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QL MM Data is a Type that represents data relating to the QuantLib implementation of market models.

It must be noted that the Market Model pricing is implemented in QuantLib in a fashion that deviates from the usual architecture.
The various financial products are implemented in terms of a type called MarketModelMultiProduct instead of the usual Instrument.
Several important products, such as the bermudan swaption, do not have their own class, but can be still represented as specially constructed objects of a type called CallSpecifiedMultiProduct
Unfortunately due to lack of documentation, it is not obvious how to properly construct a CallSpecifiedMultiProduct object to represent such products.
Calibration exists but again is not obvious how it is caried out.
Finally no thorough validiy check is done on the input parameters, a fact that may lead to Excel crashes.
Deriscope attempts to do those checks, but no guarrantee can be given that some false combination of input parameters may not lead to an Excel crash.
Due to these reasons, Deriscope exposes the QuantLib Market Model implementation to Excel, albeit with a restricted quality on overall robustness and documentation.