How to use qlBlackVarianceSurface() function in QuanLibXL

[Max-118]

Hi,

I am trying to use qlBlackVarianceSurface() function in Excel to build volatility suface.
However, I always get the error, #NUM! when calling the function.

Here is an example using a 5x5 input matrix:
=qlBlackVarianceSurface("volsurface1", I4, B8:F8, A3:A7, B3:F7, I3)

Any help?

Best regards,
Max

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[Eric Ehlers-2]

Hi Max,

> Hi,
>
> I am trying to use qlBlackVarianceSurface() function in Excel to build
> volatility suface.
> However, I always get the error, #NUM! when calling the function.
>
> Here is an example using a 5x5 input matrix:
> =qlBlackVarianceSurface("volsurface1", I4, B8:F8, A3:A7, B3:F7, I3)
>
> Any help?

Try calling ohRetrieveError() on the cell returning #NUM.

Regards,
Eric


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[Max-118]

Hi Eric,

Thanks a lot! Now the error is fixed and qlBlackVarianceSurface() gives a proper object (e.g. "volsurface1#001")

volsurface1#0001

Then how should I go about to use the object to do the interpolation and build the surface?
Sorry for the dummy question, as I am very new to quantlib.

Best regards,
Max

On 10/3/07, Eric Ehlers <[hidden email]> wrote:

Hi Max,

> Hi,
>
> I am trying to use qlBlackVarianceSurface() function in Excel to build
> volatility suface.
> However, I always get the error, #NUM! when calling the function.
>
> Here is an example using a 5x5 input matrix:
> =qlBlackVarianceSurface("volsurface1", I4, B8:F8, A3:A7, B3:F7, I3)
>
> Any help?

Try calling ohRetrieveError() on the cell returning #NUM.

Regards,
Eric

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