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ForwardRate

by dhoorens :: Rate this Message:

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Hi everyone, please could someone check if my excel file is right? I try to calculate a simple forwardRate with the XLL with a given discountCurve When i do it with the C++ code I obtain what I expect to be the good value, but when I use the XLL, i obtain another value. What did I miss? Did I do smthg wrong? Thanks DavidQL+YieldTS.xls

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