Excel addin qlFixedRateBondHelper issue

[ChunlinChen]

Hi all, 

I was using Excel addin calling function qlFixedRateBondHelper with following parameters:

=qlFixedRateBondHelper("helper",100,1,100,N9,3.53,"A/365","Modified Following",,,"China","0D","China","Modified Following",FALSE)

qlFixedRateBondHelper(

string ObjectId // "helper"

string Price // 100

long SettlementDays // 1

double FaceAmount // 100

string ScheduleID // "3M#0001"

vector<double> Coupons // 3.53

string DayCounter // "A/365"

string PaymentBDC // "Modified Following"

double Redemption

long IssueDate

string PaymentCalendar // "China"

string ExCouponPeriod // "0D"

string ExCouponCalendar // "China"

string ExCouponBDC // "Modified Following"

bool ExCouponEndOfMonth // FALSE

bool UseCleanPrice

bool Permanent

any Trigger

bool Overwrite)

calling ohRangeRetrieveError shows following error

qlFixedRateBondHelper - Error: attempt to retrieve non-existent property:'CleanPrice'

Any ideas what went wrong?

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[cheng li]

Hi Michael,

 

I think this is a missing part from the following commit:

 

https://github.com/lballabio/quantlib/commit/bd3a889e3c17912b14d3da51ca6adb79d5503e4b

 

You can do the further change to FixRateBondHelper as what has been done for BondHelper.,

 

Regards,

Cheng

 

发件人: michaelc309 [mailto:[hidden email]]
发送时间: 2015年6月3日 11:05
收件人: [hidden email]
主题: [Quantlib-users] Excel addin qlFixedRateBondHelper issue

 

Hi all, 

 

I was using Excel addin calling function qlFixedRateBondHelper with following parameters:

 

=qlFixedRateBondHelper("helper",100,1,100,N9,3.53,"A/365","Modified Following",,,"China","0D","China","Modified Following",FALSE)

 

qlFixedRateBondHelper(

string ObjectId // "helper"

string Price // 100

long SettlementDays // 1

double FaceAmount // 100

string ScheduleID // "3M#0001"

vector<double> Coupons // 3.53

string DayCounter // "A/365"

string PaymentBDC // "Modified Following"

double Redemption

long IssueDate

string PaymentCalendar // "China"

string ExCouponPeriod // "0D"

string ExCouponCalendar // "China"

string ExCouponBDC // "Modified Following"

bool ExCouponEndOfMonth // FALSE

bool UseCleanPrice

bool Permanent

any Trigger

bool Overwrite)

 

calling ohRangeRetrieveError shows following error

qlFixedRateBondHelper - Error: attempt to retrieve non-existent property:'CleanPrice'

 

Any ideas what went wrong?

 

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QuantLib-users mailing list
[hidden email]
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[ChunlinChen]

Hi Cheng,

Thanks very much. This commit rightly pointed out that "CleanPrice" should be replaced by "Price" when calling getSystemProperty. The commit still missed one "CleanPrice", though. It works fine after all been replaced.

Best,

Michael

At 2015-06-03 12:21:23, "Cheng Li" <[hidden email]> wrote:

Hi Michael,

 

I think this is a missing part from the following commit:

 

https://github.com/lballabio/quantlib/commit/bd3a889e3c17912b14d3da51ca6adb79d5503e4b

 

You can do the further change to FixRateBondHelper as what has been done for BondHelper.,

 

Regards,

Cheng

 

发件人: michaelc309 [mailto:[hidden email]]
发送时间: 2015年6月3日 11:05
收件人: [hidden email]
主题: [Quantlib-users] Excel addin qlFixedRateBondHelper issue

 

Hi all, 

 

I was using Excel addin calling function qlFixedRateBondHelper with following parameters:

 

=qlFixedRateBondHelper("helper",100,1,100,N9,3.53,"A/365","Modified Following",,,"China","0D","China","Modified Following",FALSE)

 

qlFixedRateBondHelper(

string ObjectId // "helper"

string Price // 100

long SettlementDays // 1

double FaceAmount // 100

string ScheduleID // "3M#0001"

vector<double> Coupons // 3.53

string DayCounter // "A/365"

string PaymentBDC // "Modified Following"

double Redemption

long IssueDate

string PaymentCalendar // "China"

string ExCouponPeriod // "0D"

string ExCouponCalendar // "China"

string ExCouponBDC // "Modified Following"

bool ExCouponEndOfMonth // FALSE

bool UseCleanPrice

bool Permanent

any Trigger

bool Overwrite)

 

calling ohRangeRetrieveError shows following error

qlFixedRateBondHelper - Error: attempt to retrieve non-existent property:'CleanPrice'

 

Any ideas what went wrong?

 

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QuantLib-users mailing list
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[igitur]

PR at https://github.com/lballabio/quantlib/pull/253

On 5 June 2015 at 10:15, michaelc309 <[hidden email]> wrote:

Hi Cheng,

Thanks very much. This commit rightly pointed out that "CleanPrice" should be replaced by "Price" when calling getSystemProperty. The commit still missed one "CleanPrice", though. It works fine after all been replaced.

Best,

Michael

At 2015-06-03 12:21:23, "Cheng Li" <[hidden email]> wrote:

Hi Michael,

 

I think this is a missing part from the following commit:

 

https://github.com/lballabio/quantlib/commit/bd3a889e3c17912b14d3da51ca6adb79d5503e4b

 

You can do the further change to FixRateBondHelper as what has been done for BondHelper.,

 

Regards,

Cheng

 

发件人: michaelc309 [mailto:[hidden email]]
发送时间: 2015年6月3日 11:05
收件人: [hidden email]
主题: [Quantlib-users] Excel addin qlFixedRateBondHelper issue

 

Hi all, 

 

I was using Excel addin calling function qlFixedRateBondHelper with following parameters:

 

=qlFixedRateBondHelper("helper",100,1,100,N9,3.53,"A/365","Modified Following",,,"China","0D","China","Modified Following",FALSE)

 

qlFixedRateBondHelper(

string ObjectId // "helper"

string Price // 100

long SettlementDays // 1

double FaceAmount // 100

string ScheduleID // "3M#0001"

vector<double> Coupons // 3.53

string DayCounter // "A/365"

string PaymentBDC // "Modified Following"

double Redemption

long IssueDate

string PaymentCalendar // "China"

string ExCouponPeriod // "0D"

string ExCouponCalendar // "China"

string ExCouponBDC // "Modified Following"

bool ExCouponEndOfMonth // FALSE

bool UseCleanPrice

bool Permanent

any Trigger

bool Overwrite)

 

calling ohRangeRetrieveError shows following error

qlFixedRateBondHelper - Error: attempt to retrieve non-existent property:'CleanPrice'

 

Any ideas what went wrong?

 

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QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

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