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Entering Curve Objects

Curve objects are used for inputs that require a list, curve or table. To input a curve object, enter the relevant data into a range of cells that corresponds to the required number of rows and columns for the curve.

 

Examples of curve objects include Holiday Schedules (non-business day schedules), Rate Curves, and Zero Curves. Each is presented below.

 

The following holiday schedule is an example of a 1*n curve object, where n is a variable number of rows (which in this example is 23).

To input this curve into a function, enter the cell range C7:C29 in the appropriate position within the function definition, as per the following example (see oBondNZ_Price( ) Function):

=oBondNZ_Price(0.06725, "29/12/02", "5/1/03", , "5/1/05", 75000, 0.065, C7:C29, 0)

 

The following rate curve is an example of an n*2 net cost of carry curve object, where n is again a variable number of rows (which in this example is 14).

Curve Objects 2

To input this curve into a function, enter the cell range C9:D22 in the appropriate position within the function definition, as per the following example (see oGBS( ) Function):

=oGBS(1, "1/9/02", "1/9/03", 100, 100, 0.3, 0.06, C9:D22, 0)

 

The following zero curve is an example of an n*3 riskless rate curve object, where n is again a variable number of rows (which in this example is 14).

To input this curve of riskfree rates into a function, enter the cell range C9:E22 in the appropriate position within the function definition, as per the following example (see oGBS( ) Function):

=oGBS(1, "1/9/02", "1/9/03", 100, 100, 0.3, C9:E22, 0.06, 0)

 

 

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