Guys,
I made a patch (just XML changes) in order to exposure to below functions to QuantLibXL. It helps a lot when you are making a spreadsheet because allows very easy factor to rate (and vice-versa) calculation using QuantLib intern functions.
- qlInterestRateImpliedRate - Returns the implied rate between two dates based on the given a compound factor
- qlInterestRateDiscountFactor - Returns the discount factor between two dates based on the given InterestRate object
- qlInterestRateCompoundFactor - Returns the compound factor between two dates based on the given InterestRate object
I hope it is useful enough to go to trunk. I am using myself to show step by step calculation of Brazilian bonds in a spreadsheet. It will help also to generate validation data when I start working with inflation indexes in QuantLib.
Regards,
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