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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