QS.CURVE.DISCOUNT

Returns a DiscountCurveElement discount factor at a date

Category: QuantSupport - Market.

QS.CURVE.DISCOUNT(curve: text, date: text) → number
Parameters:
  • curve (text) – Discount-curve handle returned by QS.CURVE.GET or QS.CURVE.FLAT

  • date (text) – ISO date text in YYYY-MM-DD format

Returns:

Dimensionless discount factor at the requested date, as a numeric scalar.

Return Type:

number

Errors:

#VALUE! for an invalid date or curve handle, a stale/wrong-type handle, or a discount-factor evaluation failure (including range restrictions).

Formula

=QS.CURVE.DISCOUNT(curve, date)

Calculation

Runs on Excel’s main calculation thread.

Native Declaration

fn qs_curve_discount (curve : & str , date : & str) -> Result < f64 , XllError >

Rust source