Market data/Input data for Excel workbooks

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

Market data/Input data for Excel workbooks

artella
Hi, I have been looking at OptionletVolatilityStructureChecks.xls located in QuantLibXL\Workbooks\Tests. When I load the sheet, B6 in "Prices", which contains the function call "qlBlackCapFloorEngine(,B2,EUR6MCapletVol,Trigger)" yields error #NUM!
. I presume that this is because the YieldCurve object EuriborYC6M
 and vol object EUR6MCapletVol have been created in another workbook.

Which workbook contains the corresponding objects for these market data? [I had a look in market data but couldnt find anything]. Thanks.


Thanks