Re: Help on running QuantLibXL

Posted by Eric Ehlers-3 on Apr 05, 2015; 12:30pm
URL: http://quantlib.414.s1.nabble.com/Help-on-running-QuantLibXL-tp16440p16443.html

Yes, that's it.  If I do qlSettingsSetEvaluationDate(42101) then the
error goes away.  42101 is 7-Apr-2015.

On Sun, 5 Apr 2015 14:38:24 +0200
Peter Caspers <[hidden email]> wrote:

> 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
> >
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