Login  Register

Re: QuantlibXL: how to create Leg object?

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

-------------------------------------------------------------------------
This SF.Net email is sponsored by the Moblin Your Move Developer's challenge
Build the coolest Linux based applications with Moblin SDK & win great prizes
Grand prize is a trip for two to an Open Source event anywhere in the world
http://moblin-contest.org/redirect.php?banner_id=100&url=/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users