QuantLibXL - helper functions

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INTEREST RATES

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qlFraRateHelper(PeriodToStart, IborIndex, Rate) qlFraRateHelper2(PeriodToStart, LengthInMonths, FixingDays, Calendar, Convention, EndOfMonth, DayCounter, Rate) qlOISRateHelper(SettlDays, Tenor, ONIndex, FixedRate) qlSwapRateHelper(SwapIndex, ForwardStart, Rate, Spread, DiscountingCurve) qlSwapRateHelper2(Tenor, Calendar, FixedLegFrequency, FixedLegConvention, FixedLegDayCounter, IborIndex, ForwardStart, Rate, Spread, DiscountingCurve) qlDepositRateHelper(IborIndex, Rate) qlDepositRateHelper2(Tenor, FixingDays, Calendar, Convention, EndOfMonth, DayCounter, Rate) qlFuturesRateHelper(IMM, IborIndex, Price, ConvexityAdjQuote) qlFuturesRateHelper2(IMM, LengthInMonths, Calendar, Convention, EndOfMonth, DayCounter, Price, ConvexityAdjQuote) qlDatedOISRateHelper(StartDate, EndDate, ONIndex, FixedRate) qlVanillaSwapFromSwapRateHelper(SwapRateHelper) qlOvernightIndexedSwapFromOISRateHelper(OISRateHelper) qlPiecewiseYieldCurve(NDays, Calendar, RateHelpers, DayCounter, JumpDates, Accuracy, TraitsID, InterpolatorID, Jumps) qlPiecewiseFlatForwardCurve(ReferenceDate, RateHelpers, DayCounter, Accuracy)

CREDIT

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qlSpreadCdsHelper(Tenor, SettlementDays, Calendar, Frequency, PaymentConvention, GenRule, DayCounter, RecoveryRate, SettleAccrual, PayAtDefault, RunningSpread, DiscountingCurve) qlUpfrontCdsHelper(RunningSpread, Tenor, SettlementDays, Calendar, Frequency, PaymentConvention, GenRule, DayCounter, RecoveryRate, UpfrontSettlementDays, SettleAccrual, PayAtDefault, UpfrontSpread, DiscountingCurve) qlPiecewiseFlatHazardRateCurve(ReferenceDate, Helpers, DayCounter, Accuracy)

BONDS

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qlBondHelper(Bond, CleanPrice) qlFixedRateBondHelper(SettlementDays, FaceAmount, Coupons, DayCounter, PaymentBDC, Redemption, IssueDate, CleanPrice, ScheduleID)