Evaluation Date

Posted by Grześ Andruszkiewicz on May 31, 2013; 11:15am
URL: http://quantlib.414.s1.nabble.com/Evaluation-Date-tp14306.html

Hi,

Is it possible to set the valuation date for a single instrument? I am trying to check what would an instrument be worth in a years time in different scenarios, and compare it to today's value. It is all done in Excel, so changing the global evaluation date temporarily doesn't seem to be an option.

Regards,

Grzegorz

------------------------------------------------------------------------------
Get 100% visibility into Java/.NET code with AppDynamics Lite
It's a free troubleshooting tool designed for production
Get down to code-level detail for bottlenecks, with <2% overhead.
Download for free and get started troubleshooting in minutes.
http://p.sf.net/sfu/appdyn_d2d_ap2
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev