August 2009
Intermediate to advanced
244 pages
9h 5m
English
Content preview from Financial Modelling in Python
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P1: JYS
c12 JWBK378-Fletcher May 28, 2009 10:59 Printer: Yet to come
Python Excel Integration 183
, ResetShift As String) As String
’Generate a ppf libor observable sequence
’
On Error Resume Next
Dim TradeServer As Object
Set TradeServer = CreateObject("ppf.trade")
PPF
GenerateLiborObservables =
TradeServer.GenerateLiborObservables(
Tag
, Begin
, Finish
, RollPeriod
, RollDuration
, ResetPeriod
, ResetDuration
, ResetCcy
, ResetBasis
, ResetShift)
If Err.Number <> 0 Then
PPF
GenerateLiborObservables = "#err : " & Err.Description
End If
Set TradeServer = Nothing
End Function
PPF GenerateAdjuvantTable This function calls out to the class TradeServer
GenerateAdjuvantTable method to build and register an adjuvant table.
Public Function
PPF GenerateAdjuvantTable(
Tag As String
, Items As Variant
, Tenors As Variant
, Values As Variant
, Start As Date
, RollPeriod As Integer
, RollDuration As String
, ShiftConv As String) As String
’Generate a ppf adjuvant table
’
On Error Resume Next
Dim TradeServer As Object
Set TradeServer = CreateObject("ppf.trade")
Dim K As Integer
K = Items.Rows.Count
If Items.Columns.Count <> 1 Then
PPF
GenerateAdjuvantTable = "#err : " & "invalid argument"
Exit Function
End If
Dim Keys As Variant
ReDim Keys(K)
P1: JYS
c12 JWBK378-Fletcher May 28, 2009 10:59 Printer: Yet to come
184 Financial Modelling in Python
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.