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How do triggers work?

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jimmygio

How do triggers work?

This post was updated on .

Good morning,
I have the following problem. I built a term structure in excel (PiecewiseYieldCurve), and I want to link its computation to a "timer". E.g. I would like to recalculate the termstructure every 5 seconds, and NOT when depo/futures/swap rates change.

Unfortunately I've not been able to find anything online about the way triggers work. Can you please help me to understand how to manage this field? Any kind of example will be very appreciated...
Thank you everyone in advance,
Giovanni

Eric Ehlers-2

Re: How do triggers work?

Hi Giovanni,

On Mon, September 22, 2008 14:18, jimmygio wrote:
>
> Good morning,
> I have the following problem. I built a term structure in excel
> (PiecewiseYieldCurve), and I want to link its computation to a "timer". E.g.
I would like to recalculate the termstructure every 5 seconds, and NOT when
depo/futures/swap rates change.
>
> Unfortunately I've not been able to find anything online about the way
triggers work. Can you please help me to understand how to manage this field?
Any kind of example will be very appreciated...
> Thank you everyone in advance,
> Giovanni

Triggers are documented at this link:

http://www.quantlibaddin.org/references.html

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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Bennett, Paul-2

Re: How do triggers work?

Giovanni,

Can't you use a simple timer in EXCEL?

This can be done using Visual Basic and is simple to set up, see the code below. This code will run the "RecalculateTermstructure" macro after you open the spreadsheet and continue to run this macro every 5 seconds until you close the spreadsheet. Simply set calculations to manual (already in the auto_open) and write the code to do what you want in the "RecalculateTermstructure" macro.

Regards,

Paul

Public RunWhen As Double
Public Const CRunIntervalSeconds = 5 'seconds
Public Const cRunWhat = "RecalculateTermstructure"

Sub Auto_Open()
With Application
.Calculation = xlManual
End With
StartTimer
End Sub

Private Sub Auto_Close()
StopTimer
End Sub

Sub StartTimer()
RunWhen = Now + TimeSerial(0, 0, CRunIntervalSeconds)
Application.OnTime earliesttime:=RunWhen, procedure:=cRunWhat, schedule:=True
End Sub

Sub RecalculateTermstructure()
'YOUR RECALCULATE TERMSTRUCTURE CODE
StartTimer
End Sub

Dr. Paul Bennett
Quantitative Analyst
Capital Markets and Treasury
Landesbank Baden-Württemberg
Singapore Branch
25 International Business Park
#01-72 German Centre
Singapore 609916
Telephone: +65 6562-9255
Telefax: +65 6562-9259
mailto: [hidden email]
http://www.LBBWsg.com

-----Original Message-----
From: Eric Ehlers [mailto:[hidden email]]
Sent: Wednesday, September 24, 2008 7:16 PM
To: jimmygio
Cc: [hidden email]
Subject: Re: [Quantlib-users] How do triggers work?

Hi Giovanni,

On Mon, September 22, 2008 14:18, jimmygio wrote:
>
> Good morning,
> I have the following problem. I built a term structure in excel
> (PiecewiseYieldCurve), and I want to link its computation to a "timer". E.g.
I would like to recalculate the termstructure every 5 seconds, and NOT when
depo/futures/swap rates change.
>
> Unfortunately I've not been able to find anything online about the way
triggers work. Can you please help me to understand how to manage this field?
Any kind of example will be very appreciated...
> Thank you everyone in advance,
> Giovanni

Triggers are documented at this link:

http://www.quantlibaddin.org/references.html

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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Bennett, Paul-2

Re: How do triggers work?

Giovanni,

I forgot the StopTimer:

Sub StopTimer()
Application.OnTime earliesttime:=RunWhen, procedure:=cRunWhat1, schedule:=False
End Sub

Regards,

Paul

-----Original Message-----
From: Bennett, Dr. Paul [mailto:[hidden email]]
Sent: Thursday, September 25, 2008 1:31 PM
To: [hidden email]; jimmygio
Cc: [hidden email]
Subject: Re: [Quantlib-users] How do triggers work?

Giovanni,

Can't you use a simple timer in EXCEL?

This can be done using Visual Basic and is simple to set up, see the code below. This code will run the "RecalculateTermstructure" macro after you open the spreadsheet and continue to run this macro every 5 seconds until you close the spreadsheet. Simply set calculations to manual (already in the auto_open) and write the code to do what you want in the "RecalculateTermstructure" macro.

Regards,

Paul

Public RunWhen As Double
Public Const CRunIntervalSeconds = 5 'seconds
Public Const cRunWhat = "RecalculateTermstructure"

Sub Auto_Open()
With Application
.Calculation = xlManual
End With
StartTimer
End Sub

Private Sub Auto_Close()
StopTimer
End Sub

Sub StartTimer()
RunWhen = Now + TimeSerial(0, 0, CRunIntervalSeconds)
Application.OnTime earliesttime:=RunWhen, procedure:=cRunWhat, schedule:=True
End Sub

Sub RecalculateTermstructure()
'YOUR RECALCULATE TERMSTRUCTURE CODE
StartTimer
End Sub

Dr. Paul Bennett
Quantitative Analyst
Capital Markets and Treasury
Landesbank Baden-Württemberg
Singapore Branch
25 International Business Park
#01-72 German Centre
Singapore 609916
Telephone: +65 6562-9255
Telefax: +65 6562-9259
mailto: [hidden email]
http://www.LBBWsg.com

-----Original Message-----
From: Eric Ehlers [mailto:[hidden email]]
Sent: Wednesday, September 24, 2008 7:16 PM
To: jimmygio
Cc: [hidden email]
Subject: Re: [Quantlib-users] How do triggers work?

Hi Giovanni,

On Mon, September 22, 2008 14:18, jimmygio wrote:
>
> Good morning,
> I have the following problem. I built a term structure in excel
> (PiecewiseYieldCurve), and I want to link its computation to a "timer". E.g.
I would like to recalculate the termstructure every 5 seconds, and NOT when
depo/futures/swap rates change.
>
> Unfortunately I've not been able to find anything online about the way
triggers work. Can you please help me to understand how to manage this field?
Any kind of example will be very appreciated...
> Thank you everyone in advance,
> Giovanni

Triggers are documented at this link:

http://www.quantlibaddin.org/references.html

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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jimmygio

Re: How do triggers work?

Bennett, Dr. Paul ha scritto:

Giovanni,

I forgot the StopTimer:

Sub StopTimer()
    Application.OnTime earliesttime:=RunWhen, procedure:=cRunWhat1, schedule:=False
End Sub

Regards,

Paul

-----Original Message-----
From: Bennett, Dr. Paul [[hidden email]] 
Sent: Thursday, September 25, 2008 1:31 PM
To: [hidden email]; jimmygio
Cc: [hidden email]
Subject: Re: [Quantlib-users] How do triggers work?

Giovanni,

Can't you use a simple timer in EXCEL?

This can be done using Visual Basic and is simple to set up, see the code below.  This code will run the "RecalculateTermstructure" macro after you open the spreadsheet and continue to run this macro every 5 seconds until you close the spreadsheet.  Simply set calculations to manual (already in the auto_open) and write the code to do what you want in the "RecalculateTermstructure" macro.

Regards,

Paul


Public RunWhen As Double
Public Const CRunIntervalSeconds = 5 'seconds
Public Const cRunWhat = "RecalculateTermstructure"

Sub Auto_Open()
    With Application
        .Calculation = xlManual
    End With
    StartTimer
End Sub

Private Sub Auto_Close()
    StopTimer
End Sub

Sub StartTimer()
    RunWhen = Now + TimeSerial(0, 0, CRunIntervalSeconds)
    Application.OnTime earliesttime:=RunWhen, procedure:=cRunWhat, schedule:=True
End Sub

Sub RecalculateTermstructure()
    'YOUR RECALCULATE TERMSTRUCTURE CODE
    StartTimer
End Sub


Dr. Paul Bennett
Quantitative Analyst
Capital Markets and Treasury
Landesbank Baden-Württemberg
Singapore Branch
25 International Business Park
#01-72 German Centre
Singapore 609916
Telephone: +65 6562-9255
Telefax: +65 6562-9259
mailto: [hidden email]
http://www.LBBWsg.com


-----Original Message-----
From: Eric Ehlers [[hidden email]] 
Sent: Wednesday, September 24, 2008 7:16 PM
To: jimmygio
Cc: [hidden email]
Subject: Re: [Quantlib-users] How do triggers work?

Hi Giovanni,

On Mon, September 22, 2008 14:18, jimmygio wrote:

Good morning,
I have the following problem. I built a term structure in excel
(PiecewiseYieldCurve), and I want to link its computation to a "timer". E.g.

I would like to recalculate the termstructure every 5 seconds, and NOT when
depo/futures/swap rates change.

Unfortunately I've not been able to find anything online about the way

triggers work. Can you please help me to understand how to manage this field?
Any kind of example will be very appreciated...

Thank you everyone in advance,
Giovanni


Triggers are documented at this link:

http://www.quantlibaddin.org/references.html

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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Thank you very much, it has been very helpful.
Regards
Giovanni

-------------------------------------------------------------------------
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Bennett, Paul-2

Re: How do triggers work?

Giovanni,

Did you get the Timer to work? You might want to increase the time between recalculations as 5 seconds is quite short.

Also, you might want to consider adding an on-off switch to stop the recalculations. If this is an EXCEL application for

others, e.g. traders, then a nice user-friendly touch would be to change the functionality of EXCEL so that a right click

of the mouse reruns the recalculations. You can do this with the following macro in the ThisWorkbook module:

Sub Workbook_SheetBeforeRightClick(ByVal sh as Object, ByVal Target as Range, Cancel as Boolean)

RecalculateTermstructure

Cancel = True

End sub

Regards,

Paul

From: Giovanni Fontana [mailto:[hidden email]]
Sent: Saturday, September 27, 2008 12:09 AM
To: Bennett, Dr. Paul
Cc: [hidden email]; [hidden email]
Subject: Re: [Quantlib-users] How do triggers work?

Bennett, Dr. Paul ha scritto:

Giovanni,

I forgot the StopTimer:

Sub StopTimer()

    Application.OnTime earliesttime:=RunWhen, procedure:=cRunWhat, schedule:=False

End Sub

Regards,

Paul

-----Original Message-----

From: Bennett, Dr. Paul [[hidden email]]

Sent: Thursday, September 25, 2008 1:31 PM

To: [hidden email]; jimmygio

Cc: [hidden email]

Subject: Re: [Quantlib-users] How do triggers work?

Giovanni,

Can't you use a simple timer in EXCEL?

This can be done using Visual Basic and is simple to set up, see the code below.  This code will run the "RecalculateTermstructure" macro after you open the spreadsheet and continue to run this macro every 5 seconds until you close the spreadsheet.  Simply set calculations to manual (already in the auto_open) and write the code to do what you want in the "RecalculateTermstructure" macro.

Regards,

Paul

Public RunWhen As Double

Public Const CRunIntervalSeconds = 5 'seconds

Public Const cRunWhat = "RecalculateTermstructure"

Sub Auto_Open()

    With Application

        .Calculation = xlManual

    End With

    StartTimer

End Sub

Private Sub Auto_Close()

    StopTimer

End Sub

Sub StartTimer()

    RunWhen = Now + TimeSerial(0, 0, CRunIntervalSeconds)

    Application.OnTime earliesttime:=RunWhen, procedure:=cRunWhat, schedule:=True

End Sub

Sub RecalculateTermstructure()

    'YOUR RECALCULATE TERMSTRUCTURE CODE

    StartTimer

End Sub

Dr. Paul Bennett

Quantitative Analyst

Capital Markets and Treasury

Landesbank Baden-Württemberg

Singapore Branch

25 International Business Park

#01-72 German Centre

Singapore 609916

Telephone: +65 6562-9255

Telefax: +65 6562-9259

mailto: [hidden email]

http://www.LBBWsg.com

-----Original Message-----

From: Eric Ehlers [[hidden email]]

Sent: Wednesday, September 24, 2008 7:16 PM

To: jimmygio

Cc: [hidden email]

Subject: Re: [Quantlib-users] How do triggers work?

Hi Giovanni,

On Mon, September 22, 2008 14:18, jimmygio wrote:

Good morning,

I have the following problem. I built a term structure in excel

(PiecewiseYieldCurve), and I want to link its computation to a "timer". E.g.

I would like to recalculate the termstructure every 5 seconds, and NOT when

depo/futures/swap rates change.

Unfortunately I've not been able to find anything online about the way

triggers work. Can you please help me to understand how to manage this field?

Any kind of example will be very appreciated...

Thank you everyone in advance,

Giovanni

Triggers are documented at this link:

http://www.quantlibaddin.org/references.html

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

-------------------------------------------------------------------------

This SF.Net email is sponsored by the Moblin Your Move Developer's challenge

Build the coolest Linux based applications with Moblin SDK & win great prizes

Grand prize is a trip for two to an Open Source event anywhere in the world

http://moblin-contest.org/redirect.php?banner_id=100&url=/

_______________________________________________

QuantLib-users mailing list

[hidden email]

https://lists.sourceforge.net/lists/listinfo/quantlib-users

-------------------------------------------------------------------------

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_______________________________________________

QuantLib-users mailing list

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https://lists.sourceforge.net/lists/listinfo/quantlib-users

Thank you very much, it has been very helpful.
Regards
Giovanni

-------------------------------------------------------------------------
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jimmygio

R: How do triggers work?

Thank you very much, everything work perfectly now. You have been very kind and effective with your help ;)

Regards,

Giovanni Fontana

Da: Bennett, Dr. Paul [mailto:[hidden email]]
Inviato: lun 29/09/2008 5.23
A: [hidden email]
Cc: [hidden email]; [hidden email]
Oggetto: RE: [Quantlib-users] How do triggers work?

Giovanni,

Did you get the Timer to work? You might want to increase the time between recalculations as 5 seconds is quite short.

Also, you might want to consider adding an on-off switch to stop the recalculations. If this is an EXCEL application for

others, e.g. traders, then a nice user-friendly touch would be to change the functionality of EXCEL so that a right click

of the mouse reruns the recalculations. You can do this with the following macro in the ThisWorkbook module:

Sub Workbook_SheetBeforeRightClick(ByVal sh as Object, ByVal Target as Range, Cancel as Boolean)

RecalculateTermstructure

Cancel = True

End sub

Regards,

Paul

Bennett, Dr. Paul ha scritto:

Giovanni,

I forgot the StopTimer:

Sub StopTimer()

    Application.OnTime earliesttime:=RunWhen, procedure:=cRunWhat, schedule:=False

End Sub

Regards,

Paul

-----Original Message-----

From: Bennett, Dr. Paul [[hidden email]]

Sent: Thursday, September 25, 2008 1:31 PM

To: [hidden email]; jimmygio

Cc: [hidden email]

Subject: Re: [Quantlib-users] How do triggers work?

Giovanni,

Can't you use a simple timer in EXCEL?

This can be done using Visual Basic and is simple to set up, see the code below.  This code will run the "RecalculateTermstructure" macro after you open the spreadsheet and continue to run this macro every 5 seconds until you close the spreadsheet.  Simply set calculations to manual (already in the auto_open) and write the code to do what you want in the "RecalculateTermstructure" macro.

Regards,

Paul

Public RunWhen As Double

Public Const CRunIntervalSeconds = 5 'seconds

Public Const cRunWhat = "RecalculateTermstructure"

Sub Auto_Open()

    With Application

        .Calculation = xlManual

    End With

    StartTimer

End Sub

Private Sub Auto_Close()

    StopTimer

End Sub

Sub StartTimer()

    RunWhen = Now + TimeSerial(0, 0, CRunIntervalSeconds)

    Application.OnTime earliesttime:=RunWhen, procedure:=cRunWhat, schedule:=True

End Sub

Sub RecalculateTermstructure()

    'YOUR RECALCULATE TERMSTRUCTURE CODE

    StartTimer

End Sub

Dr. Paul Bennett

Quantitative Analyst

Capital Markets and Treasury

Landesbank Baden-Württemberg

Singapore Branch

25 International Business Park

#01-72 German Centre

Singapore 609916

Telephone: +65 6562-9255

Telefax: +65 6562-9259

mailto: [hidden email]

http://www.LBBWsg.com

-----Original Message-----

From: Eric Ehlers [[hidden email]]

Sent: Wednesday, September 24, 2008 7:16 PM

To: jimmygio

Cc: [hidden email]

Subject: Re: [Quantlib-users] How do triggers work?

Hi Giovanni,

On Mon, September 22, 2008 14:18, jimmygio wrote:

Good morning,

I have the following problem. I built a term structure in excel

(PiecewiseYieldCurve), and I want to link its computation to a "timer". E.g.

I would like to recalculate the termstructure every 5 seconds, and NOT when

depo/futures/swap rates change.

Unfortunately I've not been able to find anything online about the way

triggers work. Can you please help me to understand how to manage this field?

Any kind of example will be very appreciated...

Thank you everyone in advance,

Giovanni

Triggers are documented at this link:

http://www.quantlibaddin.org/references.html

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

-------------------------------------------------------------------------

This SF.Net email is sponsored by the Moblin Your Move Developer's challenge

Build the coolest Linux based applications with Moblin SDK & win great prizes

Grand prize is a trip for two to an Open Source event anywhere in the world

http://moblin-contest.org/redirect.php?banner_id=100&url=/

_______________________________________________

QuantLib-users mailing list

[hidden email]

https://lists.sourceforge.net/lists/listinfo/quantlib-users

-------------------------------------------------------------------------

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Build the coolest Linux based applications with Moblin SDK & win great prizes

Grand prize is a trip for two to an Open Source event anywhere in the world

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_______________________________________________

QuantLib-users mailing list

[hidden email]

https://lists.sourceforge.net/lists/listinfo/quantlib-users

Thank you very much, it has been very helpful.
Regards
Giovanni