QS.CONTEXT.ADD.ZERO.CURVE

Adds zero-rate quotes and their curve configuration to a context

Category: QuantSupport - Pricing.

QS.CONTEXT.ADD.ZERO.CURVE(context: text, market_index: text, pillars: cell or range, rates: cell or range, day_counter: text, compounding: text, frequency: text, interpolator: text, 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:

  • pillars (cell or range) – Required ordered range of ISO date text (YYYY-MM-DD) or tenors (0D, 1Y, 10Y); each pillar must have one numeric rate; dates must resolve in increasing order

  • rates (cell or range) – Required numeric range of finite annual decimal zero rates, one per pillar (0.04 means 4%); blanks and text are rejected

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

  • compounding (text) – Required compounding convention, for example Simple, Compounded, or Continuous; no blank-input default

  • frequency (text) – Required frequency such as Annual, Semiannual, Quarterly, Monthly, or NoFrequency; no blank-input default

  • interpolator (text) – Curve interpolation: Linear, LogLinear, or CubicSpline

  • 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.ZERO.CURVE(context, market_index, pillars, rates, day_counter, compounding, frequency, interpolator, extrapolate)

Calculation

Runs on Excel’s main calculation thread.

Native Declaration

fn qs_context_add_zero_curve (context : & str , market_index : & str , pillars : * const XLOPER12 , rates : * const XLOPER12 , day_counter : & str , compounding : & str , frequency : & str , interpolator : & str , extrapolate : * const XLOPER12 ,) -> Result < String , XllError >

Rust source