I am seeking to better understand the use of the BucketAnalysis function in QuantlibXL. The example msheets in 0.9.7 do not deal with this function. I have built a ZAR bootstrapping spreadsheet to price ZAR interest rate derivatives and now want to look at the DV01 sensitivity of a portfolio of interest rate derivatives along a defined set of yield curve points (1D, 1W, 1M ... 1Y etc). Is the BucketASnalysis function for this purpose and can anybody send me an example of its use?
Graham Smale
------------------------------------------------------------------------------
SOLARIS 10 is the OS for Data Centers - provides features such as DTrace,
Predictive Self Healing and Award Winning ZFS. Get Solaris 10 NOW
http://p.sf.net/sfu/solaris-dev2dev_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Locked
