Adding loop parameter

[Hyung-Seok Hahm]

Hi,

I need to add a loop parameter in a new function that I've added to QuantLibXL library. 

The list of the loop parameters implemented is published at 

http://quantlib.org/quantlibaddin/loops.html

However, I do not see the way that it can be done. Can anyone tell me how to do this?

Thanks!

--

Hyungseok Hahm, PhD, FRM   

Quantitative Analyst 

Industrial Bank of Korea

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[Eric Ehlers-2]

Hi Hyung,

On 2012-08-31 09:11, Hyung-Seok Hahm wrote:

> Hi,
>
> I need to add a loop parameter in a new function that I've added to
> QuantLibXL library. 
>
> The list of the loop parameters implemented is published at 
>
> http://quantlib.org/quantlibaddin/loops.html [1]
>
> However, I do not see the way that it can be done. Can anyone tell me
> how to do this?

This answer is ridiculously late so I suppose it's just for the
archives.

Loop parameters are configured in the XML files in directory
QuantLibAddin/gensrc/metadata/functions, for example in file index.xml,
for function qlIndexIsValidFixingDate:

     <Member name='qlIndexIsValidFixingDate' type='QuantLib::Index'
loopParameter='FixingDate'>

Regards,
Eric

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