http://quantlib.414.s1.nabble.com/Hazard-Rates-Interpolator-QLXL-tp16657p16818.html
class Foo { /* ... */ };
> OK, thanks for the pointers. I will work on it.
> Best
> Pepe
>
>
> ----- Original Message -----
> > Hi All,
> >
> > I just had a very cursory look at things. In the enumerations the
> > identifier BackwardFlat appears twice:
> >
> >
http://quantlib.org/quantlibaddin/enums.html> >
> > In those contexts the strings are case insensitive, and are
> > documented.
> >
> > It appears that in the case of credit the string "BACKWARDFLAT" is
> > hard
> > coded into the source code:
> >
> >
https://github.com/eehlers/quantlib/blob/master/QuantLibAddin/qlo/credit.cpp> >
> > So in that case it would not work like the other enumerations.
> >
> > Off the top of my head I am pretty sure that it would be possible to
> > use the enumerations for credit. The mechanism is pretty flexible
> > and
> > we used it for example to map strings to C++ template classes.
> >
> > Kind Regards,
> > Eric
> >
> > On Wed, 19 Aug 2015 10:10:22 +0200
> > Peter Caspers <
[hidden email]> wrote:
> >
> > > 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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> > > >> >>
> > > >> >>
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> > > >> >
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