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Re: ql XL - SimpleCashFlowVector

Posted by Circo Giuseppe (DAM) on Mar 23, 2010; 2:40pm
URL: http://quantlib.414.s1.nabble.com/ql-XL-SimpleCashFlowVector-tp8476p8479.html

Ciao Ferdinando,

First thank you for your reply,

I also had a thought about inflation instruments and cash flow vector that could be dependent on inflation (in my case indexed liabilities), is there anything foreseen on this side for next release?

Regards,


-----Original Message-----
From: [hidden email] [mailto:[hidden email]] On Behalf Of Ferdinando Ametrano
Sent: 23 March 2010 15:09
To: Kim Kuen Tang
Cc: Circo Giuseppe (DAM); [hidden email]
Subject: Re: [Quantlib-users] ql XL - SimpleCashFlowVector

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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