quantlibXL capfloor

[HADJERES-MELLOUL Nabyl]

Good evening Quantlib users,

 

I hope so everybody spent beautiful holidays.

 

Please, someone could help me ?

 

I am a new user on quantlibXL 0.4.0

So do you think I need to use the Schedulegenerator to generate

Scheduled dates to price a cap or a floor,  because

If change the frequency as 3M, I’d like to generate all the scheduled dates.

 

Regards.

Nabyl.

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[Eric Ehlers-2]

Hi Nabyl,

> Good evening Quantlib users,
>
> I hope so everybody spent beautiful holidays.
>
> Please, someone could help me ?
>
> I am a new user on quantlibXL 0.4.0
>
> So do you think I need to use the Schedulegenerator to generate
>
> Scheduled dates to price a cap or a floor,  because
>
> If change the frequency as 3M, I'd like to generate all the scheduled
> dates.

Please update to the latest release of QuantLibXL which is 0.8.0.
Included in the release is an example workbook for caps and floors.

Regards,
Eric


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