qlInterpolation problem

[cheng li]

I am using QuantlibXl 1.0.1. I find that in function qlInterpolation many interpolation type mentioned in the docs don’t work, e.g. MonotonicNaturalCubicSpline.

 

Does anyone has an idea on what is the problem? My excel version is Excel 2010, operating system is Win7 pro.

 

Regards

 

Li, Cheng

 

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[Luigi Ballabio]

On Thu, 2011-03-31 at 23:43 +0800, 李丞 wrote:
> I am using QuantlibXl 1.0.1. I find that in function qlInterpolation
> many interpolation type mentioned in the docs don’t work, e.g.
> MonotonicNaturalCubicSpline.

May you provide an example?

Thanks,
        Luigi


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works.
-- unknown



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[Cheng-B.Li]

 
Here is the error example.

-----Original Message-----
From: Luigi Ballabio [mailto:[hidden email]]
Sent: Thursday, March 31, 2011 11:57 PM
To: 李丞
Cc: [hidden email]
Subject: Re: [Quantlib-users] qlInterpolation problem

On Thu, 2011-03-31 at 23:43 +0800, 李丞 wrote:
> I am using QuantlibXl 1.0.1. I find that in function qlInterpolation
> many interpolation type mentioned in the docs don’t work, e.g.
> MonotonicNaturalCubicSpline.

May you provide an example?

Thanks,
        Luigi


--

There are two ways to write error-free programs; only the third one works.
-- unknown



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[Eric Ehlers-2]

Hello,

> Here is the error example.

Change

     MonotonicNaturalCubicSpline

to

     MonotonicCubicNaturalSpline

and it works :)

Here is the list of all enumerations:

http://quantlib.org/quantlibxl/enums.html

Regards,
Eric


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[Cheng-B.Li]

THX, that really works.

The parameters I used are listed in the qlInterpolation function part in
the QuantLibXL-docs-1.0.1.chm.

I think the doc need to be corrected.

-----Original Message-----
From: Eric Ehlers [mailto:[hidden email]]
Sent: Saturday, April 02, 2011 4:57 PM
To: Li, Cheng-B
Cc: [hidden email]; [hidden email]
Subject: Re: [Quantlib-users] qlInterpolation problem

Hello,

> Here is the error example.

Change

     MonotonicNaturalCubicSpline

to

     MonotonicCubicNaturalSpline

and it works :)

Here is the list of all enumerations:

http://quantlib.org/quantlibxl/enums.html

Regards,
Eric

Visit our website at http://www.ubs.com

This message contains confidential information and is intended only
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should not disseminate, distribute or copy this e-mail.  Please
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E-mails are not encrypted and cannot be guaranteed to be secure or
error-free as information could be intercepted, corrupted, lost,
destroyed, arrive late or incomplete, or contain viruses.  The sender
therefore does not accept liability for any errors or omissions in the
contents of this message which arise as a result of e-mail transmission.  
If verification is required please request a hard-copy version.  This
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or related financial instruments.

 
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[Eric Ehlers-2]

Quoting [hidden email]:

> The parameters I used are listed in the qlInterpolation function part in
> the QuantLibXL-docs-1.0.1.chm.

Oops.  That's the same info that appears online at

http://quantlib.org/quantlibxl/func__interpolation.html#qlInterpolation.

It is fixed in subversion for the upcoming 1.1.0 release, thanks for  
the heads up.

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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