Re: Curve building example

Posted by eric ehlers on Jun 08, 2006; 6:53pm
URL: http://quantlib.414.s1.nabble.com/Curve-building-example-tp4835p4836.html

Hi Jacopo,

> The creation of the cruve is successful but the function qlgetdf which gives
> out the discount factor for a given date, does not work.

This means that the creation of the yield curve object succeeded but
subsequent bootstrapping of the yield curve failed.

> It gives out a #NUM error message in Excel.

Any time a QuantLibAddin formula returns #NUM a corresponding error
message is written to the log file so you should have a look there for
more info.

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

No an arbitrary number of inputs is supported.

Regards,
Eric