QS.CURVE.ZERO.RATE¶
Returns the zero rate from the curve reference date to a date; defaults to Simple and Annual
Category: QuantSupport - Market.
- QS.CURVE.ZERO.RATE(curve: text, date: text, compounding: text or blank, frequency: text or blank) 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
compounding (text or blank) – Compounding convention; omitted or blank input defaults to Simple
frequency (text or blank) – Frequency for the rate convention; omitted or blank input defaults to Annual
- Returns:
Numeric zero rate from the curve reference date to the requested date, as a decimal annual rate under the requested compounding and frequency; blank conventions default to Simple and Annual.
- Return Type:
number
- Errors:
#VALUE! for invalid date/conventions, a stale or wrong-type curve handle, or native zero-rate evaluation failures.
Formula¶
=QS.CURVE.ZERO.RATE(curve, date, compounding, frequency)
Calculation¶
Runs on Excel’s main calculation thread.
Native Declaration¶
fn qs_curve_zero_rate (curve : & str , date : & str , compounding : Option < String > , frequency : Option < String > ,) -> Result < f64 , XllError >