Installation

Download QuantLibXL-1.22.0-bin.zip.

Copy the zip file to your hard drive and uncompress it.

Usage

To use QuantLibXL:

  • Start Excel
  • Load the addin. Two XLLs are provided, one 32-bit and one 64-bit, please open the one that is appropriate for your version of Excel:
    xll\QuantLibXL-vc142-mt-s-1_22_0.xll
    xll\QuantLibXL-vc142-x64-mt-s-1_22_0.xll
    
  • Load some example workbooks. The best ones to start with are:
    StandaloneExamples\Analytics\YieldCurveBootstrapping.xls
    StandaloneExamples\Analytics\InterestRateDerivatives.xls
    
  • Hit Ctrl-Alt-F9 to force a full recalculation
  • Please see also the other example workbooks in the StandaloneExamples directory.
  • The help file is in the Docs directory.
  • For further help, please use the mailing list: https://lists.sourceforge.net/lists/listinfo/quantlib-users