How do I get the QuantLibXL bootstrapping workbooks running?

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How do I get the QuantLibXL bootstrapping workbooks running?

Ralph Schreyer-2
Hi,

I've installed QuantLibXL-1.2.0 and would like to experiment with the bootstrapping example workbooks in Workbooks\MarketMetaData, e.g. the EUR_YCONBootstrapping.xls. I'm new to QuantLibXL, so my questions are very basic I guess ...

- How do I get the rate helpers on the 'RateHelpers' Tab initialized, such that they get their quote values, convexity adjustment, etc. (Now - of course - the quote values etc. are not available and an error message on the 'Selected' tab is saying "qlRateHelperSelection - ObjectHandler error: attempt to retrieve object with unknown ID 'EUR_YCONRH_OND'")
- What does the Trigger on the 'General Settings' Tab mean?
- What do the Jump Quotes on the 'General Settings' Tab mean?


Thank you very much & best regards

Ralph




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Re: How do I get the QuantLibXL bootstrapping workbooks running?

Eric Ehlers-2
Hi Ralph,

On 2013-01-22 13:25, Ralph Schreyer wrote:

> Hi,
>
> I've installed QuantLibXL-1.2.0 and would like to experiment with the
> bootstrapping example workbooks in WorkbooksMarketMetaData, e.g.
> the EUR_YCONBootstrapping.xls. I'm new to QuantLibXL, so my questions
> are very basic I guess ...
>
> - How do I get the rate helpers on the 'RateHelpers' Tab initialized,
> such that they get their quote values, convexity adjustment, etc.
> (Now
> - of course - the quote values etc. are not available and an error
> message on the 'Selected' tab is saying "qlRateHelperSelection -
> ObjectHandler error: attempt to retrieve object with unknown ID
> 'EUR_YCONRH_OND'")
> - What does the Trigger on the 'General Settings' Tab mean?
> - What do the Jump Quotes on the 'General Settings' Tab mean?
>
> Thank you very much & best regards

Those workbooks are not intended to be loaded individually, they belong
to the Framework VBA application and are loaded automatically.  Please
see http://quantlib.org/quantlibxl/framework.html.

Kind Regards,
Eric
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Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
* Distributed computing for pricing analytics
* Use Microsoft Excel as a client to the Grid

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