Fw : bond price engine using term structure

[Florent Makanda]

Hi ,

 

 

The error return by ohRetrieveError is "qlBondCleanPrice -null price engine"

Consider that, no errors are returned by InstrumentsetpriceEngine and qlbondEngine.

 

 

Regarding the Bond sheet you are right,  the date of Euribor fixing is not up to date,

now works

 

Thanks

 

Regards

Florent

 

Re: [Quantlib-users] bond price engine using term structure From: Eric Ehlers <eric.ehlers@na...> - 2008-10-29 20:30

Hello,

> Using other term structure  like zero -yield term structure , I
> am able to built the curve object, but when I try to use this object
> with the BondEngine I experienced an issue on the BondCleanPrice(#NUM!).

What message is returned by ohRetrieveError()?

> Futhermore, when I try to use the Bond.xls sheet under standalone
> woorkbook with default value, I'm not able to calcute the
> BondCleanPrice for floating rate bond and Cms bond

I'm not sure that workbook is up to date.

Regards,
Eric

--- En date de : Mer 29.10.08, Florent Makanda <[hidden email]> a écrit :

De: Florent Makanda <[hidden email]>
Objet: bond price engine using term structure
À: [hidden email]
Date: Mercredi 29 Octobre 2008, 11h38

 Dear all ,

 

I'm new member in this list.

I am trying to manage a yield term structure using QuantLibXL.xla

 

I tried to price a zero-coupon bond using a variety of term structures available in Quantlib, I have no problem when I use a  piecewice yield curve and flatforward as BondEngine input.

 

Using other term structure  like zero -yield term structure , I am able to built the  curve object, but when I try to use this object with the BondEngine I experienced an issue on the BondCleanPrice(#NUM!).

 

Does anyone know something about it?

 

Futhermore,  when I try to use the Bond.xls sheet under standalone woorkbook with default value, I'm not able to calcute the BondCleanPrice for floating rate bond and Cms bond

 

Does anyone know something about it?

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