Thanks you very much.
I filled 1Y as the tenor argument instead of 1.
Stéphane.
-----Original Message-----
From:
[hidden email] [mailto:
[hidden email]] On Behalf Of Ferdinando Ametrano
Sent: mardi 22 janvier 2008 16:28
To: Hamard, Stéphane
Cc:
[hidden email]
Subject: Re: [Quantlib-users] qlYieldTSParRate
On Jan 18, 2008 3:28 PM, Hamard, Stéphane
<
[hidden email]> wrote:
> I'm trying to use the function qlYieldTSParRate, but whatever the value
> of the argument StartDate, I have this error message:
>
> qlYieldTSParRate - unable to convert parameter 'startDate' to type class
> QuantLib::Date - Date's serial number (0) outside allowed range [367-73050],
> i.e. [January 1st, 1901-December 31st, 2099]
>
> There is a bug with this function?
it might help to know which version of the XL addin you are using.
Anyway I don't think there is a bug, On the forthcoming 0.9.0 release
=qlYieldTSParRate(E10,1,TODAY()+365,"Annual") returns a valid result
(where E10 has a valid YieldTermStructure ID
ciao -- Nando
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