Looping Functions

Overview

Some QuantLibXL functions are configured to loop automatically on one of the input values. For example, rather than making ten separate calls to qlIndexFixing(), you can make a single call, passing in an array of ten values for the fixingDate parameter, and the function will automatically be invoked ten times and return an array of ten values, each corresponding to one of the input values.

List of Looping Functions

The table below lists the function name and loop parameter name for all QuantLibXL functions that are configured to loop.

FunctionLoop Parameter
qlAbcdCovariancetMax
qlAbcdInstantaneousCovarianceu
qlAbcdInstantaneousValueu
qlAbcdInstantaneousVarianceu
qlAbcdInstantaneousVolatilityu
qlAbcdVariancetMax
qlAbcdVolatilitytMax
qlBondDirtyPrice2yield
qlCalendarAdjustdate
qlCalendarAdvanceperiod
qlCalendarBusinessDaysBetweenfirstDate
qlCalendarEndOfMonthdate
qlCalendarIsBusinessDaydate
qlCalendarIsEndOfMonthdate
qlCalendarIsHolidaydate
qlCapletVTSBlackVariance2optionTenor
qlCapletVTSBlackVarianceoptionDate
qlCapletVTSVolatility2strike
qlCapletVTSVolatilitystrike
qlDateEndOfMonthdate
qlDateIsEndOfMonthdate
qlDateIsLeapyear
qlDateNextWeekdaydate
qlDayCounterDayCountendDate
qlDayCounterYearFractionendDate
qlFrequencyFromPeriodperiod
qlIMMcodeIMMdate
qlIMMdateIMMcode
qlIMMIsIMMcodecode
qlIMMIsIMMdatedate
qlIndexFixingfixingDate
qlIndexIsValidFixingDatefixingDate
qlInterestRateIndexFixingDatevalueDate
qlInterestRateIndexForecastFixingfixingDate
qlInterestRateIndexMaturityvalueDate
qlInterestRateIndexValueDatefixingDate
qlInterpolation2DInterpolatexValue
qlInterpolationDerivativexValues
qlInterpolationInterpolatexValues
qlInterpolationIsInRangexValues
qlInterpolationPrimitivexValues
qlInterpolationSecondDerivativexValues
qlSwaptionVTSatmStrike2optionTenor
qlSwaptionVTSatmStrikeoptionDate
qlSwaptionVTSBlackVariance2optionTenor
qlSwaptionVTSBlackVarianceoptionDate
qlSwaptionVTSOptionDateFromTenoroptionTenor
qlSwaptionVTSVolatility2strike
qlSwaptionVTSVolatilitystrike
qlYieldTSDiscountDfDates
qlYieldTSForwardRate2date
qlYieldTSForwardRated2
qlYieldTSZeroRatedates