P
pino
I really dont understand why I cannot pass the vector rstar in the function
forward...it gives me #value!!!!!!!!!!
The input of the function forward is a vector of the same dimension of
rstar!!!!!!!!!!!!!!!!!!!!!!!!!!!!
Option Base 1
Function swap(r As Variant, date_pay As Variant)
Dim fw() As Variant
Dim rstar() As Variant
n = date_pay.Rows.Count
ReDim rstar(n, 2)
ReDim fw(n, 1)
rstar = interpolated_yield_curve(r, date_pay)
fw = forward(rstar)
swap=fw
If I use just::
fw = forward(r)
swap=fw
OR
rstar=interpolated_yield_curve(r, date_pay)
swap=rstar
it works sigularly so the function are right, but i can pass the input of
the first in the other.!
why??
thank a lot!
forward...it gives me #value!!!!!!!!!!
The input of the function forward is a vector of the same dimension of
rstar!!!!!!!!!!!!!!!!!!!!!!!!!!!!
Option Base 1
Function swap(r As Variant, date_pay As Variant)
Dim fw() As Variant
Dim rstar() As Variant
n = date_pay.Rows.Count
ReDim rstar(n, 2)
ReDim fw(n, 1)
rstar = interpolated_yield_curve(r, date_pay)
fw = forward(rstar)
swap=fw
If I use just::
fw = forward(r)
swap=fw
OR
rstar=interpolated_yield_curve(r, date_pay)
swap=rstar
it works sigularly so the function are right, but i can pass the input of
the first in the other.!
why??
thank a lot!