floating rate bond pricing on excel using quantlib

Posted by Silvia Buttarazzi on Apr 26, 2017; 1:16pm
URL: http://quantlib.414.s1.nabble.com/floating-rate-bond-pricing-on-excel-using-quantlib-tp18225.html

BootstrapCurvaEonia&Swap6M&GvTItalia&PricingEngines.xlsx
Hi,
I'm trying to price a plain floating rate bond (namely a CCT€) using the quantlib functions developed for excel (please see attached file, sheet 12.BondTassoVariabile)
Unfortunately, the qlBondCleanPrice is always returning #NUM! although I think I set the needed parameters.
Could you please help me in understanding where I get wrong? Thank you very much indeed.
Moreover I would like to know if you could suggest a different way to price a floating rate bond. I was trying to use the function CCTE but stil I'm not able to get a price.
I look forward to hearing from you.
Many thanks in advance for your help.

Silvia








.BootstrapCurvaEonia&Swap6M&GvTItalia&PricingEngines.xlsx