Re: Hazard Rates Interpolator QLXL

Posted by japari on
URL: http://quantlib.414.s1.nabble.com/Hazard-Rates-Interpolator-QLXL-tp16657p16812.html

Actually I did not answer your question. Theres a list...in the factories source code... :-)
But this would be a list per class template and sometimes (like in this case) there are several template parameters so it wouldnt be as simple as an index.
In this case you dont want an interpolator object but a term structure that is indexed by an interpolation type and a few other types (1 in this case, the HazardRate/Probability/...)

Best
Pepe

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

> Pepe, I seem to remember that those string tags in QLXL are case
> insensitive in general (stop me if I am talking nonsense), so maybe
> this should apply to the credit part as well ? Also, is there a
> complete list of allowed tags (except in the enumerated something
> files themselves ?) - I guess it would be nice to have them available
> in one place in some public doc ?
> Peter
>
> On 18 August 2015 at 21:57,  <[hidden email]> wrote:
> > 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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> >> >
> >>
> >>
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