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CDS_SuitableCreditCurve

WARNING
If the credit curve does not fulfill certain conditions, QuantLib returns the following misleading error message:
"Credit curve must be flat forward interpolated"
In reality, the credit curve must be built according to one of the following choices:
1. Flat
2. based on Hazard Rate with backward flat interpolation
3. based on Survival probabilities with log-linear interpolation

Click on
download to download an xml file that contains an Excel formula that demonstrates this issue.

You may then reproduce the issue in spreadsheet by clicking on Go -> Load Excel Formula from XML or one of its variations and choose the xml file downloaded in the step above.