Excel is likely the most widespread instrument across all not-only-quants desks; in addition, we have to keep in mind that Bloomberg and Reuters allow to easily import real time data in Excel, and this is very handy.
Due to these features, I'm wondering what's the easiest and most reliable solution to use QuantLib in Excel.
So far, these are the ways I know:
- RExcel together with RQuantLib;
- PyXLL together with QuantLib-Python (actually, I've not tried this one on the field, yet)
Each one has its pros and con's, I must admit QuantLibXL is harder than I thought before; being quite able to code with
R, so far my favorite solution is the second one.
If anyone knows any better solution and/or a good step-by-step tutorial for QuantLibXL (something which explains how to deal easily with "classes" in a spreadsheet), it would be really appreciated if he could write it here.