Curve building example

Posted by Jacopo.Zani on Jun 08, 2006; 6:36pm
URL: http://quantlib.414.s1.nabble.com/Curve-building-example-tp4835.html


Hi all,
            I have just installed QuantlibAddin (both Release and Debug version) on py PC....I would like to begin to build discount factors curve from Depo-Swaps-Futures.

I am using an Excel Workbook (in the examples) named YC_SwapDemo.xls. I tried to build different curves using a lower number of instruments than the default (6 Futures instead 12 and 10 Swaps).

The creation of the cruve is successful but the function qlgetdf which gives out the discount factor for a given date, does not work. It gives out a #NUM error message in Excel.
Does anybody have a feedback on this problem?

Do the curve framework work with a fixed number of instrument only?

Regards

Jacopo

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