Re: Making SpreadCdsHelper available in QuantLibXL

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Making-SpreadCdsHelper-available-in-QuantLibXL-tp7131p7141.html

On Thu, 2011-11-17 at 15:14 +0000, Bhavna Jhunjhunwala wrote:
> Yes, the evaluation date is 12/10/2007 with
> start date: 5/15/2007
> end date: 5/15/2009
> I do get reasonable values in qlCouponLegNPV and qlDefaultLegNPV.
>
Can you post some code that reproduces the issue?

Luigi
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--

There is no likelihood man can ever tap the power of the atom.
-- Robert Millikan, Nobel Prize in Physics, 1923



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