FW: QuantLibXL - VBA Attempt

[Nicholas Manganaro]

Happy New Year, QuantLib-users!

I am still moving ahead slowly in building my analysis.
Before taking major strides, I thought it better to crawl, so I ran a quick
check to see if I could pull results by indexing into an array via VBA. The
macro is attached.
Unfortunately, my VBA results match what I am getting via QLXL functions
qlTimeSeries, qlTimeSeriesDates, and qlTimeSeriesValues on the spreadsheet.
I say "unfortunate" because the results are nonsensical to me. The first
elements entered into the datesArray1 and valueArray1 variant data
structures were 40910 and 0, respectively. Before using these arrays in the
qlTimeSeries constructor, I queried out the first entries of individual data
structures and got 40910 and 3.40282346638529E+38, respectively. Something
happened to make the 0 value very large.
After creating a qlTimeSeries object with datesArray1 and valueArray1, when
I query out its first elements, using qlTimeSeriesDates and
qlTimeSeriesValues, the series starts at the second date, and provides a
data value correctly associated with that second date. The length of the
time series is truncated to reflect the removal of the first time period
from consideration.
I am using QLXL 1.2.1, compiled using vc100, Win32 and Boost 1.53 , on a
Windows 7 Ultimate, SP1 desktop.
Is this what I should expect, or do I have to start compiling QLXL1.3?
Thanks in advance for taking a look.
Regards,
Nick

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[michael]

Use Scala, excel is just as pain in the butt

Nicholas Manganaro <[hidden email]> wrote:

Happy New Year, QuantLib-users!

I am still moving ahead slowly in building my analysis.
Before taking major strides, I thought it better to crawl, so I ran a quick
check to see if I could pull results by indexing into an array via VBA. The
macro is attached.
Unfortunately, my VBA results match what I am getting via QLXL functions
qlTimeSeries, qlTimeSeriesDates, and qlTimeSeriesValues on the spreadsheet.
I say "unfortunate" because the results are nonsensical to me. The first
elements entered into the datesArray1 and valueArray1 variant data
structures were 40910 and 0, respectively. Before using these arrays in the
qlTimeSeries constructor, I queried out the first entries of individual data
structures and got 40910 and 3.40282346638529E+38, respectively. Something
happened to make the 0 value very large.
After creating a qlTimeSeries object with datesArray1 and valueArray1, when
I query
out its first elements, using qlTimeSeriesDates and
qlTimeSeriesValues, the series starts at the second date, and provides a
data value correctly associated with that second date. The length of the
time series is truncated to reflect the removal of the first time period
from consideration.
I am using QLXL 1.2.1, compiled using vc100, Win32 and Boost 1.53 , on a
Windows 7 Ultimate, SP1 desktop.
Is this what I should expect, or do I have to start compiling QLXL1.3?
Thanks in advance for taking a look.
Regards, 
Nick

Rapidly troubleshoot problems before they affect your business. Most IT 
organizations don't have a clear picture of how application performance 
affects their revenue. With AppDynamics, you get 100% visibility into your 
Java,.NET, & PHP application. Start your 15-day FREE TRIAL
of AppDynamics Pro!
http://pubads.g.doubleclick.net/gampad/clk?id=84349831&iu=/4140/ostg.clktrk

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organizations don't have a clear picture of how application performance
affects their revenue. With AppDynamics, you get 100% visibility into your
Java,.NET, & PHP application. Start your 15-day FREE TRIAL of AppDynamics Pro!
http://pubads.g.doubleclick.net/gampad/clk?id=84349831&iu=/4140/ostg.clktrk
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