QS.CONTEXT.FIXING¶
Reads an exact historical fixing from a prepared context in the index’s native units
Category: QuantSupport - Pricing.
- QS.CONTEXT.FIXING(context: text, market_index: text, date: text) number¶
- Parameters:
context (text) – Stable workbook-scoped root from QS.CONTEXT.CREATE or revisioned historical context; additions belong to the context and commit after the definition pass
market_index (text) – Market index, for example SOFR; prefixes include Equity:, Credit:, FX:, and Collateral:
date (text) – ISO date text in YYYY-MM-DD format
- Returns:
Exact historical fixing in the index’s native units, with no unit conversion, interpolation or vintage filtering.
- Return Type:
number
- Errors:
#VALUE! for stale contexts, invalid index/date or absent observations.
Formula¶
=QS.CONTEXT.FIXING(context, market_index, date)
Calculation¶
Runs on Excel’s main calculation thread.
Native Declaration¶
fn qs_context_fixing (context : & str , market_index : & str , date : & str) -> Result < f64 , XllError >