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Hi all,
I have just installed QuantlibAddin (both Release and Debug version) on
py PC....I would like to begin to build discount factors curve from Depo-Swaps-Futures.
I am using an Excel Workbook (in the
examples) named YC_SwapDemo.xls. I tried to build different curves using
a lower number of instruments than the default (6 Futures instead 12 and
10 Swaps).
The creation of the cruve is successful
but the function qlgetdf which gives out the discount factor for a given
date, does not work. It gives out a #NUM error message in Excel.
Does anybody have a feedback on this
problem?
Do the curve framework work with a fixed
number of instrument only?
Regards
Jacopo
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