error in single index calibration
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error in single index calibration
 
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Hi, I installed QuantLibXL 0.9.0 recently. I tried to run the file "SingleIndexCalibration" which is not working. The indexnames like "EuriborSwapFixA2Y" are not being recognised as correct object ID's in the functions like qlInterestRateIndexTenor. I get the following error message on using ohRetrieveError: Similarly function qlCmsMarketCalibration does not recognise "EURSwaptionVol" as a valid object ID. Are these object IDs permanently defined somewhere or do i need to do something to make them valid? (run/activate/refresh some file?) I am trying to figure out the steps to price a callable/puttable CMS range accrual and hence was checking out this file. Any anyone give any guidance on the matter? Thanks very much. Regards, Tuhina DISCLAIMER:The information contained in this email has been prepared solely for your information and is not an offer or solicitation of an offer to buy/sell any securities/instruments mentioned or to participate in any trading strategy. JM Financial and/or its affiliate companies may deal as principal in its own name or act as a market maker for securities/instruments mentioned or may advise the issuers. This is not a research report and is not from JM Financial Research but it may refer to a research analyst/research report. The recipient further acknowledges that the views contained in the email message are those of the sender and may not necessarily reflect those of the AMC/Mutual Fund. We do not represent that the information contained herein is accurate or complete. Information is subject to change without notice and we may not update this. Past performance is not indicative of future returns. No portion of this email or its attachment(s) shall be forwarded or distributed to any person without our prior written approval. You may not use email to request, authorize or effect the purchase or sale of any security or instrument, to send transfer instructions, or to effect any other transactions. This email is solely for the addressee(s)/intended recipients and may contain confidential information. Sender does not intend to waive confidentiality or privilege. If you have received this email in error, please destroy immediately and notify the sender. ------------------------------------------------------------------------- This SF.Net email is sponsored by the Moblin Your Move Developer's challenge Build the coolest Linux based applications with Moblin SDK & win great prizes Grand prize is a trip for two to an Open Source event anywhere in the world http://moblin-contest.org/redirect.php?banner_id=100&url=/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: error in single index calibration
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