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Re: Hazard Rates Interpolator QLXL

Posted by Peter Caspers-4 on Aug 19, 2015; 7:40am
URL: http://quantlib.414.s1.nabble.com/Hazard-Rates-Interpolator-QLXL-tp16657p16814.html

yes, that's where I used to look them up :-) I guess it would pay out
for many users to have them documented properly. At best they would be
available in the wizard's help message in their exact form. It's a
pity to have all this great functionality, but no transparency on how
to access it, at least for black box users. Which reminds me of my
Numerix / Excel days with quite similar problems ... :-/


On 19 August 2015 at 09:54,  <[hidden email]> wrote:

> 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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