BootstrapCurvaEonia&Swap6M&GvTItalia&PricingEngines.xlsx
<http://quantlib.10058.n7.nabble.com/file/n18225/ >BootstrapCurvaEonia%26Swap6M% 26GvTItalia%26PricingEngines. 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
<http://quantlib.10058.n7.nabble.com/file/n18225/ >BootstrapCurvaEonia%26Swap6M% 26GvTItalia%26PricingEngines. xlsx
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