[QuantLibXL] Swaption greeks

[Matteo Castagna]

How can I get greeks from a qlSwaption() object? I tried qlDelta,
qlGamma etc. etc. but an error is returned:
 
ERROR - qlDelta - [BlackVolaFlat.xls]Sheet1!$I$20 - Error retrieving
object with id 'TESTSwpt#0001' - unable to convert reference to type
'class QuantLibAddin::OneAssetOption'
 
qlNPV looks fine so I guess I defined the object correctly.
 
Thanks. Matteo
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[eric ehlers]

Hi Matteo,

Those greek functions qlDelta(), qlVega() et al are implemented for
options only.

regards,
Eric

On 12/28/06, Matteo Castagna <[hidden email]> wrote:

> How can I get greeks from a qlSwaption() object? I tried qlDelta,
> qlGamma etc. etc. but an error is returned:
>
> ERROR - qlDelta - [BlackVolaFlat.xls]Sheet1!$I$20 - Error retrieving
> object with id 'TESTSwpt#0001' - unable to convert reference to type
> 'class QuantLibAddin::OneAssetOption'
>
> qlNPV looks fine so I guess I defined the object correctly.
>
> Thanks. Matteo
> -------------- next part --------------
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