Excel YC_SwapDemo.xls questions
Posted by
zheng wang-4 on
URL: http://quantlib.414.s1.nabble.com/Simple-Code-tp4403p4408.html
I am checking the Excel AddIns and have a few questions:
a. When settlementdate is bigger than valuateDate, DF numbers are undefined.
b. Can we set different valuatedate and settlementdate for each instrument for the curve
c. what is use of the cell G3 in swap convention section?
d. what is trigger used for?
Thanks.
-Jim
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