Re: [Quantlib-users] [QuantLibXL] qlVanillaSwap pricing

[Matteo C. <mat...@pr...>]

Sorted out this one as well: just refer to the term structure object
while defining the Xibor index and all works.

________________________________

From: Matteo Castagna 
Sent: 22 December 2006 15:53
To: 'qua...@li...'
Subject: [QuantLibXL] qlVanillaSwap pricing


I'm returned the following error while trying to get the NPV
 
ERROR - qlNPV - '[SwapPricing A.xls]Sheet1'!$G$26 - null term structure
set to par coupon
 
I saw a qlSetEuriborStructure(termStructure) is used in the example
spreadsheet and this rings a bell: nevertheless I'm trying to price a
non-EUR swap so I'm not sure this funcition should be used; on top of
this I'd like to price the same swap using more than one curve defined
on the same spreadsheet: using the same "Xibor" structure wouldn't cut
it, I guess.
Thanks. Matteo
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