[Quantlib-dev] Questions about qlInterpolatedYieldCurve & qlYieldTSForwardRate of QuantLibXL-1.5.0

[Boris C. <cho...@gm...>]

Dear all,

I am new to the list and would like to query about generating the yield
curve object and way to generate forward rate.

I have tried to use the excel addin of QuantLibXL-1.5.0

I find that it is using Forward rate (cell containing G10) to create yield
curve object (cell D5), and then use the same object to retrieve forward
rate (cell N10). However, it is funny that the rates are different with an
extent of 0.5% (the cells are highlighted in yellow).   I tried to play
around different combination of last 2 parameters of qlYieldTSForwardRate
but it cannot succeed.

Please kindly advise the reason behind.


Many thanks,
Boris