Re: Sensitivity Analysis in QuantlibXL

Posted by Sparviero on Jun 09, 2015; 7:11am
URL: http://quantlib.414.s1.nabble.com/Sensitivity-Analysis-in-QuantlibXL-tp16630p16640.html

I think qlLegBPS will works fine. Anyway you can shift IR curves by 1bps and compute the difference between the NPVs.

Cheers,

Iacopo