Posted by
Theologis Chapsalis-2 on
Oct 06, 2010; 9:01pm
URL: http://quantlib.414.s1.nabble.com/Cash-flow-schedule-from-Vanilla-Swap-tp8425p8428.html
Hi Eric
Thank you very much for your message. Indeed it helps and now I can run
the spreadsheet "InterestRatederivatives.xls" without any problem.
However I cannot find the spreadsheet "YieldTermStructures.xls". Do you
mean "YieldCurveBottstrapping.xls"?
Also, it's great that you are strongly contributing to the updates of
QLXL ( I saw that the version 1.0.1 has been released). Congratulations!
Theo
On 06/10/2010 14:38, Eric Ehlers wrote:
> 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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