Due to the periodic fixing of floating rate bonds's coupon rates, in order to calculate the bond clean price one must tell the pricing engine to account for previous LIBOR rate fixing.
If I am right (I'm a very QuantLib noob), here is an example of how it works: in the
BONDS TO BE PRICED chapter you can see
... libor3m->addFixing(Date(17, July, 2008),0.0278625); ...
which says that the last fixing date was on 17 July 2008 and the rate fixed by the central bank was equal to $2.79\%$ on annual basis.
Now let you are using QuantLibXL's
qlIndexAddFixings() to practically make the same of the
C++ code (the fixing will then be used as trigger in
qlBondSetCouponPricer()) but you're playing with the evaluation date and a dozen of bonds: in this case you cannot specify the fixings by hand, neither you need a true past value but just something which sounds likely.
How can I make the fixing of every bond to be equal to a default value whatever the bond and the evaluation date without setting it by hand?
It would be possibly sufficient a way to extract the required last fixing date from a