QuantLibXL: Problems with examples

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QuantLibXL: Problems with examples

newbie73
Building a curve using QLDepositRateHelper functions results in error:

ERROR - qlDepositRateHelper - [Book3]Sheet1!$E$5 - ObjectHandler error:
attempt to retrieve object with unknown ID '0.021'

Looks like the Quote field is mapped to the ID field internally.  Will
there be a relese to fix this?

- Luis



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Re: QuantLibXL: PiecewiseYieldCurve

newbie73
Hey guys, sorry for all the newbie questions.  It isn't clear how to
figure out how these functions are supposed to work.  I'm tryign to use
PiecewiseYieldCurve to construct a yield curve based on the YC Swap demo
sheet.  After using all the RateHelpers, I get the following error when
using QLDiscount:

ERROR - qlDiscount - '[yc SWAP luis.xls]Bootstp'!$K$6 - could not
bootstrap the 10th instrument, maturity December 28th, 2008
 error message: Missing Euribor6M Actual/360 fixing for December 22nd,
2006

Why is it looking for Euribor 6m rate and how do I set this?



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Re: QuantLibXL: Problems with examples

eric ehlers
In reply to this post by newbie73
Hi Luis,

The second parameter to qlDepositRateHelper() is a string identifying
a QuantLib::Quote object constructed with a call e.g. to
qlSimpleQuote().

The next release of QuantLibXL implements automatic coercion of
datatypes and will support the usage you attempted.

Regards,
Eric

On 12/26/06, Luis Cota <[hidden email]> wrote:

> Building a curve using QLDepositRateHelper functions results in error:
>
> ERROR - qlDepositRateHelper - [Book3]Sheet1!$E$5 - ObjectHandler error:
> attempt to retrieve object with unknown ID '0.021'
>
> Looks like the Quote field is mapped to the ID field internally.  Will
> there be a relese to fix this?
>
> - Luis
>
>
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