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Re: Hazard Rates Interpolator QLXL

Posted by japari on Aug 18, 2015; 7:28pm
URL: http://quantlib.414.s1.nabble.com/Hazard-Rates-Interpolator-QLXL-tp16657p16804.html

Au passage; there are a few worksheets in

QuantLibXL/StandaloneExamples/Credit
QuantLibXL/StandaloneExamples/CreditPortfolioRisk

that show how to call the credit functionality.

Best
Pepe


----- Original Message -----

>
>
>
> 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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> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
> >
>
>
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