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.
Function | Loop Parameter |
qlAbcdCovariance | tMax |
qlAbcdInstantaneousCovariance | u |
qlAbcdInstantaneousValue | u |
qlAbcdInstantaneousVariance | u |
qlAbcdInstantaneousVolatility | u |
qlAbcdVariance | tMax |
qlAbcdVolatility | tMax |
qlBondDirtyPrice2 | yield |
qlCalendarAdjust | date |
qlCalendarAdvance | period |
qlCalendarBusinessDaysBetween | firstDate |
qlCalendarEndOfMonth | date |
qlCalendarIsBusinessDay | date |
qlCalendarIsEndOfMonth | date |
qlCalendarIsHoliday | date |
qlCapletVTSBlackVariance2 | optionTenor |
qlCapletVTSBlackVariance | optionDate |
qlCapletVTSVolatility2 | strike |
qlCapletVTSVolatility | strike |
qlDateEndOfMonth | date |
qlDateIsEndOfMonth | date |
qlDateIsLeap | year |
qlDateNextWeekday | date |
qlDayCounterDayCount | endDate |
qlDayCounterYearFraction | endDate |
qlFrequencyFromPeriod | period |
qlIMMcode | IMMdate |
qlIMMdate | IMMcode |
qlIMMIsIMMcode | code |
qlIMMIsIMMdate | date |
qlIndexFixing | fixingDate |
qlIndexIsValidFixingDate | fixingDate |
qlInterestRateIndexFixingDate | valueDate |
qlInterestRateIndexForecastFixing | fixingDate |
qlInterestRateIndexMaturity | valueDate |
qlInterestRateIndexValueDate | fixingDate |
qlInterpolation2DInterpolate | xValue |
qlInterpolationDerivative | xValues |
qlInterpolationInterpolate | xValues |
qlInterpolationIsInRange | xValues |
qlInterpolationPrimitive | xValues |
qlInterpolationSecondDerivative | xValues |
qlSwaptionVTSatmStrike2 | optionTenor |
qlSwaptionVTSatmStrike | optionDate |
qlSwaptionVTSBlackVariance2 | optionTenor |
qlSwaptionVTSBlackVariance | optionDate |
qlSwaptionVTSOptionDateFromTenor | optionTenor |
qlSwaptionVTSVolatility2 | strike |
qlSwaptionVTSVolatility | strike |
qlYieldTSDiscount | DfDates |
qlYieldTSForwardRate2 | date |
qlYieldTSForwardRate | d2 |
qlYieldTSZeroRate | dates |