Re: ql XL - SimpleCashFlowVector

Posted by Kim Kuen Tang on
URL: http://quantlib.414.s1.nabble.com/ql-XL-SimpleCashFlowVector-tp8476p8477.html


Hi Giuseppe,

Circo Giuseppe (DAM) schrieb:
> Hi all,
> There is a function named SimpleCashFlowVector() within ql XL, how can
> you add a pricing egine above it?
just my imho thoughts on this chat. You will get more responds if you
give a small description what you are trying to price.

But now back to your question.
The function SimpleCashflowVector is mainly there to create a leg. (
See: qlo\leg.hpp(106):    class SimpleCashFlowVector : public Leg)
And pricingengines only accept instruments. So you cant directly price a
leg.
You can use this function to create a leg and pass this leg for example
to a swap or bond.
And after that you can price this swap or bond.

To get you started you will find in the attachment a toy excel sheet
where the function SimpleCashflowVector is used.
Hth.

Cheers,
Kim
> Is there any way to consider the
> inputed cash flows as an instrument in order to compute present value
> and risks?
> Regards,
>
>
> ------------------------------------------------------------------------
>  


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