Recent content by Andrea

  1. Matlab builder: m-file protection

    I cannot use ExcelLink because the client doesn't have Matlab!! By using Matlab compiler the client doesn't need the program, it uses Matlab Component Runtime libraries (MCR). It is a wrapper between Matlab and Excel. Even if i protect the VBA code i can see the Mcode!! ---------- Post added at...
  2. Matlab builder: m-file protection

    Hi Andy, the Pcode works correctly but I can't use encrypted P-files to build the project!! When i run the project from excel it's getting out a folder with the relative m-files, and the code visible. I want to encrypt them. Thank's
  3. Matlab builder: m-file protection

    Hi, does anyone known how to protect m-file? I'm using matlab builder with excel(VBA), I've tried to use p-file but it doesn't work. After running the excel file based on .dll created from MatBuilder, it's possible to see the initial m-file codes. I would like to encrypt these files!! Is it...
  4. G2++: Swaption analytic formula

    Hi all, i'm trying to build the analytic formula of an european swaption ,in Matlab, by following Brigo-Mercurio pag.158-59. I'm using the parameters present in the book (a=0.7735, b=0.08201, sigma=0.02228; eta=0.01038, rho=-0.7019), but when i try to calculate the...
  5. Matlab calibration of Hull-White model

    Hi, I have some problems with the calibration from the cap volatilities Do someone know where i can find the matlab code??? Thank you
  6. TUTORIAL: Boost 1.37.0 + QuantLib 0.9.6 and Visual Studio 2008

    Thank you Dave, the problem was with the sdk platform.
  7. TUTORIAL: Boost 1.37.0 + QuantLib 0.9.6 and Visual Studio 2008

    Thank you Dave. Maybe someone could help me to build object handler with visual c++ 2005. I tried to follow the instructions QuantLibXL but when I'm trying to build log4cxx I have these errors: 1>------ Build started: Project: log4cxx, Configuration: Release Win32 ------ 1>Compiling...
  8. TUTORIAL: Boost 1.37.0 + QuantLib 0.9.6 and Visual Studio 2008

    Thank's Dave for your solutions!!!!!!!!!!!!!!!!!!! Do you have any suggestions about QuantlibXL?????? I can't install it on the rigth way. Thank's for your help
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