Posted by
Ballabio Gerardo-4 on
Jun 25, 2012; 6:53am
URL: http://quantlib.414.s1.nabble.com/How-to-get-the-legs-of-a-swap-in-QuantLibXL-tp8525p8528.html
Da: Bojan Nikolic [mailto:
[hidden email]]
> Did you have a look at the qlSwapLegAnalysis() function? It retrieves
> most of the information from the underlying swap legs.
Yes the information is there, but it requires calculations to extract it
(e.g., to find the current accrued days, first I must locate the current
coupon, then subtract the start date from the evaluation date). While if
I could access the legs, the appropriate function would give me the
answer directly.
Gerardo
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