QuantlibXL: Problem with qlPiecewiseYieldCurveData for TraitsID="ZeroRate"

[Marek Ozana]

Hi,
I would like to use QuantlibXL 0.9.6 for bootstrapping a zero-coupon curve for fixed rate bonds. I create PiecewiseCurve, which works fine and then use it to report dates and discount rates using qlPiecewiseYieldCurveData(...) function.
The problem is that it works with TraitsID="Discount" and gives the discount rates, but it returns #NUM if I use "ZeroRate" or "ZeroYield" as TraitsID. Do you know what can be wrong? Please find attached example excel sheet. Try to change TraitsID in cell AC2 from "Discount" to "ZeroRate" and you will see #NUM in AE:AG columns.

Thank you for any help!

   Best Regards,

   Marek Ozana


-------------------------------------------------------------------------
This SF.Net email is sponsored by the Moblin Your Move Developer's challenge
Build the coolest Linux based applications with Moblin SDK & win great prizes
Grand prize is a trip for two to an Open Source event anywhere in the world
http://moblin-contest.org/redirect.php?banner_id=100&url=/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users