Hello,
I am just a starter of QuantLib. First of all, thank all developers!
I exposed another FlatForward to QuantLibXL. ( I was just copying/pasting, not fully understood xll stuff)
class FlatForward2 : public YieldTermStructure {
public:
FlatForward2(const boost::shared_ptr<ObjectHandler::ValueObject>& properties,
const QuantLib::Date& referenceDate,
const QuantLib::Handle<QuantLib::Quote>& forward,
const QuantLib::DayCounter& dayCounter,
QuantLib::Compounding compounding,
QuantLib::Frequency frequency,
bool permanent);
};
It can give me a flatforward curve, say 'obj_00001'. But I got a problem when trying to use the curve in "qlIborIndex" or "qleuribor"
e.g. =qleuribor( , "6M", obj_00001)
Then I got "ObjectHandler error: attempt to retrieve object with unknown ID 'obj_00001' ".
Any help would be greatly appreciated.
Ian
------------------------------------------------------------------------------
All the data continuously generated in your IT infrastructure contains a
definitive record of customers, application performance, security
threats, fraudulent activity and more. Splunk takes this data and makes
sense of it. Business sense. IT sense. Common sense.
http://p.sf.net/sfu/splunk-d2dcopy1_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Locked
