答复: Excel addin qlFixedRateBondHelper issue

Posted by cheng li on
URL: http://quantlib.414.s1.nabble.com/Excel-addin-qlFixedRateBondHelper-issue-tp16613p16614.html

Hi Michael,

 

I think this is a missing part from the following commit:

 

https://github.com/lballabio/quantlib/commit/bd3a889e3c17912b14d3da51ca6adb79d5503e4b

 

You can do the further change to FixRateBondHelper as what has been done for BondHelper.,

 

Regards,

Cheng

 

发件人: michaelc309 [mailto:[hidden email]]
发送时间: 2015年6月3日 11:05
收件人: [hidden email]
主题: [Quantlib-users] Excel addin qlFixedRateBondHelper issue

 

Hi all, 

 

I was using Excel addin calling function qlFixedRateBondHelper with following parameters:

 

=qlFixedRateBondHelper("helper",100,1,100,N9,3.53,"A/365","Modified Following",,,"China","0D","China","Modified Following",FALSE)

 

qlFixedRateBondHelper(

string ObjectId // "helper"

string Price // 100

long SettlementDays // 1

double FaceAmount // 100

string ScheduleID // "3M#0001"

vector<double> Coupons // 3.53

string DayCounter // "A/365"

string PaymentBDC // "Modified Following"

double Redemption

long IssueDate

string PaymentCalendar // "China"

string ExCouponPeriod // "0D"

string ExCouponCalendar // "China"

string ExCouponBDC // "Modified Following"

bool ExCouponEndOfMonth // FALSE

bool UseCleanPrice

bool Permanent

any Trigger

bool Overwrite)

 

calling ohRangeRetrieveError shows following error

qlFixedRateBondHelper - Error: attempt to retrieve non-existent property:'CleanPrice'

 

Any ideas what went wrong?

 

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