Eric Ehlers <eric.ehlers <at> nazcatech.be> writes:
>
> Hi,
>
> On Fri, 2009-11-13 at 21:20 +0000, Alex Farberov wrote:
>
> > I'm wondering if there is an out of the box solution to export all the data
> > required to price a model into a file (csv, xml etc..).
>
> Not in QuantLib, but in QuantLibAddin:
>
>
http://quantlib.org/quantlibaddin/serialization.html>
> The document talks about Excel and C++, but you aren't required to use
> Excel for that, you could use only C++ for both save and load. The
> tutorial includes example XML files.
>
> Regards,
> Eric
>
>
Thanks Eric
Great, QuantLibAddin can indeed serialize ObjectHandler contents to an XML file.
Is it possible to populate the trade and market data into ObjectHandler from
C++, price it, serialize it, and then load the serialized file into excel and
re-price using excel bindings to quantlib/objecthandler provided by QuantLibXL?
There is not much documentation in QuantLibXL project and I can't find any
mention of how to load serialized XML files.
Thanks in advance
Alex
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