Addin Function to QuantLibXL

[Rolli]

Hi all ,

I have two questions:

1) At the moment I am trying to add missing QuantLib Functions to the QuantLibXL Project.
I successfully deployed the stock example from the QuantLib Homepage:
http://quantlib.org/quantlibaddin//extend__tutorial.html

Now I try to add QuantLib::BondFunctions, e.g. duration to the project without success.

Does anybody know how to include this function (QuantLib::BondFunctions::duration)? If yes :-) Can anybody provide the procedure or code or perhaps some further examples for adding missing QuantLib Functions to QuantLibXL? This would be very kind.

2) How can I add the new functions to the Doc-File "QuantLibXL-docs-1.0.0.chm" or "QuantLibAddin-docs-1.0.0.chm".

Thank you in advance,

cheers

Rolli

[Ferdinando M. Ametrano-3]

On Tue, Nov 9, 2010 at 7:15 AM, Rolli <[hidden email]> wrote:
> Now I try to add QuantLib::BondFunctions, e.g. duration to the project
> without success.

all those function are already exported in 1.1 8and probably 1.0 too),
e.g. qlBondDurationFromYield
see trunk\QuantLibAddin\gensrc\metadata\functions\bonds.xml

ciao -- Nando

PS it's a blurred line between dev and users, but your post probably
belonged to the quantlib-dev mailing list

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[Rolli]

Hi Nando,

thanks for you're reply. Unfortunatelly, I do not find the QuantLibAddin/QuantLibXL 1.1 version for download. At the moment I use 1.0.1 and there are not implemented e.g. FDDividendAmericanEngine or diverse BondFunctions (duration, convexity etc.).

Cheers
Rolli

________________________________________
Von: [hidden email] [[hidden email]] im Auftrag von Ferdinando Ametrano [[hidden email]]
Gesendet: Dienstag, 9. November 2010 12:00
An: Breig, Christoph
Cc: [hidden email]
Betreff: Re: [Quantlib-users] Addin Function to QuantLibXL

On Tue, Nov 9, 2010 at 7:15 AM, Rolli <[hidden email]> wrote:
> Now I try to add QuantLib::BondFunctions, e.g. duration to the project
> without success.

all those function are already exported in 1.1 8and probably 1.0 too),
e.g. qlBondDurationFromYield
see trunk\QuantLibAddin\gensrc\metadata\functions\bonds.xml

ciao -- Nando

PS it's a blurred line between dev and users, but your post probably
belonged to the quantlib-dev mailing list
------------------------------------------------------------------------------
The Next 800 Companies to Lead America's Growth: New Video Whitepaper
David G. Thomson, author of the best-selling book "Blueprint to a
Billion" shares his insights and actions to help propel your
business during the next growth cycle. Listen Now!
http://p.sf.net/sfu/SAP-dev2dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Bojan Nikolic]

"Breig, Christoph" <[hidden email]> writes:

> thanks for you're reply. Unfortunatelly, I do not find the
> QuantLibAddin/QuantLibXL 1.1 version for download.

As a trial, we have started publishing weekly builds of the Addin from
the head of the source trunk. You can find them at:

http://www.bnikolic.co.uk/ql/exceladdin.html

Obviously the usual caveat applies that these are provided without
warranty of any kind.

Best,
Bojan

--
Bojan Nikolic          ||          http://www.bnikolic.co.uk

------------------------------------------------------------------------------
The Next 800 Companies to Lead America's Growth: New Video Whitepaper
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Billion" shares his insights and actions to help propel your
business during the next growth cycle. Listen Now!
http://p.sf.net/sfu/SAP-dev2dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Rolli]

Thanks,

is it possible to get the whole C++ Project? I e.g. did not find the FDDividendAmericanEngine.

Cheers,
Rolli


________________________________________
Von: Bojan Nikolic [[hidden email]]
Gesendet: Dienstag, 9. November 2010 14:51
An: Breig, Christoph
Cc: Ferdinando Ametrano; [hidden email]
Betreff: Re: [Quantlib-users] Addin Function to QuantLibXL

"Breig, Christoph" <[hidden email]> writes:

> thanks for you're reply. Unfortunatelly, I do not find the
> QuantLibAddin/QuantLibXL 1.1 version for download.

As a trial, we have started publishing weekly builds of the Addin from
the head of the source trunk. You can find them at:

http://www.bnikolic.co.uk/ql/exceladdin.html

Obviously the usual caveat applies that these are provided without
warranty of any kind.

Best,
Bojan

--
Bojan Nikolic          ||          http://www.bnikolic.co.uk
------------------------------------------------------------------------------
The Next 800 Companies to Lead America's Growth: New Video Whitepaper
David G. Thomson, author of the best-selling book "Blueprint to a
Billion" shares his insights and actions to help propel your
business during the next growth cycle. Listen Now!
http://p.sf.net/sfu/SAP-dev2dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Bojan Nikolic]

"Breig, Christoph" <[hidden email]> writes:

> is it possible to get the whole C++ Project?

There is a (relatively small) degree of manual intervention required to
export each class and function from the C++ library to Excel so truly
"whole" export is unlikely to happen (unless all developers always
access the functionality only from Excel, which  is not the case).

> I e.g. did not find the FDDividendAmericanEngine.

As of the most recent checked-in sources this class has not yet been
included in the export description from which the plugins are built.

Best,
Bojan

--
Bojan Nikolic          ||          http://www.bnikolic.co.uk

------------------------------------------------------------------------------
The Next 800 Companies to Lead America's Growth: New Video Whitepaper
David G. Thomson, author of the best-selling book "Blueprint to a
Billion" shares his insights and actions to help propel your
business during the next growth cycle. Listen Now!
http://p.sf.net/sfu/SAP-dev2dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users