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Re: Exposure Issues

Posted by Eric Ehlers-2 on Aug 13, 2008; 10:11am
URL: http://quantlib.414.s1.nabble.com/Exposure-Issues-tp12286p12287.html

Hello,

On Tue, August 12, 2008 11:14, Rahul Gupta wrote:

> When I try to instantiate a qlPricingEngine("AE",B30), i.e. a
> GeneralizedBlackScholesEngine, I get #NUM, and the following error from
ohRetrieveError():

That's the wrong syntax, in the first parameter you specify the ID of the
object you're creating.  Try qlPricingEngine("my_engine", "AE", B30).

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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