|
|
Hello everyone,
Brand new to QuantLibXL. Just loaded in Excel 2007. First I noticed was that 2007 doesn't seem to display the QuantLib menuin the ribbon. I saw on that QuantLib was not tested on 2007 and prior but does the fact that the menu is not visible mean I cannot use Framework?
So in the meantime, I am looking at the standalone workbooks and seeing how the yield curve bootstrapping is implemented. THis may seem rather naive bu could someone tell me how teh sheet could be set to ignore futures (ie take the short end all from money markets and swaps thereafter). I can see in that in the yieldCurveBootstrapping workbook, you can override AllRateHelpers (which I take it are determinants of maturity for the inputs) by indicating which instrument replaces the AllRateHelper equivalent. But as the yield curve is passed as an array , I am wondering how I lay this out to ignore some maturities (e.g. tom next and spot, 9M etc). I am not sure what to get rid of where to create a simplified yield curve input array and I would appreciate some handholding (yes, reading the manual too...)
Thank you
Rem
|
Locked
