Limitations in QuantLibXL ?

Posted by Yong C W on
URL: http://quantlib.414.s1.nabble.com/Limitations-in-QuantLibXL-tp949.html


Hi
        I installed QuantlibXL-0.4.0 and opened the worksheet
YC_SwapDemo.xls. I noticed that the vector array argument in
qlPiecewiseYieldCurve function (in cell K2 of the "BOOTSTRAP" sheet)
includes only the deposit rates and future prices (G12:G23). When I tried to
extend the range to include the swap rates (G24:G40), Excel disappeared
right after I pressed Enter, i.e. the application crashed.
        So is the bootstrapping procedure limited to only deposit and
futures?
        Also I have read in the documentation the enumerations used. The
indices are Euribor or EuroLibor only. So are these the only indices
allowed?
        Many thanks in advance.


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