Re: How to use qlBlackVarianceSurface() function in QuanLibXL

Posted by Eric Ehlers-2 on
URL: http://quantlib.414.s1.nabble.com/How-to-use-qlBlackVarianceSurface-function-in-QuanLibXL-tp1443p1444.html

Hi Max,

> Hi,
>
> I am trying to use qlBlackVarianceSurface() function in Excel to build
> volatility suface.
> However, I always get the error, #NUM! when calling the function.
>
> Here is an example using a 5x5 input matrix:
> =qlBlackVarianceSurface("volsurface1", I4, B8:F8, A3:A7, B3:F7, I3)
>
> Any help?

Try calling ohRetrieveError() on the cell returning #NUM.

Regards,
Eric


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