Hi Cheng,Thanks very much. This commit rightly pointed out that "CleanPrice" should be replaced by "Price" when calling getSystemProperty. The commit still missed one "CleanPrice", though. It works fine after all been replaced.Best,Michael
At 2015-06-03 12:21:23, "Cheng Li" <[hidden email]> wrote:
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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