Hi all,
I'm using the QlXL function "qlZeroCurve" to input zero coupon swap
rates to QL, but from my analysis I think that the function qlZeroCurve
assumes informed rates as continuously compounded. Is there any way to
inform QL that the rates are under another compounding type?
I know I could use discount factors (qlDiscountCurve) to avoid that but
as I am doing sensitivity analysis by adding spreads to my zero rates I
would like to avoid this double manipulation,
any help is welcome,
Ciao,
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