Yiled Curve Bootstrapping

[dragomir nedeltchev]

Hi All,

In YieldCurveBootstrapping.xls file of StandaloneExamples Directory of QuantLib 0.9.7 when I change cell F15 --> cell F8 gets equal to #NUM, consequently F9 sets to Handler Error and range (H:I)=#Value.

How shall I set the interpolation?

Thanks
Drago

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[Kim Kuen Tang]

Hi Dragomir,

you lost me here.
Care to elaborate ?

If you are searching for the keywords of the interpolatorId, here it is:
BackwardFlat
CubicNaturalSpline
ForwardFlat
FritschButlandCubic
FritschButlandLogCubic
KrugerCubic
KrugerLogCubic
Linear
LogCubicNaturalSpline
LogLinear
MonotonicCubicNaturalSpline
MonotonicLogCubicNaturalSpline
#NV
#NV
#NV



dragomir nedeltchev schrieb:

> Hi All,
>
> In YieldCurveBootstrapping.xls file of StandaloneExamples Directory of
> QuantLib 0.9.7 when I change cell F15 --> cell F8 gets equal to #NUM,
> consequently F9 sets to Handler Error and range (H:I)=#Value.
>
> How shall I set the interpolation?
>
> Thanks
> Drago
>
>
> ------------------------------------------------------------------------
>
> ------------------------------------------------------------------------------
> Download Intel® Parallel Studio Eval
> Try the new software tools for yourself. Speed compiling, find bugs
> proactively, and fine-tune applications for parallel performance.
> See why Intel Parallel Studio got high marks during beta.
> http://p.sf.net/sfu/intel-sw-dev
> ------------------------------------------------------------------------
>
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>  

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[Kim Kuen Tang]

Hi Dragomir,

I tested the sheet and there are several reasons why the error happens.
However you will find in the attachment a sheet where you are able to
use different interpolation methods.

HTH

Cheers,
Kim

dragomir nedeltchev schrieb:

> Dear Kim,
>
> Any changes of cell F15 (among the options you mention) causes the
> error I describe in my previous email. The same happens even if in F15
> I insert the interpolatorId that appears immediately after opening the
> Excel file.
>
> Dragomir
>
> --- On *Thu, 3/25/10, Kim Kuen Tang /<[hidden email]>/* wrote:
>
>
>     From: Kim Kuen Tang <[hidden email]>
>     Subject: Re: [Quantlib-users] Yiled Curve Bootstrapping
>     To: "dragomir nedeltchev" <[hidden email]>
>     Cc: [hidden email]
>     Date: Thursday, March 25, 2010, 4:47 PM
>
>
>     Hi Dragomir,
>
>     you lost me here.
>     Care to elaborate ?
>
>     If you are searching for the keywords of the interpolatorId, here
>     it is:
>     BackwardFlat
>     CubicNaturalSpline
>     ForwardFlat
>     FritschButlandCubic
>     FritschButlandLogCubic
>     KrugerCubic
>     KrugerLogCubic
>     Linear
>     LogCubicNaturalSpline
>     LogLinear
>     MonotonicCubicNaturalSpline
>     MonotonicLogCubicNaturalSpline
>     #NV
>     #NV
>     #NV
>
>
>
>     dragomir nedeltchev schrieb:
>     > Hi All,
>     >
>     > In YieldCurveBootstrapping.xls file of StandaloneExamples
>     Directory of
>     > QuantLib 0.9.7 when I change cell F15 --> cell F8 gets equal to
>     #NUM,
>     > consequently F9 sets to Handler Error and range (H:I)=#Value.
>     >
>     > How shall I set the interpolation?
>     >
>     > Thanks
>     > Drago
>     >
>     >
>     >
>     ------------------------------------------------------------------------
>     >
>     >
>     ------------------------------------------------------------------------------
>     > Download Intel® Parallel Studio Eval
>     > Try the new software tools for yourself. Speed compiling, find bugs
>     > proactively, and fine-tune applications for parallel performance.
>     > See why Intel Parallel Studio got high marks during beta.
>     > http://p.sf.net/sfu/intel-sw-dev
>     >
>     ------------------------------------------------------------------------
>     >
>     > _______________________________________________
>     > QuantLib-users mailing list
>     > [hidden email]
>     </mc/compose?to=[hidden email]>
>     > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>     >  
>
>

------------------------------------------------------------------------------
Download Intel&#174; Parallel Studio Eval
Try the new software tools for yourself. Speed compiling, find bugs
proactively, and fine-tune applications for parallel performance.
See why Intel Parallel Studio got high marks during beta.
http://p.sf.net/sfu/intel-sw-dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users