QS.CONTEXT.ADD.CURVE

Defines a curve from separate identifier and quote-side arrays; omit identifiers to match context quotes

Category: QuantSupport - Pricing.

QS.CONTEXT.ADD.CURVE(context: text, market_index: text, identifiers: cell or range, mid: cell or range, bid: cell or range, ask: cell or range, day_counter: text or blank, interpolator: text or blank, extrapolate: cell or range) → 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:

  • identifiers (cell or range) – Independent quote-identifier array: scalar, row, column or spilled array; may be nonadjacent to quote sides; all supplied arrays must have the same entry count; omit for automatic matching in CONTEXT.ADD.CURVE

  • mid (cell or range) – Optional independent quote-side array; scalar, row, column or spill; blank omits this side; interior blanks preserve missing observations; supplied arrays match identifier count regardless of orientation

  • bid (cell or range) – Optional independent quote-side array; scalar, row, column or spill; blank omits this side; interior blanks preserve missing observations; supplied arrays match identifier count regardless of orientation

  • ask (cell or range) – Optional independent quote-side array; scalar, row, column or spill; blank omits this side; interior blanks preserve missing observations; supplied arrays match identifier count regardless of orientation

  • day_counter (text or blank) – Required day-count convention, for example Actual360, Actual365, or Thirty360; no blank-input default

  • interpolator (text or blank) – Optional Linear, LogLinear or CubicSpline; omitted or blank defaults to LogLinear

  • extrapolate (cell or range) – Optional TRUE/FALSE, default FALSE; permits curve evaluation outside its calibrated pillars

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.CURVE(context, market_index, identifiers, mid, bid, ask, day_counter, interpolator, extrapolate)

Calculation

Runs on Excel’s main calculation thread.

Native Declaration

fn qs_context_add_curve (context : & str , market_index : & str , identifiers : * const XLOPER12 , mid : * const XLOPER12 , bid : * const XLOPER12 , ask : * const XLOPER12 , day_counter : Option < String > , interpolator : Option < String > , extrapolate : * const XLOPER12 ,) -> Result < String , XllError >

Rust source