I just installed Opengamma and I am looking for excel functions to call in Excel like capfloor(curve, strike, expiry), etc , assuming that curves are loaded from Bloomberg data interface.
I can’t seem to find this addin in excel after the installation. Would be good to know if any step is required to get it there and start using it
Our Excel plug-in is one of the few parts of the OpenGamma platform (along with some of our market data adapters) that requires a commercial or academic license and we don’t offer it as part of our free open source download package.
If you’d like a demo (e.g. via WebEx or in person), we’d be happy to show our Excel plug-in and discuss how we can get it into your hands. Either post back here, or go to out contact form and send the sales team an enquiry.