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A common setup with Excel finance libraries is to have a cell hold an object output of a calculation.
Example:
An excel range (A10:B30) stores a yield curve par rates.
A1 points to this range and stores a Julia object of the bootstrapped curve.
Trade valuations then just point to A1 to value off the curve.
(Fantastic Package btw :)
The text was updated successfully, but these errors were encountered:
An easy way to get similar functionality would be to combine the JuliaCall and JuliaSetVar functions.
So the function result (e.g. a structure) is saved as a global variable instead of returned to the spreadsheet.
Other Excel calls could reference the GV by name.
A common setup with Excel finance libraries is to have a cell hold an object output of a calculation.
Example:
An excel range (A10:B30) stores a yield curve par rates.
A1 points to this range and stores a Julia object of the bootstrapped curve.
Trade valuations then just point to A1 to value off the curve.
(Fantastic Package btw :)
The text was updated successfully, but these errors were encountered: