QuantLibXL exports the functionality of the QuantLib C++ analytics library to Microsoft Excel.
The project comprises
- A compiled Excel Addin (an XLL)
- End user documentation
- Example workbooks
The addin implements 1,080 functions in support of market data and pricing for a variety of instruments including bonds, options, swaps, swaptions, and caps/floors.
QuantLibXL is the Excel implementation of QuantLibAddin which supports the same interface on a variety of other platforms. QuantLibAddin includes downloads and tutorials for compiling addins from source code for all environments including QuantLibXL.
QuantLibXL is a subproject of QuantLib and shares the QuantLib project structure with regard to distribution and licensing. The mailing list for QuantLibXL is firstname.lastname@example.org. The list archives may be searched here.