QuantlibXL: Black Variance surface error

Posted by Lapin on Jul 24, 2007; 9:27am
URL: http://quantlib.414.s1.nabble.com/QuantlibXL-Black-Variance-surface-error-tp1181.html

Hi,

I am trying to build a black variance surface based on a 4 x 3 vol matrix (4 dates  and 3 strikes).

For the dates to pass in the BlackVarianceSurface function, I use the function oFilter to create my array of dates
For the strikes to pass in the BlackVarianceSurface function, I use the oFilter function also.
For the Vols to pass in the BlackVarianceSurface function, I use the oPack function with my vol array as input.

I have a strange error "not enough point to interpolate".
Since there is no sample for this function and I can not debug yet, I am wondering if someone knows how to make it work?

Regards