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.beDistributed computing for pricing analytics - Use Microsoft Excel as a client
to the Grid
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