Re: [Quantlib-dev] How to enhance QuantLibXL without breaking anything?

[Piter D. <pit...@pi...>]

Eric,

I am trying to make a sample Brazilian treasuries spreadsheet and started
with NTNF bond. It has a 10% Annual 30/360 coupon rate paid Semi-annual,
which means that it pays around 4.880884817% each semester.

> the argument "Coupons" is not a scalar, it is a vector of doubles.

Yes, you are right by I would like to include Compounding and Frequency as
well. This should be easy using InterestRate object or including two more
inputs.
In order to test it, I created a qlnewFixedRateBond function with two
extra inputs (Compounding and Frequency) but this is far from a good
solution because of lack of backward compatibility. However, it generated
the correct cash flows.

> If so, this could be accomplished using coercion:
> 
>      http://quantlib.org/quantlibxl/coercion.html

This is new for me and should do exactly what I want. I will try to do the
same spreadsheet using it.

Thanks a lot,

-------------------------

Piter Dias
pit...@pi...