QS.CONTEXT.ADD.COMPOSITE.CURVE¶
Defines a composite curve from base and spread curve indices in the same context
Category: QuantSupport - Pricing.
- QS.CONTEXT.ADD.COMPOSITE.CURVE(context: text, market_index: text, base_index: text, spread_index: text) text¶
- Parameters:
context (text) – The same root context cell from QS.CONTEXT.CREATE for every addition; never reference the previous addition
market_index (text) – Market index, for example SOFR; prefixes include Equity:, Credit:, FX:, and Collateral:
base_index (text) – Market index, for example SOFR; prefixes include Equity:, Credit:, FX:, and Collateral:
spread_index (text) – Market index of the configured spread curve; the composite multiplies its discount factors by the base curve’s discount factors
- Returns:
Context contribution owned by its source cell. All additions reference the same stable root; edits, removals and failed inputs invalidate registered consumers after the definition pass.
- Return Type:
text
- Errors:
#VALUE! for invalid root context, malformed arrays or conventions, invalid configuration, duplicate observations or registry errors. Market-dependent validation runs at pricing.
Formula¶
=QS.CONTEXT.ADD.COMPOSITE.CURVE(context, market_index, base_index, spread_index)
Calculation¶
Runs on Excel’s main calculation thread.
Native Declaration¶
fn qs_context_add_composite_curve (context : & str , market_index : & str , base_index : & str , spread_index : & str ,) -> Result < String , XllError >