Re: How to use qlBlackVarianceSurface() function in QuanLibXL
Posted by
Max-118 on
URL: http://quantlib.414.s1.nabble.com/How-to-use-qlBlackVarianceSurface-function-in-QuanLibXL-tp1443p1445.html
Hi Eric,
Thanks a lot! Now the error is fixed and qlBlackVarianceSurface() gives a proper object (e.g. "volsurface1#001")
Then how should I go about to use the object to do the interpolation and build the surface?
Sorry for the dummy question, as I am very new to quantlib.
Best regards,
Max
On 10/3/07, Eric Ehlers <[hidden email]> wrote:
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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