Toggle navigation
QuantSA (v0.2.0-alpha)
Contact
Resources
Github Repo
Github Wiki
Source Documentation
Documentation History
Help Category
QuantSA General
Excel Functions
Feedback
Types
Boolean
BusinessDayConvention
Calendar
CompoundingConvention
Currency
Date
DayCountConvention
FloatingIndex
Tenor
Share
Conventions
ApplyBusinessDayAdjustment
CreateBusiness252DayCount
DFFromRate
GetYearFraction
IsHoliday
RateConvert
Credit
CreateCDS
CreateHazardCurve
CreateModelDeterministicCreditWithFXJump
GetSurvivalProb
Curves
CovarianceFromCurves
CreateDatesAndRatesCurve
CreatePCACurveSimulator
CurveInterp
FitCurveNelsonSiegel
PCACurveSimulatorGetRates
PCAFromCurves
Equities
CreateEquityCall
CreateEquityModel
FX
CreateFXForecastCurve
CreateMultiHWAndFXToy
GetFXRate
General
CreateProductFromFile
FormulaBlackScholes
GetAvailableResults
GetCSArray
GetInstallPath
GetResults
InterpLinear
Rates
CreateCashLeg
CreateFixedLeg
CreateFloatLeg
CreateHWModelDemo
CreateLoanFixedRate
CreateLoanFloatingRate
CreateRateForecastCurveFromDiscount
CreateZARBermudanSwaption
CreateZARFRA
CreateZARSwap
GetDF
ValueZARSwap
Valuation
CreateCurveModel
EPE
PFE
Value
GetInstallPath
Get a string representing the path in which QuantSA is intalled.
Description
Get a string representing the path in which QuantSA is intalled.
Example Sheet
CreateProductFromFile.xlsx
Arguments