QS.SIMULATION.PATH

Spills one zero-based path from a context simulation

Category: QuantSupport - Market.

QS.SIMULATION.PATH(context: text, market_index: text, path_index: integer, transpose: logical or blank) → spilled range
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:

  • path_index (integer) – Zero-based simulation path number

  • transpose (logical or blank) – Optional TRUE transposes the entire spill; omitted or blank defaults to FALSE; table headers move with their fields

Returns:

Numeric vector spill for one zero-based simulation path, in simulation-date order. Values use the simulated state’s native units and align with QS.SIMULATION.DATES; no header is included. transpose=TRUE exchanges rows and columns; omitted transpose defaults to FALSE. Empty output returns a blank cell.

Return Type:

spilled range

Errors:

#VALUE! for invalid index/context handles, a missing simulation, a negative path index, or a path index outside the stored path vector. Invalid transpose/headers flags return #VALUE!; use TRUE/FALSE or leave optional flags blank.

Formula

=QS.SIMULATION.PATH(context, market_index, path_index, transpose)

Calculation

Runs on Excel’s main calculation thread.

Native Declaration

fn qs_simulation_path (context : & str , market_index : & str , path_index : i32 , transpose : * const xll_rs :: types :: XLOPER12 ,) -> Result < * mut xll_rs :: types :: XLOPER12 , XllError >

Rust source