Patch to exposure to QuantLibXL a few more functions of InterestRate object

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

Patch to exposure to QuantLibXL a few more functions of InterestRate object

Piter Dias-4

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,

--




Piter Dias
[hidden email]


------------------------------------------------------------------------------
Come build with us! The BlackBerry® Developer Conference in SF, CA
is the only developer event you need to attend this year. Jumpstart your
developing skills, take BlackBerry mobile applications to market and stay
ahead of the curve. Join us from November 9-12, 2009. Register now!
http://p.sf.net/sfu/devconf
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev

ql.patch (8K) Download Attachment