Posted by
Eric Ehlers-2 on
Oct 06, 2010; 1:38pm
URL: http://quantlib.414.s1.nabble.com/Cash-flow-schedule-from-Vanilla-Swap-tp8425p8427.html
Hi Theo,
> I am using QLXL-0.9.7 and in many occasions, it works perfectly fine.
> However, some functions do not run in the samples that were installed
> together with the xll.
The best example workbooks are YieldTermStructures.xls and
InterestRateDerivatives.xls. The others are less well maintained.
>
> Here is such an example: In columns 6,7,9,11 (Sheet("Cubic")), I can
> only see the typical Excel error msg (#VALUE!)...
> Does anyone get a result?
I just tried that workbook and it works fine for me. Here are the
steps I followed:
1) Install QuantLibXL 0.9.7 (binary release)
2) Start Excel
3) Open C:\Program Files\QuantLibXL-0.9.7\xll\QuantLibXL-vc80-mt-s-0_9_7.xll
4) Open C:\Program Files\QuantLibXL-0.9.7\Workbooks\Math\Interpolation.xls
5) Hit Ctrl-Alt-F9
At that point in sheet Cubic all of the formulas return values, no errors.
[With one exception, in range =[Interpolation.xls]Cubic!$C$4, the
formula should be ohRangeRetrieveError() not ohRetrieveError()]
Can you repeat the steps above? At what point do your results differ
from mine?
I tried the same test for QuantLibXL version 1.0.1 and I get #VALUE
but the workaround mentioned separately by Bojan fixes the problem.
The comma delimited list of inputs is broken and a fix for this is on
my to do list.
Thanks,
Eric
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