From: artella <art...@go...> - 2009-04-22 15:24:30
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Hi, I have been looking at OptionletVolatilityStructureChecks.xls located in QuantLibXL\Workbooks\Tests. When I load the sheet, B6 in "Prices", which contains the function call "qlBlackCapFloorEngine(,B2,EUR6MCapletVol,Trigger)" yields error #NUM! . I presume that this is because the YieldCurve object EuriborYC6M and vol object EUR6MCapletVol have been created in another workbook. Which workbook contains the corresponding objects for these market data? [I had a look in market data but couldnt find anything]. Thanks. Thanks -- View this message in context: http://www.nabble.com/Market-data-Input-data-for-Excel-workbooks-tp23175523p23175523.html Sent from the quantlib-users mailing list archive at Nabble.com. |