capfloors pricing

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capfloors pricing

HADJERES-MELLOUL Nabyl
Dear Quantlib user,

I have installed quantlibXL 0.4.0,

I started with capfloors.xls sample

I read that to refresh we have to do CTRL + ALT +F9,

If I want to change the yield curve, and the term structure as
evaluation date....  

How could I obtain the price  : NPV ?

Sincerely yours.

Nabyl.


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Re: capfloors pricing

Eric Ehlers-2
Hi Nabyl,

Welcome to QuantLibXL.

> Dear Quantlib user,
>
> I have installed quantlibXL 0.4.0,

That version is out of date, please use 0.8.0 instead.

> I started with capfloors.xls sample
>
> I read that to refresh we have to do CTRL + ALT +F9,
>
> If I want to change the yield curve, and the term structure as
> evaluation date....
>
> How could I obtain the price  : NPV ?

Pls have a look in QuantLibXL-0.8.0\Workbooks\StandaloneExamples to get
yourself pointed in the right direction.

Regards,
Eric



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