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QuantSA (v0.4.0-alpha)
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QuantSA General
Excel Functions
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Types
Boolean
BusinessDayConvention
Calendar
CompoundingConvention
Currency
Date
DayCountConvention
FloatRateIndex
Tenor
Share
Conventions
ApplyBusinessDayAdjustment
CreateBusiness252DayCount
DFFromRate
GetYearFraction
IsHoliday
RateConvert
Credit
CreateCDS
CreateHazardCurve
CreateModelDeterministicCreditWithFXJump
CreateReferenceEntity
GetSurvivalProb
Curves
CovarianceFromCurves
CreateDatesAndRatesCurve
CreateNelsonSiegel
CreatePCACurveSimulator
CreateRateForecastCurve
CurveInterp
FitCurveNelsonSiegel
PCACurveSimulatorGetRates
PCAFromCurves
Equities
CreateEquityCall
CreateEquityModel
CreateShare
FX
CreateFXForecastCurve
CreateMultiHWAndFXToy
GetFXRate
General
CreateProductFromFile
FormulaBlack
FormulaBlackScholes
GetAvailableResults
GetCSArray
GetInstallPath
GetResults
InterpLinear
LatestError
OpenExampleSheetsDir
ShowAbout
ViewObjectPropertyNames
ViewObjectPropertyValue
Rates
CreateCashLeg
CreateFixedLeg
CreateFloatLeg
CreateHWModelDemo
CreateLoanFixedRate
CreateLoanFloatingRate
CreateRateForecastCurveFromDiscount
CreateZARBermudanSwaption
CreateZARFRA
CreateZARSwap
GetDF
GetSimpleForward
ValueZARSwap
Valuation
CreateCurveModel
EPE
PFE
Value
LatestError
.
Description
Example Sheet
Not available
Arguments