http://quantlib.414.s1.nabble.com/Hazard-Rates-Interpolator-QLXL-tp16657p16815.html
I just had a very cursory look at things. In the enumerations the
use the enumerations for credit. The mechanism is pretty flexible and
> 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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> >> >>
> >> >>
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