ForwardRate

[dhoorens]

Hi everyone, please could someone check if my excel file is right? I try to calculate a simple forwardRate with the XLL with a given discountCurve When i do it with the C++ code I obtain what I expect to be the good value, but when I use the XLL, i obtain another value. What did I miss? Did I do smthg wrong? Thanks DavidQL+YieldTS.xls

[dhoorens]

Sorry it was a bad day at the beginning of the day, it is still a bad day..:-/
I made a mistake in the definition of the DiscountCurve.
My DateArray was pointing to the range A9-A17, but it should point to B9-b17.
When I correct this, it works (hopefully :-) )
Thanks
David
 

dhoorens wrote

Hi everyone, please could someone check if my excel file is right?
I try to calculate a simple forwardRate with the XLL with a given discountCurve

When i do it with the C++ code I obtain what I expect to be the good value, but when I use the XLL, i obtain another value.

What did I miss?
Did I do smthg wrong?
Thanks
DavidQL+YieldTS.xls