http://quantlib.414.s1.nabble.com/Hazard-Rates-Interpolator-QLXL-tp16657p16810.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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