QuantlibXL 9.0 help: qlCapsStripper

[Yongming Xu]

In Workbooks\StandaloneExamples folder: workbook MarketData.xls sheet "Caplet Volatilities" cell E9 has this fomula: =IF(Summary!DataImport,'Caplet Volatilities'!D9,qlCapsStripper(D9,B36:B48,I32:P32,I36:P48,D3,D4,D5,D6,D7)).  It returns #NAME? I cannot find "qlCapsStripper" from the function list.

I also checked the ohMonitor.xls in Workbooks\ohTests folder, I got the following errors.

#		ObjectID	isPermanent	isOrphan	creation time stamp	last update time stamp	Update Counter	CallerAddress	CallerKey
157		BondEngine	#NAME?	#NAME?	#NAME?	#NAME?	#NAME?	VBA	VBA
		CmsCouponPricer10Y	#NAME?	#NAME?	#NAME?	#NAME?	#NAME?	VBA	VBA
Reg. Ex.		CmsCouponPricer20Y	#NAME?	#NAME?	#NAME?	#NAME?	#NAME?	VBA	VBA
		CmsCouponPricer2Y	#NAME?	#NAME?	#NAME?	#NAME?	#NAME?	VBA	VBA
		CmsCouponPricer30Y	#NAME?	#NAME?	#NAME?	#NAME?	#NAME?	VBA	VBA
		CmsCouponPricer5Y	#NAME?	#NAME?	#NAME?	#NAME?	#NAME?	VBA	VBA
		EUR3MCapletVol	#NAME?	#NAME?	#NAME?	#NAME?	#NAME?	VBA	VBA
		EUR3MFutOptionVol	#NAME?	#NAME?	#NAME?	#NAME?	#NAME?	VBA	VBA
		EUR6MCapletVol	#NAME?	#NAME?	#NAME?	#NAME?	#NAME?	VBA	VBA
		Euribor10M	#NAME?	#NAME?	#NAME?	#NAME?	#NAME?	VBA	VBA
		Euribor11M	#NAME?	#NAME?	#NAME?	#NAME?	#NAME?	VBA	VBA
		Euribor1M	#NAME?	#NAME?	#NAME?	#NAME?	#NAME?	VBA	VBA
		Euribor1Y	#NAME?	#NAME?	#NAME?	#NAME?	#NAME?	VBA	VBA
		Euribor2M	#NAME?	#NAME?	#NAME?	#NAME?	#NAME?	VBA	VBA

Anybody knows how to resolve these problems?

thanks,

yongming

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[Eric Ehlers-2]

Hi Yongming,

What's your objective?

If you would like to learn QuantLibXL, the best way to do that is to
review these workbooks

    QuantLibXL-0.9.0\Workbooks\StandaloneExamples\YieldCurveBootstrapping.xls
QuantLibXL-0.9.0\Workbooks\StandaloneExamples\InterestRateDerivatives.xls

And then proceed with designing your own workbooks to suit your needs.

On Thu, April 3, 2008 4:05 pm, Yongming Xu wrote:
> In Workbooks\StandaloneExamples folder: workbook MarketData.xls sheet
"Caplet Volatilities" cell E9 has this fomula:
> =IF(Summary!DataImport,'Caplet
> Volatilities'!D9,qlCapsStripper(D9,B36:B48,I32:P32,I36:P48,D3,D4,D5,D6,D7)).
It returns #NAME? I cannot find "qlCapsStripper" from the function list.

That workbook forms part of the serialization demo described here:

    http://www.quantlibaddin.org/serialization.html

As you point out, the Caplet Volatilities worksheet is out of date, but
it's not required for the demo and you can ignore it.

> I also checked the ohMonitor.xls in Workbooks\ohTests folder, I got the
following errors.

That workbook isn't functional and you can ignore it.

The workbooks in the StandaloneExamples folder are intended for use in a
standalone QuantLibXL session, i.e. Excel + QuantLibXL-vc80-mt-s-0_9_0.xll
+ workbook(s).

The workbooks in all of the other folders belong to the Framework VBA
application which is briefly summarized here:

    http://www.quantlibxl.org/framework.html

Please refer also to this file:

    QuantLibXL-0.9.0\Workbooks\StandaloneExamples\README.txt

Regards,
Eric





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