Posted by
Ferdinando M. Ametrano-3 on
Nov 21, 2008; 10:39am
URL: http://quantlib.414.s1.nabble.com/QuantlibXL-how-to-create-Leg-object-tp5681p5682.html
Hi Marek
On Wed, Nov 19, 2008 at 8:50 PM, Marek Ozana <
[hidden email]> wrote:
> I am reading through the 'Leg' help section of QuantlibXL and I fail
> to understand how to construct a Leg object. Which function is used?
qlFixedRateLeg, qlIborLeg, qlDigitalIborLeg, qlCmsLeg, etc
> It seems like if all qlLeg... functions work on already existing Leg
> object.
right. Leg is the base class, so every qlLegXXX is just XXX base class
method call
> Is there any simple way to construct Leg object from already existing
> qlFixedRateBond object?
Probably not. try the other way: build the leg, then use it for
instantiating the bond. This way you'll have both in a coherent way.
hope it helps
ciao -- Nando
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