Login  Register

Re: Help on running QuantLibXL

Posted by Peter Caspers-4 on Apr 05, 2015; 12:26pm
URL: http://quantlib.414.s1.nabble.com/Help-on-running-QuantLibXL-tp16440p16442.html

Does it happen when pricing a swap or some similar instrument ? Then
maybe it is just its reference date being a holiday (April 5th, 2015)
? The technical start date would then be next Wednesday with
corresponding fixing date last Thursday. Either the reference date of
the swap should be moved to the next business day or even the global
evaluation date ?
Peter

On 5 April 2015 at 12:56, Eric Ehlers <[hidden email]> wrote:

> On Sun, 5 Apr 2015 06:35:02 +0000 (UTC)
> dragomir nedeltchev <[hidden email]> wrote:
>
>> Hi All,
>> I installed QuantLibXL and activated the addin, as per the
>> instructions on the site. I opened InterestRateDerivatives.xls and
>> pressed Ctrl-Alt-F9. I received #NUM! in the output cell. The above
>> goes for both 1.4 and 1.5 QuantLibXL version on my Excel 2010 32- and
>> 64-bit version. What shall I do to run QuantLibXL? Regards, Dragomir
>
> If you call ohRangeRetrieveError() to get the error message associated
> with the #NUM, you get
>
>  Missing Euribor6M Actual/360 fixing for April 2nd, 2015
>
> This did not happen when the workbook was first written, the behavior
> relating to fixings must have changed somehow.  I will try to
> investigate.
>
> Regards,
> Eric
>
> ------------------------------------------------------------------------------
> Dive into the World of Parallel Programming The Go Parallel Website, sponsored
> by Intel and developed in partnership with Slashdot Media, is your hub for all
> things parallel software development, from weekly thought leadership blogs to
> news, videos, case studies, tutorials and more. Take a look and join the
> conversation now. http://goparallel.sourceforge.net/
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

------------------------------------------------------------------------------
Dive into the World of Parallel Programming The Go Parallel Website, sponsored
by Intel and developed in partnership with Slashdot Media, is your hub for all
things parallel software development, from weekly thought leadership blogs to
news, videos, case studies, tutorials and more. Take a look and join the
conversation now. http://goparallel.sourceforge.net/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users