Expose list type in QuantLibXL

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Expose list type in QuantLibXL

Hyung-Seok Hahm
Dear all,

I need to implement the following Quantlib code in QuantLibXL.

        std::list<Time> times;

It seems that there are only three tensorRanks - scalar, vector, matrix - being used in QuantLibXL at the moment.

How can I expose std::list in QuantLibXL? 

Please let me know. 

Thanks in advance.

- Hyung

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Re: Expose list type in QuantLibXL

Eric Ehlers-2
Hi Hyung,

On 2012-08-14 08:17, Hyung-Seok Hahm wrote:

> Dear all,
>
> I need to implement the following Quantlib code in QuantLibXL.
>
>         std::list<Time> times;
>
> It seems that there are only three tensorRanks - scalar, vector,
> matrix - being used in QuantLibXL at the moment.
>
> How can I expose std::list in QuantLibXL? 
>
> Please let me know. 
>
> Thanks in advance.
>
> - Hyung

Exposing directly to QuantLibXL a QuantLib value of type std::list is
not supported.  You could implement support for that, or you could write
a little wrapper in QuantLibAddin which wraps the QuantLib std::list as
a std::vector for QuantLibXL.

Which value is it?  Is the std::list something that already exists in
QuantLib, or is it something you added yourself?

Regards,
Eric
--
===================================================
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
* Distributed computing for pricing analytics
* Use Microsoft Excel as a client to the Grid

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Re: Expose list type in QuantLibXL

Hyungseok Hahm
Hi Eric,

Welcome back 

      std::list<Time> times;

It's the Quantlib::Time type which already exists in Quantlib and exposed in QuantlibXL. 

Then I will make a wrapper in QuantlibAddin

And I've noticed that exposing template class example in the tutorial isn't exactly easy to follow. 

After resolving the list issue, I need to expose Timegrid template class. Can you indicate any built-in implementation in QuantlibXL so that I can imitate? 

Thanks!

- Hyung

Sent from iPhone

2012. 8. 14. 오후 6:12 Eric Ehlers <[hidden email]> 작성:

Hi Hyung,

On 2012-08-14 08:17, Hyung-Seok Hahm wrote:
Dear all,

I need to implement the following Quantlib code in QuantLibXL.

        std::list<Time> times;

It seems that there are only three tensorRanks - scalar, vector,
matrix - being used in QuantLibXL at the moment.

How can I expose std::list in QuantLibXL? 

Please let me know. 

Thanks in advance.

- Hyung

Exposing directly to QuantLibXL a QuantLib value of type std::list is
not supported.  You could implement support for that, or you could write
a little wrapper in QuantLibAddin which wraps the QuantLib std::list as
a std::vector for QuantLibXL.

Which value is it?  Is the std::list something that already exists in
QuantLib, or is it something you added yourself?

Regards,
Eric
--
===================================================
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
* Distributed computing for pricing analytics
* Use Microsoft Excel as a client to the Grid

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threat landscape has changed and how IT managers can respond. Discussions
will include endpoint security, mobile security and the latest in malware
threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/
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threat landscape has changed and how IT managers can respond. Discussions
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