Re: QuantlibXL: Black Variance surface error

Posted by Luigi Ballabio on Jul 26, 2007; 2:33pm
URL: http://quantlib.414.s1.nabble.com/QuantlibXL-Black-Variance-surface-error-tp1181p1185.html

On Thu, 2007-07-26 at 06:14 -0700, Yomi wrote:
> I am trying to use the default setup.
> I am passing dates using ohPack function, Strikes using the same function,
> and vols matrix.
> Perhaps I am doing something wrong but if you can help me it would be
> fantastic.

Hmm, I don't know. The "not enough points" thing made me think of
splines (three points are not enough for those, I think) but I'm not
familiar with the Excel plugin.

Luigi


--

There are no rules of architecture for a castle in the clouds.
-- Gilbert K. Chesterton



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