Posted by
Piter Dias-4 on
Sep 11, 2009; 11:38pm
URL: http://quantlib.414.s1.nabble.com/How-to-enhance-QuantLibXL-without-breaking-anything-tp12970p12972.html
Eric,
I am trying to make a sample Brazilian treasuries spreadsheet and started
with NTNF bond. It has a 10% Annual 30/360 coupon rate paid Semi-annual,
which means that it pays around 4.880884817% each semester.
> the argument "Coupons" is not a scalar, it is a vector of doubles.
Yes, you are right by I would like to include Compounding and Frequency as
well. This should be easy using InterestRate object or including two more
inputs.
In order to test it, I created a qlnewFixedRateBond function with two
extra inputs (Compounding and Frequency) but this is far from a good
solution because of lack of backward compatibility. However, it generated
the correct cash flows.
> If so, this could be accomplished using coercion:
>
>
http://quantlib.org/quantlibxl/coercion.htmlThis is new for me and should do exactly what I want. I will try to do the
same spreadsheet using it.
Thanks a lot,
-------------------------
Piter Dias
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