problem with spreadsheet using Quantlib object

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problem with spreadsheet using Quantlib object

Florent Makanda
Hi all,
i am trying to compute a clean price of zero coupon bond in Excel .I built

A following objects  qlzeroCurve , qlzeroCouponbond, qlBondEngine , qlInstrumentSetPricingEngine and then compute a clean price of bond. This give an acceptable value of clean price. However , when I try to update one of objects or parameters of object , the spreadsheet is crashed and ohretrieveerror of clean price return “parameter trigger has error value”. Choosing a default value of trigger , error persist and I often obverse the same error in others spreadsheet using Quantlib functions .

Does anyone know something about?   

 

 


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Re: problem with spreadsheet using Quantlib object

Eric Ehlers-2
Hello,

> Hi all,
> i am trying to compute a clean price of zero coupon bond in Excel .I built
> A following objects  qlzeroCurve , qlzeroCouponbond, qlBondEngine ,
qlInstrumentSetPricingEngine and then compute a clean price of bond.
This
> give an acceptable value of clean price. However , when I try to update
one of objects or parameters of object , the spreadsheet is crashed and
ohretrieveerror of clean price return “parameter trigger has error
value”. Choosing a default value of trigger , error persist and I
often
> obverse the same error in others spreadsheet using Quantlib functions .
Does anyone know something about?

Please send me the workbook.  Which version of QuantLibXL are you using?

I tried without success to recreate the error using file
Workbooks\StandaloneExamples\Bonds.xls.  In so doing I noticed that this
workbook wasn't updated for the 0.9.7 release.  Here's the corrected
workbook if anyone wants it:

http://www.quantlibxl.org/Bonds.xls

Regards,
Eric

-------------------------
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
Distributed computing for pricing analytics - Use Microsoft Excel as a
client to the Grid





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