QS.CONTEXT.FROM.SNAPSHOT¶
Builds and initializes a context from the archive’s selected complete market; fixings are supplied separately
Category: QuantSupport - Pricing.
- QS.CONTEXT.FROM.SNAPSHOT(name: text, store: text, selector: text, fixings: text or blank, anchor_fixings: logical or blank) text handle¶
- Parameters:
name (text) – Workbook-unique object name; unchanged recalculation reuses its current handle
store (text) – Current MarketSnapshotStore handle from QS.SNAPSHOT.ARCHIVE or QS.SNAPSHOT.FROM.JSON
selector (text) – Current SnapshotSelector handle from QS.SNAPSHOT.SELECTOR; selects one complete market, without rolling its valuation date
fixings (text or blank) – Optional prepared context or CONTEXT.ADD.FIXINGS input handle; omitted or blank uses an empty history; histories are not automatically filtered by publication vintage
anchor_fixings (logical or blank) – Optional TRUE/FALSE; omitted or blank defaults to TRUE; TRUE requires stored index fixings strictly before evaluation and projects today/future; FALSE projects all index observations
- Returns:
Revisioned initialized PricingContext handle built from the matched complete market and requested quote side. Its valuation date is the matched market business date. Fixings are supplied separately without publication-vintage filtering.
- Return Type:
text handle
- Errors:
#VALUE! for stale/wrong-type dependencies, no matching snapshot, missing consumed quote sides, market construction/calibration failures, or registry failures. Missing Bid/Ask inputs never fall back to Mid.
Formula¶
=QS.CONTEXT.FROM.SNAPSHOT(name, store, selector, fixings, anchor_fixings)
Calculation¶
Runs on Excel’s main calculation thread.
Native Declaration¶
fn qs_context_from_snapshot (name : & str , store : & str , selector : & str , fixings : Option < String > , anchor_fixings : Option < bool > ,) -> Result < String , XllError >