QS.EVALUATE.PORTFOLIO¶
Returns standard EvaluationResults; pricers accepts one handle or one per trade, and value_currency identifies the common monetary PV currency
Category: QuantSupport - Pricing.
- QS.EVALUATE.PORTFOLIO(context: text, portfolio: text, pricers: cell or range, requests: cell or range, value_currency: text or blank) text handle¶
- 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
portfolio (text) – Portfolio handle from QS.PORTFOLIO.CREATE
pricers (cell or range) – One explicit pricer handle for all members, or a range with one pricer per member in trade-list order
requests (cell or range) – Value, Cashflows and Sensitivities are aggregated; other measures remain absent; a measure omitted by any member remains absent for the portfolio
value_currency (text or blank) – Common monetary PV currency of the selected pricers, such as USD; blank is allowed for cashflow-only runs; required for returned Value or Sensitivities; not an FX conversion
- Returns:
Standard EvaluationResults handle; cashflow compression preserves coupon types, fixing indices, accrual dates, conventions and pay/receive direction, with notional-weighted compatible rates or spreads. Unsupported or incomplete measures remain absent.
- Return Type:
text handle
- Errors:
#VALUE! for invalid inputs, stale or wrong-type handles, unsupported target/pricer/trade combinations or native evaluation errors; #N/A when the result does not contain the requested measure.
Formula¶
=QS.EVALUATE.PORTFOLIO(context, portfolio, pricers, requests, value_currency)
Calculation¶
Runs on Excel’s main calculation thread.
Native Declaration¶
fn qs_portfolio_evaluate (context : & str , portfolio : & str , pricers : * const XLOPER12 , requests : * const XLOPER12 , value_currency : Option < String > ,) -> Result < String , XllError >