QuantLib Excel Addin

The QuantLib add-in for Excel allows the use of a large selection of QuantLib functionality from Microsoft’s Excel program (on MS Windows platform only). We provide a range of consulting services related to QuantLib add-ins including:

Please contact us at for more information.

We also provide services for alternate use of QuantLib:

Example Spreadsheets

Example spreadsheets are distributed with the addin (see: https://www.quantlib.org/quantlibxl/), or you can download the examples from our OneDrive

Pointers to some of the examples, together with online viewing links (to re-run the calculation you will need to download the add-in and the example!):

  • Pricing and analysis of various interest rate derivatives, including caps/floors, swaptions and CMS. InterestRateDerivatives

  • Pricing of Swaptions including calibration of model parameters from market quotes BermudanSwaption

  • Building a rates curve from bond prices BondCurve

  • Simple European Option pricing Option

  • Analysis of option pricing with different payoff types Payoffs

  • Interpolation of yield curve YieldTermStructures

  • Calculation of IMM dates and codes IMM

  • Calculation of arbitrary Swaps and Bond schedules including start dates in the past ScheduleGenerator

If you have questions please contact us at webs@bnikolic.co.uk

BN Algorithms Builds of the Excel Addin

You can obtain the stock Excel addin from https://www.quantlib.org/quantlibxl/

As we frequently build the addin, we also provide our own builds. The following software is licensed to viewers of this page under the QuantLib license (https://quantlib.org/license.shtml). Please note there is no warranty of any kind for this software. The licensor is BN Algorithms Ltd, UK.

QuantLib Ver Addin Ver Architecture Download Link
V1.22 V1.22 MS Win/32bit Office download
V1.22 V1.22 MS Win/64bit Office download

If you encounter problems with these builds please contact us at .

Support available from BN Algorithms Ltd

We are able to offer support for the QuantLib Excel addin:

  • Custom builds

  • New or updated functionality

  • Per issue support (fixed price for larger issues)

Please contact us for more information.

Add-in documentation

Some of our documentation for the QuantLib Addin is available at https://www.bnikolic.co.uk/ql/addindoc/

The following additional documentation is automatically generated, comes without any warranty of any kind, and is currently at an experimental stage:

Upstream code

The current upstream master from which we work is: https://github.com/eehlers/QuantLibAddin-Old

Copyright and published by: BN Algorihtms Ltd 2023. For general information only. Not to be relied for any purpose. Not advice about investment. No warranty of any kind. No liability for any use of this information accepted. Contact: webs@bnikolic.co.uk