)

FDDividendAmericanEngine Function is not in the list of functions of QuantLib

https://www.quantlib.org/quantlibxl/allfunctions.html

But the following link seems to indicate that one can call it:

http://www.quanttools.com/HTMLHelp/html/CT.06069.htm


回答1:


It says clearly in the instructions in the link you provided:

Within Excel, the function is named - CT.ENG.FDDividendAmericanEngine

This means, in Excel, you should not use:

FDDividendAmericanEngine

...you should instead use:

CT.ENG.FDDividendAmericanEngine

To find out how to use functions from a third-party add-in, you need to consult the products documentation (as I just did), or Google for examples of others using the product, or else contact the add-in's developer.



来源:https://stackoverflow.com/questions/50952720/fddividendamericanengine-function-in-quantlib

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