Trouble w/ some simple testing in QuantLibXL

[Fang, Michael L (Genworth)]

I am trying to retrieve some interpolated rates from the term structure i built with qlPiecewiseYieldCurve.  I can get discount rates fine using qlYieldTSDiscount, but qlYieldTSZeroRate and qlYieldTSParRate don't seem to work.  Attached is my attempt in an excel workbook.  Is there something obvious i missed?

 

Help!

 

Michael L. Fang, FSA, MAAA

Genworth Financial

Interest Rate Risk Manager

Retirement & Protection Segment

6630 West Broad St., Floor 5, Office 024

Richmond, VA 23230

Tel: [phone], Fax:[phone]

email: [hidden email]

 

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