Overview

functions to construct and use Instrument objects.

Function List

qlInstrumentErrorEstimate

double returnValue
 
qlInstrumentErrorEstimate(
        string ObjectId
        any Trigger)

Returns the NPV error estimation (for e.g. Monte Carlo simulation) for the given Instrument object.

Excel

Parameters

ObjectId	id of existing QuantLib::Instrument object
Trigger	dependency tracking trigger

qlInstrumentIsExpired

bool returnValue
 
qlInstrumentIsExpired(
        string ObjectId
        any Trigger)

Returns TRUE if the given Instrument object is expired.

Excel

Parameters

ObjectId	id of existing QuantLib::Instrument object
Trigger	dependency tracking trigger

qlInstrumentNPV

double returnValue
 
qlInstrumentNPV(
        string ObjectId
        any Trigger)

Returns the NPV for the given Instrument object.

Excel, Calc, Guile, C, C++

Parameters

ObjectId	id of existing QuantLib::Instrument object
Trigger	dependency tracking trigger

qlInstrumentResults

double returnValue
 
qlInstrumentResults(
        string ObjectId
        string ResultType
        any Trigger)

Returns the required result (if available) for the given Instrument object.

Excel

Parameters

ObjectId	id of existing QuantLib::Instrument object
ResultType	result type (e.g. 'vega').
Trigger	dependency tracking trigger

qlInstrumentSetPricingEngine

void returnValue
 
qlInstrumentSetPricingEngine(
        string ObjectId
        string PricingEngine
        any Trigger)

Sets a new pricing engine to the given Instrument object.

Excel, C++, Calc

Parameters

ObjectId	id of existing QuantLibAddin::Instrument object
PricingEngine	PricingEngine object ID.
Trigger	dependency tracking trigger

qlInstrumentValuationDate

long returnValue
 
qlInstrumentValuationDate(
        string ObjectId
        any Trigger)

Returns the date to which the net present value refers.

Excel, Calc, Guile, C, C++

Parameters

ObjectId	id of existing QuantLib::Instrument object
Trigger	dependency tracking trigger