Evaluation Date

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Evaluation Date

Grześ Andruszkiewicz
Hi,

Is it possible to set the valuation date for a single instrument? I am trying to check what would an instrument be worth in a years time in different scenarios, and compare it to today's value. It is all done in Excel, so changing the global evaluation date temporarily doesn't seem to be an option.

Regards,
Grzegorz

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Re: Evaluation Date

Luigi Ballabio
No, it's not possible.  It's something we'll have to think about in
the future, but as of now one can only modify the global evaluation
date.

Luigi

On Fri, May 31, 2013 at 1:15 PM, Grześ Andruszkiewicz
<[hidden email]> wrote:

> Hi,
>
> Is it possible to set the valuation date for a single instrument? I am
> trying to check what would an instrument be worth in a years time in
> different scenarios, and compare it to today's value. It is all done in
> Excel, so changing the global evaluation date temporarily doesn't seem to be
> an option.
>
> Regards,
> Grzegorz
>
> ------------------------------------------------------------------------------
> Get 100% visibility into Java/.NET code with AppDynamics Lite
> It's a free troubleshooting tool designed for production
> Get down to code-level detail for bottlenecks, with <2% overhead.
> Download for free and get started troubleshooting in minutes.
> http://p.sf.net/sfu/appdyn_d2d_ap2
> _______________________________________________
> QuantLib-dev mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

------------------------------------------------------------------------------
Get 100% visibility into Java/.NET code with AppDynamics Lite
It's a free troubleshooting tool designed for production
Get down to code-level detail for bottlenecks, with <2% overhead.
Download for free and get started troubleshooting in minutes.
http://p.sf.net/sfu/appdyn_d2d_ap2
_______________________________________________
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