Posted by
Ferdinando M. Ametrano-3 on
URL: http://quantlib.414.s1.nabble.com/ql-XL-SimpleCashFlowVector-tp8476p8478.html
Hi Kim and Giuseppe
> The function SimpleCashflowVector is mainly there to create a leg. ( See:
> qlo\leg.hpp(106): class SimpleCashFlowVector : public Leg)
that's why in the next release qlSimpleCashFlowVector will be called qlLeg
>> There is a function named SimpleCashFlowVector() within ql XL, how can
>> you add a pricing egine above it?
> [...]
> 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.
that's correct, but anyway you can apply to a QuantLibAddin::Leg
object all existing qlLegXXX functions, qlLegNPV included.
In the next release all QuantLib::CashFlows::XXX functions defined in
ql/cashflows/cashflows.hpp will be available in Excel as qlLegXXX
ciao -- Nando
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