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Re: Hazard Rates Interpolator QLXL

Posted by Любовь Волкова on Jul 19, 2015; 10:28pm
URL: http://quantlib.414.s1.nabble.com/Hazard-Rates-Interpolator-QLXL-tp16657p16738.html

Hello, sorry for a late reply,

indeed with upper case works perfect :) Thanks a lot!

Kind regards,
Lyuba

2015-06-23 10:28 GMT+02:00 <[hidden email]>:
Hello, sorry I did not see this one before.

Yes, it expects a text string for selecting the constructor. Can you check the case please?, it has to be upper case. "BACKWARDFLAT"
If that gives trouble, can you send a simple wsheet so I can debug it pls?
Best
pp


----- Original Message -----
>
>
>
> Hi everyone
>
>
> i had a question regarding interpolator for hazard rates
> bootstrapping in qlxl. I use qlPiecewiseHazardRateCurve function and
> tried to pass interpolator as string ("BackwardFlat") as well as id
> of interpolator object created using qlInterpolation function. In
> both cases I get a failure message "Unrecognized interpolator". In
> which format should I pass the interpolation method?
>
>
> Many thanks
> Lyuba
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