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

[Luigi Ballabio]

On Fri, 2009-09-18 at 18:31 -0300, Piter Dias wrote:

> I made a patch (just XML changes) in order to exposure to below
> functions to QuantLibXL. [...]
>
>       * 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 think so, but I'll leave that to the QuantLibXL people.

Thanks,
        Luigi


--

Perfection is reached, not when there is no longer anything to add, but
when there is no longer anything to take away.
-- Antoine de Saint-Exupery



------------------------------------------------------------------------------
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

[Eric Ehlers-2]

Quoting Luigi Ballabio <[hidden email]>:

> On Fri, 2009-09-18 at 18:31 -0300, Piter Dias wrote:
>> I made a patch (just XML changes) in order to exposure to below
>> functions to QuantLibXL. [...]
>>
>>       * 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 think so, but I'll leave that to the QuantLibXL people.

Sorry for the delay in my reply - I will have a look at it before the  
next release goes out.  Thanks Piter.

Regards,
Eric


------------------------------------------------------------------------------
Come build with us! The BlackBerry&reg; 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&#45;12, 2009. Register now&#33;
http://p.sf.net/sfu/devconf
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev

[Ferdinando Ametrano-4]

On Mon, Sep 21, 2009 at 8:43 PM, Eric Ehlers <[hidden email]> wrote:
> Sorry for the delay in my reply - I will have a look at it before the
> next release goes out.  Thanks Piter.

Thank you Eric, but I will probably commit it tomorrow. It's taken a
while just because it triggered some InterestRate clean up.

ciao -- Nando

------------------------------------------------------------------------------
Come build with us! The BlackBerry&reg; 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&#45;12, 2009. Register now&#33;
http://p.sf.net/sfu/devconf
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev