Update QuantLibXL Addin to use QuantLib 1.42.1#37
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Hi Mike. I migrated this repo into the ORE project. The new repo is private for now, it will be made public later this year. I upgraded to the latest version of QuantLib. I applied your edit for the FXForward functions and you will see it in the next release. Many thanks for sharing that. Regards, Eric |
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Hello Eric,
Thanks for the update.
Please let me know if something is wrong, needs to be exposed, or changed.
I'm happy to keep it updated.
Best,
Mike
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From: Eric Ehlers ***@***.***>
Sent: Thursday, May 28, 2026 10:19 AM
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Subject: Re: [eehlers/QuantLibAddin-Old] Update QuantLibXL Addin to use QuantLib 1.42.1 (PR #37)
[https://avatars.githubusercontent.com/u/5637865?s=20&v=4]eehlers left a comment (eehlers/QuantLibAddin-Old#37)<#37 (comment)>
Hi Mike. I migrated this repo into the ORE project. The new repo is private for now, it will be made public later this year. I upgraded to the latest version of QuantLib. I applied your edit for the FXForward functions and you will see it in the next release. Many thanks for sharing that. Regards, Eric
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Hello Eric,
I've updated the code to use the 1.42.1 version of QuantLIb, I've used the 1.6.1 version of log4cxx and the 1_90_0 version of boost.
I compiled this with Microsoft Visual Studion 2022 (143).
I've also exposed the FXForward functions.
I've tested some of the Interest Rate functions including building an OIS Index Swap that matches Bloomberg.
Let me know if you have any questions or if I missed something.
Regards,
Mike Scaturo