Good evening,
I have a running version for the addin for LibreOffice/Calc. On GitHub I have a first prototype for automatic addin code generation of QuantLib functions and classes for Calc (github.com/lcallenbach/quantlibaddin). Feedback (and testing on other platforms) welcome. Kind regards, Lars ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, SlashDot.org! http://sdm.link/slashdot _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
That's very good news,
I know I could look and I will but, is that working ok for all OS? Is it based on the previous OH or on the new Reposit framework? Thank you pp ----- Original Message ----- > Good evening, > > I have a running version for the addin for LibreOffice/Calc. On > GitHub > I have a first prototype for automatic addin code generation of > QuantLib functions and classes for Calc > (github.com/lcallenbach/quantlibaddin). > > Feedback (and testing on other platforms) welcome. > > > Kind regards, > Lars > > ------------------------------------------------------------------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > _______________________________________________ > QuantLib-dev mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, SlashDot.org! http://sdm.link/slashdot _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Hi,
it is independent of Reposit and has a modified version of the "old" repository/objecthandler code of the QuantLibAddin in the folder oh. The other code components are generated by python code based on metadata defined under gensrc/metadata (similar to SWIG but without the class hierarchy redefinitions). I assume that Mac-OS is a quick win - but I have had some problems compiling the examples of LibreOffice/SDK under Windows (unix convention of paths in the SDK files which do not work under Windows - help appreciated since my license of VS-C++ is expired). Kind regards, Lars Am Donnerstag, den 26.01.2017, 18:50 +0100 schrieb [hidden email]: > That's very good news, > I know I could look and I will but, is that working ok for all OS? Is > it based on the previous OH or on the new Reposit framework? > Thank you > pp > > > > ----- Original Message ----- > > > > Good evening, > > > > I have a running version for the addin for LibreOffice/Calc. On > > GitHub > > I have a first prototype for automatic addin code generation of > > QuantLib functions and classes for Calc > > (github.com/lcallenbach/quantlibaddin). > > > > Feedback (and testing on other platforms) welcome. > > > > > > Kind regards, > > Lars > > > > ----------------------------------------------------------------- > > ------------- > > Check out the vibrant tech community on one of the world's most > > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > > _______________________________________________ > > QuantLib-dev mailing list > > [hidden email] > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, SlashDot.org! http://sdm.link/slashdot _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Hi,
I like its simplicity. It works very well on my mint/ubuntu with the last version of libreoffice + sdk. I can drive the debugger directly from Calc. Too bad the worksheets need to be rewritten but that's a minor inconvenience. Something I am wondering, what happens now with the dependencies? Can they be forced now? Would it be possible to get the doxygen c++ doc for free into the parameters of the functions? Through an hypothetical doxy-c++-py module? I might pr new functions as I use them. Best and thank you pp ----- Original Message ----- > Hi, > > it is independent of Reposit and has a modified version of the "old" > repository/objecthandler code of the QuantLibAddin in the folder oh. > > The other code components are generated by python code based on > metadata defined under gensrc/metadata (similar to SWIG but without > the > class hierarchy redefinitions). > > I assume that Mac-OS is a quick win - but I have had some problems > compiling the examples of LibreOffice/SDK under Windows (unix > convention of paths in the SDK files which do not work under Windows > - > help appreciated since my license of VS-C++ is expired). > > > Kind regards, > Lars > > > > > > Am Donnerstag, den 26.01.2017, 18:50 +0100 schrieb [hidden email]: > > That's very good news, > > I know I could look and I will but, is that working ok for all OS? > > Is > > it based on the previous OH or on the new Reposit framework? > > Thank you > > pp > > > > > > > > ----- Original Message ----- > > > > > > Good evening, > > > > > > I have a running version for the addin for LibreOffice/Calc. On > > > GitHub > > > I have a first prototype for automatic addin code generation of > > > QuantLib functions and classes for Calc > > > (github.com/lcallenbach/quantlibaddin). > > > > > > Feedback (and testing on other platforms) welcome. > > > > > > > > > Kind regards, > > > Lars > > > > > > ----------------------------------------------------------------- > > > ------------- > > > Check out the vibrant tech community on one of the world's most > > > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > > > _______________________________________________ > > > QuantLib-dev mailing list > > > [hidden email] > > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > > ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, SlashDot.org! http://sdm.link/slashdot _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Hi Lars,
How do you declare and use abstract types? Say I want to define a new constructor (e.g. riskybond.py) which needs an pointer in its constructor of a virtual base type (defaulttermstructure) How do I declare that type? I see there are methods for the type (defaulttermstructure.py) so they can be used from all derived classes but how does one declares the abstract type to be recognised? Best pp ----- Original Message ----- > Hi, > I like its simplicity. It works very well on my mint/ubuntu with the > last version of libreoffice + sdk. I can drive the debugger directly > from Calc. > Too bad the worksheets need to be rewritten but that's a minor > inconvenience. > Something I am wondering, what happens now with the dependencies? Can > they be forced now? > Would it be possible to get the doxygen c++ doc for free into the > parameters of the functions? Through an hypothetical doxy-c++-py > module? > I might pr new functions as I use them. > Best and thank you > pp > > ----- Original Message ----- > > Hi, > > > > it is independent of Reposit and has a modified version of the > > "old" > > repository/objecthandler code of the QuantLibAddin in the folder > > oh. > > > > The other code components are generated by python code based on > > metadata defined under gensrc/metadata (similar to SWIG but without > > the > > class hierarchy redefinitions). > > > > I assume that Mac-OS is a quick win - but I have had some problems > > compiling the examples of LibreOffice/SDK under Windows (unix > > convention of paths in the SDK files which do not work under > > Windows > > - > > help appreciated since my license of VS-C++ is expired). > > > > > > Kind regards, > > Lars > > > > > > > > > > > > Am Donnerstag, den 26.01.2017, 18:50 +0100 schrieb [hidden email]: > > > That's very good news, > > > I know I could look and I will but, is that working ok for all > > > OS? > > > Is > > > it based on the previous OH or on the new Reposit framework? > > > Thank you > > > pp > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > Good evening, > > > > > > > > I have a running version for the addin for LibreOffice/Calc. On > > > > GitHub > > > > I have a first prototype for automatic addin code generation of > > > > QuantLib functions and classes for Calc > > > > (github.com/lcallenbach/quantlibaddin). > > > > > > > > Feedback (and testing on other platforms) welcome. > > > > > > > > > > > > Kind regards, > > > > Lars > > > > > > > > ----------------------------------------------------------------- > > > > ------------- > > > > Check out the vibrant tech community on one of the world's most > > > > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > > > > _______________________________________________ > > > > QuantLib-dev mailing list > > > > [hidden email] > > > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > > > > > > ------------------------------------------------------------------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > _______________________________________________ > QuantLib-dev mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, SlashDot.org! http://sdm.link/slashdot _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Hi again,
I am not sure what I was asking makes sense anymore; something is failing when I add some extra functions but not sure where. Some add ok some do not, so it might just be syntax staring in front of my nose. I am looking at the code and some files contain non portable paths like line 275 of enumeratedobjects.py : pmd = ParseMetaData('/work/QuantLib-Addin/gensrc/metadata', 'Calc') this does not prevent things from working on my side however. guess it is not being used? Best PP ----- Original Message ----- > Hi Lars, > How do you declare and use abstract types? Say I want to define a new > constructor (e.g. riskybond.py) which needs an pointer in its > constructor of a virtual base type (defaulttermstructure) How do I > declare that type? I see there are methods for the type > (defaulttermstructure.py) so they can be used from all derived > classes but how does one declares the abstract type to be > recognised? > Best > pp > > > ----- Original Message ----- > > Hi, > > I like its simplicity. It works very well on my mint/ubuntu with > > the > > last version of libreoffice + sdk. I can drive the debugger > > directly > > from Calc. > > Too bad the worksheets need to be rewritten but that's a minor > > inconvenience. > > Something I am wondering, what happens now with the dependencies? > > Can > > they be forced now? > > Would it be possible to get the doxygen c++ doc for free into the > > parameters of the functions? Through an hypothetical doxy-c++-py > > module? > > I might pr new functions as I use them. > > Best and thank you > > pp > > > > ----- Original Message ----- > > > Hi, > > > > > > it is independent of Reposit and has a modified version of the > > > "old" > > > repository/objecthandler code of the QuantLibAddin in the folder > > > oh. > > > > > > The other code components are generated by python code based on > > > metadata defined under gensrc/metadata (similar to SWIG but > > > without > > > the > > > class hierarchy redefinitions). > > > > > > I assume that Mac-OS is a quick win - but I have had some > > > problems > > > compiling the examples of LibreOffice/SDK under Windows (unix > > > convention of paths in the SDK files which do not work under > > > Windows > > > - > > > help appreciated since my license of VS-C++ is expired). > > > > > > > > > Kind regards, > > > Lars > > > > > > > > > > > > > > > > > > Am Donnerstag, den 26.01.2017, 18:50 +0100 schrieb > > > [hidden email]: > > > > That's very good news, > > > > I know I could look and I will but, is that working ok for all > > > > OS? > > > > Is > > > > it based on the previous OH or on the new Reposit framework? > > > > Thank you > > > > pp > > > > > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > Good evening, > > > > > > > > > > I have a running version for the addin for LibreOffice/Calc. > > > > > On > > > > > GitHub > > > > > I have a first prototype for automatic addin code generation > > > > > of > > > > > QuantLib functions and classes for Calc > > > > > (github.com/lcallenbach/quantlibaddin). > > > > > > > > > > Feedback (and testing on other platforms) welcome. > > > > > > > > > > > > > > > Kind regards, > > > > > Lars > > > > > > > > > > ----------------------------------------------------------------- > > > > > ------------- > > > > > Check out the vibrant tech community on one of the world's > > > > > most > > > > > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > > > > > _______________________________________________ > > > > > QuantLib-dev mailing list > > > > > [hidden email] > > > > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > > > > > > > > > > ------------------------------------------------------------------------------ > > Check out the vibrant tech community on one of the world's most > > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > > _______________________________________________ > > QuantLib-dev mailing list > > [hidden email] > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > > ------------------------------------------------------------------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > _______________________________________________ > QuantLib-dev mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, SlashDot.org! http://sdm.link/slashdot _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Hello,
I have added an example under experimental/credit/riskybond.py and in the spreadsheet. You need not define the base class - except you would like to refer to member functions of it. I assume that it is not necessary to instantiate a base class (like RiskyBond which has virtual functions). I also added code to handle 1D return types of enumeratedobjects (ccy() function of RiskyBond) in calc.py and for the correct handling of std::string input parameters (like 'name' of riskybond - not handled like objects) in addinclasses.py. In some part of the code I have left statements of the type --- if __name__ == "__main__": ---. You can ignore them since you invoke 'python main.py -o'. The previous statement --- if __name__ ... --- is for debugging since I can execute the file alone without executing main.py. Regards, Lars Callenbach Am Montag, den 13.02.2017, 14:20 +0100 schrieb [hidden email]: > Hi again, > I am not sure what I was asking makes sense anymore; something is > failing when I add some extra functions but not sure where. > Some add ok some do not, so it might just be syntax staring in front > of my nose. > > I am looking at the code and some files contain non portable paths > like line 275 of enumeratedobjects.py : > pmd = ParseMetaData('/work/QuantLib-Addin/gensrc/metadata', > 'Calc') > this does not prevent things from working on my side however. > guess it is not being used? > > Best > PP > > > ----- Original Message ----- > > > > Hi Lars, > > How do you declare and use abstract types? Say I want to define a > > new > > constructor (e.g. riskybond.py) which needs an pointer in its > > constructor of a virtual base type (defaulttermstructure) How do I > > declare that type? I see there are methods for the type > > (defaulttermstructure.py) so they can be used from all derived > > classes but how does one declares the abstract type to be > > recognised? > > Best > > pp > > > > > > ----- Original Message ----- > > > > > > Hi, > > > I like its simplicity. It works very well on my mint/ubuntu with > > > the > > > last version of libreoffice + sdk. I can drive the debugger > > > directly > > > from Calc. > > > Too bad the worksheets need to be rewritten but that's a minor > > > inconvenience. > > > Something I am wondering, what happens now with the dependencies? > > > Can > > > they be forced now? > > > Would it be possible to get the doxygen c++ doc for free into the > > > parameters of the functions? Through an hypothetical doxy-c++-py > > > module? > > > I might pr new functions as I use them. > > > Best and thank you > > > pp > > > > > > ----- Original Message ----- > > > > > > > > Hi, > > > > > > > > it is independent of Reposit and has a modified version of the > > > > "old" > > > > repository/objecthandler code of the QuantLibAddin in the > > > > folder > > > > oh. > > > > > > > > The other code components are generated by python code based on > > > > metadata defined under gensrc/metadata (similar to SWIG but > > > > without > > > > the > > > > class hierarchy redefinitions). > > > > > > > > I assume that Mac-OS is a quick win - but I have had some > > > > problems > > > > compiling the examples of LibreOffice/SDK under Windows (unix > > > > convention of paths in the SDK files which do not work under > > > > Windows > > > > - > > > > help appreciated since my license of VS-C++ is expired). > > > > > > > > > > > > Kind regards, > > > > Lars > > > > > > > > > > > > > > > > > > > > > > > > Am Donnerstag, den 26.01.2017, 18:50 +0100 schrieb > > > > [hidden email]: > > > > > > > > > > That's very good news, > > > > > I know I could look and I will but, is that working ok for > > > > > all > > > > > OS? > > > > > Is > > > > > it based on the previous OH or on the new Reposit framework? > > > > > Thank you > > > > > pp > > > > > > > > > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > > > > > > > Good evening, > > > > > > > > > > > > I have a running version for the addin for > > > > > > LibreOffice/Calc. > > > > > > On > > > > > > GitHub > > > > > > I have a first prototype for automatic addin code > > > > > > generation > > > > > > of > > > > > > QuantLib functions and classes for Calc > > > > > > (github.com/lcallenbach/quantlibaddin). > > > > > > > > > > > > Feedback (and testing on other platforms) welcome. > > > > > > > > > > > > > > > > > > Kind regards, > > > > > > Lars > > > > > > > > > > > > --------------------------------------------------------- > > > > > > -------- > > > > > > ------------- > > > > > > Check out the vibrant tech community on one of the world's > > > > > > most > > > > > > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > > > > > > _______________________________________________ > > > > > > QuantLib-dev mailing list > > > > > > [hidden email] > > > > > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > > > > > > > > > > > > > > --------------------------------------------------------------- > > > --------------- > > > Check out the vibrant tech community on one of the world's most > > > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > > > _______________________________________________ > > > QuantLib-dev mailing list > > > [hidden email] > > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > > > > > ----------------------------------------------------------------- > > ------------- > > Check out the vibrant tech community on one of the world's most > > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > > _______________________________________________ > > QuantLib-dev mailing list > > [hidden email] > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, SlashDot.org! http://sdm.link/slashdot _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Hi,
I did realize I dont need abstract base classes. I had declared RiskyFixedBond and therefore I needed to have currencies, that went all right. Also I am declaring CDS but I get problems with the type conversion of the protection side and the schedule type (also in the defaultable bond). If I understood your doc I wrote: ImplicitConversionsCalc = [ ("QuantLib::Protection::Side", "std::string", "string", "EnumeratedType", "<<"), ] QuantLibTypes = [ ("EnumeratedType", "ql/default.hpp", "QuantLib::Protection::Side", "std::string", "Buyer", "QuantLib::Protection::Buyer"), ("EnumeratedType", "ql/default.hpp", "QuantLib::Protection::Side", "std::string", "Seller", "QuantLib::Protection::Seller"), ] is that ok? For the scehdule I will pull your code and figure it out. Also I have moved the code under "./gensrc/code" to "./gensrc/codesrc" the reason is that if I want to debug the python tools with eclipse or any other debugger it gets confused with /code/ and the python libraries. Antoher minor point is that the parser is very picky on not having carriage returns on the parameter list of constructors, it fails if theres one. Best regards pp ----- Original Message ----- > Hello, > > I have added an example under experimental/credit/riskybond.py and in > the spreadsheet. > > You need not define the base class - except you would like to refer > to > member functions of it. I assume that it is not necessary to > instantiate a base class (like RiskyBond which has virtual > functions). > > I also added code to handle 1D return types of enumeratedobjects > (ccy() > function of RiskyBond) in calc.py and for the correct handling of > std::string input parameters (like 'name' of riskybond - not handled > like objects) in addinclasses.py. > > In some part of the code I have left statements of the type > --- if __name__ == "__main__": ---. You can ignore them since you > invoke 'python main.py -o'. The previous statement --- if __name__ > ... > --- is for debugging since I can execute the file alone without > executing main.py. > > > Regards, > Lars Callenbach > > > > > Am Montag, den 13.02.2017, 14:20 +0100 schrieb [hidden email]: > > Hi again, > > I am not sure what I was asking makes sense anymore; something is > > failing when I add some extra functions but not sure where. > > Some add ok some do not, so it might just be syntax staring in > > front > > of my nose. > > > > I am looking at the code and some files contain non portable paths > > like line 275 of enumeratedobjects.py : > > pmd = ParseMetaData('/work/QuantLib-Addin/gensrc/metadata', > > 'Calc') > > this does not prevent things from working on my side however. > > guess it is not being used? > > > > Best > > PP > > > > > > ----- Original Message ----- > > > > > > Hi Lars, > > > How do you declare and use abstract types? Say I want to define a > > > new > > > constructor (e.g. riskybond.py) which needs an pointer in its > > > constructor of a virtual base type (defaulttermstructure) How do > > > I > > > declare that type? I see there are methods for the type > > > (defaulttermstructure.py) so they can be used from all derived > > > classes but how does one declares the abstract type to be > > > recognised? > > > Best > > > pp > > > > > > > > > ----- Original Message ----- > > > > > > > > Hi, > > > > I like its simplicity. It works very well on my mint/ubuntu > > > > with > > > > the > > > > last version of libreoffice + sdk. I can drive the debugger > > > > directly > > > > from Calc. > > > > Too bad the worksheets need to be rewritten but that's a minor > > > > inconvenience. > > > > Something I am wondering, what happens now with the > > > > dependencies? > > > > Can > > > > they be forced now? > > > > Would it be possible to get the doxygen c++ doc for free into > > > > the > > > > parameters of the functions? Through an hypothetical > > > > doxy-c++-py > > > > module? > > > > I might pr new functions as I use them. > > > > Best and thank you > > > > pp > > > > > > > > ----- Original Message ----- > > > > > > > > > > Hi, > > > > > > > > > > it is independent of Reposit and has a modified version of > > > > > the > > > > > "old" > > > > > repository/objecthandler code of the QuantLibAddin in the > > > > > folder > > > > > oh. > > > > > > > > > > The other code components are generated by python code based > > > > > on > > > > > metadata defined under gensrc/metadata (similar to SWIG but > > > > > without > > > > > the > > > > > class hierarchy redefinitions). > > > > > > > > > > I assume that Mac-OS is a quick win - but I have had some > > > > > problems > > > > > compiling the examples of LibreOffice/SDK under Windows (unix > > > > > convention of paths in the SDK files which do not work under > > > > > Windows > > > > > - > > > > > help appreciated since my license of VS-C++ is expired). > > > > > > > > > > > > > > > Kind regards, > > > > > Lars > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Am Donnerstag, den 26.01.2017, 18:50 +0100 schrieb > > > > > [hidden email]: > > > > > > > > > > > > That's very good news, > > > > > > I know I could look and I will but, is that working ok for > > > > > > all > > > > > > OS? > > > > > > Is > > > > > > it based on the previous OH or on the new Reposit > > > > > > framework? > > > > > > Thank you > > > > > > pp > > > > > > > > > > > > > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > > > > > > > > > > Good evening, > > > > > > > > > > > > > > I have a running version for the addin for > > > > > > > LibreOffice/Calc. > > > > > > > On > > > > > > > GitHub > > > > > > > I have a first prototype for automatic addin code > > > > > > > generation > > > > > > > of > > > > > > > QuantLib functions and classes for Calc > > > > > > > (github.com/lcallenbach/quantlibaddin). > > > > > > > > > > > > > > Feedback (and testing on other platforms) welcome. > > > > > > > > > > > > > > > > > > > > > Kind regards, > > > > > > > Lars > > > > > > > > > > > > > > --------------------------------------------------------- > > > > > > > -------- > > > > > > > ------------- > > > > > > > Check out the vibrant tech community on one of the > > > > > > > world's > > > > > > > most > > > > > > > engaging tech sites, SlashDot.org! > > > > > > > http://sdm.link/slashdot > > > > > > > _______________________________________________ > > > > > > > QuantLib-dev mailing list > > > > > > > [hidden email] > > > > > > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > > > > > > > > > > > > > > > > > > --------------------------------------------------------------- > > > > --------------- > > > > Check out the vibrant tech community on one of the world's most > > > > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > > > > _______________________________________________ > > > > QuantLib-dev mailing list > > > > [hidden email] > > > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > > > > > > > > ----------------------------------------------------------------- > > > ------------- > > > Check out the vibrant tech community on one of the world's most > > > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > > > _______________________________________________ > > > QuantLib-dev mailing list > > > [hidden email] > > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > > ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, SlashDot.org! http://sdm.link/slashdot _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Hi,
some comments below. Best regards, Lars Am Dienstag, den 14.02.2017, 11:31 +0100 schrieb [hidden email]: > Hi, > I did realize I dont need abstract base classes. I had declared > RiskyFixedBond and therefore I needed to have currencies, that went > all right. Also I am declaring CDS but I get problems with the type > conversion of the protection side and the schedule type (also in the > defaultable bond). If I understood your doc I wrote: > > ImplicitConversionsCalc = [ > ("QuantLib::Protection::Side", "std::string", "string", > "EnumeratedType", "<<"), > ] > > QuantLibTypes = [ > ("EnumeratedType", "ql/default.hpp", > "QuantLib::Protection::Side", "std::string", "Buyer", > "QuantLib::Protection::Buyer"), > ("EnumeratedType", "ql/default.hpp", > "QuantLib::Protection::Side", "std::string", "Seller", > "QuantLib::Protection::Seller"), > ] > That declaration should work (analoguous to Option::Type). The parameter type in the addin interface should be QuantLib::Protection::Side. ### > is that ok? For the scehdule I will pull your code and figure it out. > > Also I have moved the code under "./gensrc/code" to > "./gensrc/codesrc" the reason is that if I want to debug the python > tools with eclipse or any other debugger it gets confused with /code/ > and the python libraries. ### I will change it ... ### > Antoher minor point is that the parser is very picky on not having > carriage returns on the parameter list of constructors, it fails if > theres one. ### The *.py files under the metadata directory are parsed in python syntax. It should be possible to use a backslash at the end of a line for a line break like ("Constructor", "ql/experimental/credit/riskybond.hpp", "QuantLib::RiskyFixedBond(std::string Name, QuantLib::Currency Ccy, \ QuantLib::Real RecoveryRate, QuantLib::Handle<QuantLib::DefaultProbabilityTermStructure> DefaultTS, \ QuantLib::Schedule Schedule, QuantLib::Real Rate, QuantLib::DayCounter DayCounter, \ QuantLib::BusinessDayConvention PaymentConvention, std::vector<QuantLib::Real> Notionals, \ QuantLib::Handle<QuantLib::YieldTermStructure> YieldTS)", "", "qlRiskyFixedBond"), ### > Best regards > pp > > > > > ----- Original Message ----- > > > > Hello, > > > > I have added an example under experimental/credit/riskybond.py and > > in > > the spreadsheet. > > > > You need not define the base class - except you would like to refer > > to > > member functions of it. I assume that it is not necessary to > > instantiate a base class (like RiskyBond which has virtual > > functions). > > > > I also added code to handle 1D return types of enumeratedobjects > > (ccy() > > function of RiskyBond) in calc.py and for the correct handling of > > std::string input parameters (like 'name' of riskybond - not > > handled > > like objects) in addinclasses.py. > > > > In some part of the code I have left statements of the type > > --- if __name__ == "__main__": ---. You can ignore them since you > > invoke 'python main.py -o'. The previous statement --- if __name__ > > ... > > --- is for debugging since I can execute the file alone without > > executing main.py. > > > > > > Regards, > > Lars Callenbach > > > > > > > > > > Am Montag, den 13.02.2017, 14:20 +0100 schrieb [hidden email]: > > > > > > Hi again, > > > I am not sure what I was asking makes sense anymore; something is > > > failing when I add some extra functions but not sure where. > > > Some add ok some do not, so it might just be syntax staring in > > > front > > > of my nose. > > > > > > I am looking at the code and some files contain non portable > > > paths > > > like line 275 of enumeratedobjects.py : > > > pmd = ParseMetaData('/work/QuantLib-Addin/gensrc/metadata', > > > 'Calc') > > > this does not prevent things from working on my side however. > > > guess it is not being used? > > > > > > Best > > > PP > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > Hi Lars, > > > > How do you declare and use abstract types? Say I want to define > > > > a > > > > new > > > > constructor (e.g. riskybond.py) which needs an pointer in its > > > > constructor of a virtual base type (defaulttermstructure) How > > > > do > > > > I > > > > declare that type? I see there are methods for the type > > > > (defaulttermstructure.py) so they can be used from all derived > > > > classes but how does one declares the abstract type to be > > > > recognised? > > > > Best > > > > pp > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > > > > Hi, > > > > > I like its simplicity. It works very well on my mint/ubuntu > > > > > with > > > > > the > > > > > last version of libreoffice + sdk. I can drive the debugger > > > > > directly > > > > > from Calc. > > > > > Too bad the worksheets need to be rewritten but that's a > > > > > minor > > > > > inconvenience. > > > > > Something I am wondering, what happens now with the > > > > > dependencies? > > > > > Can > > > > > they be forced now? > > > > > Would it be possible to get the doxygen c++ doc for free into > > > > > the > > > > > parameters of the functions? Through an hypothetical > > > > > doxy-c++-py > > > > > module? > > > > > I might pr new functions as I use them. > > > > > Best and thank you > > > > > pp > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > > > > > > > Hi, > > > > > > > > > > > > it is independent of Reposit and has a modified version of > > > > > > the > > > > > > "old" > > > > > > repository/objecthandler code of the QuantLibAddin in the > > > > > > folder > > > > > > oh. > > > > > > > > > > > > The other code components are generated by python code > > > > > > based > > > > > > on > > > > > > metadata defined under gensrc/metadata (similar to SWIG but > > > > > > without > > > > > > the > > > > > > class hierarchy redefinitions). > > > > > > > > > > > > I assume that Mac-OS is a quick win - but I have had some > > > > > > problems > > > > > > compiling the examples of LibreOffice/SDK under Windows > > > > > > (unix > > > > > > convention of paths in the SDK files which do not work > > > > > > under > > > > > > Windows > > > > > > - > > > > > > help appreciated since my license of VS-C++ is expired). > > > > > > > > > > > > > > > > > > Kind regards, > > > > > > Lars > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Am Donnerstag, den 26.01.2017, 18:50 +0100 schrieb > > > > > > [hidden email]: > > > > > > > > > > > > > > > > > > > > > That's very good news, > > > > > > > I know I could look and I will but, is that working ok > > > > > > > for > > > > > > > all > > > > > > > OS? > > > > > > > Is > > > > > > > it based on the previous OH or on the new Reposit > > > > > > > framework? > > > > > > > Thank you > > > > > > > pp > > > > > > > > > > > > > > > > > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Good evening, > > > > > > > > > > > > > > > > I have a running version for the addin for > > > > > > > > LibreOffice/Calc. > > > > > > > > On > > > > > > > > GitHub > > > > > > > > I have a first prototype for automatic addin code > > > > > > > > generation > > > > > > > > of > > > > > > > > QuantLib functions and classes for Calc > > > > > > > > (github.com/lcallenbach/quantlibaddin). > > > > > > > > > > > > > > > > Feedback (and testing on other platforms) welcome. > > > > > > > > > > > > > > > > > > > > > > > > Kind regards, > > > > > > > > Lars > > > > > > > > > > > > > > > > ----------------------------------------------------- > > > > > > > > ---- > > > > > > > > -------- > > > > > > > > ------------- > > > > > > > > Check out the vibrant tech community on one of the > > > > > > > > world's > > > > > > > > most > > > > > > > > engaging tech sites, SlashDot.org! > > > > > > > > http://sdm.link/slashdot > > > > > > > > _______________________________________________ > > > > > > > > QuantLib-dev mailing list > > > > > > > > [hidden email] > > > > > > > > https://lists.sourceforge.net/lists/listinfo/quantlib-d > > > > > > > > ev > > > > > > > > > > > > > > > > > > > > > > > > ----------------------------------------------------------- > > > > > ---- > > > > > --------------- > > > > > Check out the vibrant tech community on one of the world's > > > > > most > > > > > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > > > > > _______________________________________________ > > > > > QuantLib-dev mailing list > > > > > [hidden email] > > > > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > > > > > > > > > > > ------------------------------------------------------------- > > > > ---- > > > > ------------- > > > > Check out the vibrant tech community on one of the world's most > > > > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > > > > _______________________________________________ > > > > QuantLib-dev mailing list > > > > [hidden email] > > > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > > > > ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, SlashDot.org! http://sdm.link/slashdot _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Hello Lars, thank you for the reply.
Somehow the Position enum wasnt being generated in the sources and I realized it has to be declared in a separate file; is this intended? Theres some chaotic behaviour, like default TS calibrating to different values to the previous time I openend the worksheet but I dont know if this is a serialization or a Calc problem. Looks like resetting the eval date cleans up things. I'll try to get an specific user case. I just sent a pr Best pp ----- Original Message ----- > Hi, > > some comments below. > > > Best regards, > Lars > > > > Am Dienstag, den 14.02.2017, 11:31 +0100 schrieb [hidden email]: > > Hi, > > I did realize I dont need abstract base classes. I had declared > > RiskyFixedBond and therefore I needed to have currencies, that went > > all right. Also I am declaring CDS but I get problems with the type > > conversion of the protection side and the schedule type (also in > > the > > defaultable bond). If I understood your doc I wrote: > > > > ImplicitConversionsCalc = [ > > ("QuantLib::Protection::Side", "std::string", "string", > > "EnumeratedType", "<<"), > > ] > > > > QuantLibTypes = [ > > ("EnumeratedType", "ql/default.hpp", > > "QuantLib::Protection::Side", "std::string", "Buyer", > > "QuantLib::Protection::Buyer"), > > ("EnumeratedType", "ql/default.hpp", > > "QuantLib::Protection::Side", "std::string", "Seller", > > "QuantLib::Protection::Seller"), > > ] > > > ### > That declaration should work (analoguous to Option::Type). The > parameter type in the addin interface should be > QuantLib::Protection::Side. > ### > > is that ok? For the scehdule I will pull your code and figure it > > out. > > > > Also I have moved the code under "./gensrc/code" to > > "./gensrc/codesrc" the reason is that if I want to debug the > > python > > tools with eclipse or any other debugger it gets confused with > > /code/ > > and the python libraries. > ### > I will change it ... > ### > > Antoher minor point is that the parser is very picky on not having > > carriage returns on the parameter list of constructors, it fails if > > theres one. > ### > The *.py files under the metadata directory are parsed in python > syntax. It should be possible to use a backslash at the end of a line > for a line break like > > ("Constructor", "ql/experimental/credit/riskybond.hpp", > "QuantLib::RiskyFixedBond(std::string Name, > QuantLib::Currency > Ccy, \ > QuantLib::Real RecoveryRate, > QuantLib::Handle<QuantLib::DefaultProbabilityTermStructure> > DefaultTS, > \ > QuantLib::Schedule Schedule, QuantLib::Real Rate, > QuantLib::DayCounter DayCounter, \ > QuantLib::BusinessDayConvention PaymentConvention, > std::vector<QuantLib::Real> Notionals, \ > QuantLib::Handle<QuantLib::YieldTermStructure> YieldTS)", > "", "qlRiskyFixedBond"), > ### > > Best regards > > pp > > > > > > > > > > ----- Original Message ----- > > > > > > Hello, > > > > > > I have added an example under experimental/credit/riskybond.py > > > and > > > in > > > the spreadsheet. > > > > > > You need not define the base class - except you would like to > > > refer > > > to > > > member functions of it. I assume that it is not necessary to > > > instantiate a base class (like RiskyBond which has virtual > > > functions). > > > > > > I also added code to handle 1D return types of enumeratedobjects > > > (ccy() > > > function of RiskyBond) in calc.py and for the correct handling of > > > std::string input parameters (like 'name' of riskybond - not > > > handled > > > like objects) in addinclasses.py. > > > > > > In some part of the code I have left statements of the type > > > --- if __name__ == "__main__": ---. You can ignore them since you > > > invoke 'python main.py -o'. The previous statement --- if > > > __name__ > > > ... > > > --- is for debugging since I can execute the file alone without > > > executing main.py. > > > > > > > > > Regards, > > > Lars Callenbach > > > > > > > > > > > > > > > Am Montag, den 13.02.2017, 14:20 +0100 schrieb [hidden email]: > > > > > > > > Hi again, > > > > I am not sure what I was asking makes sense anymore; something > > > > is > > > > failing when I add some extra functions but not sure where. > > > > Some add ok some do not, so it might just be syntax staring in > > > > front > > > > of my nose. > > > > > > > > I am looking at the code and some files contain non portable > > > > paths > > > > like line 275 of enumeratedobjects.py : > > > > pmd = ParseMetaData('/work/QuantLib-Addin/gensrc/metadata', > > > > 'Calc') > > > > this does not prevent things from working on my side however. > > > > guess it is not being used? > > > > > > > > Best > > > > PP > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > > > > Hi Lars, > > > > > How do you declare and use abstract types? Say I want to > > > > > define > > > > > a > > > > > new > > > > > constructor (e.g. riskybond.py) which needs an pointer in its > > > > > constructor of a virtual base type (defaulttermstructure) How > > > > > do > > > > > I > > > > > declare that type? I see there are methods for the type > > > > > (defaulttermstructure.py) so they can be used from all > > > > > derived > > > > > classes but how does one declares the abstract type to be > > > > > recognised? > > > > > Best > > > > > pp > > > > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > > > > > > > Hi, > > > > > > I like its simplicity. It works very well on my mint/ubuntu > > > > > > with > > > > > > the > > > > > > last version of libreoffice + sdk. I can drive the debugger > > > > > > directly > > > > > > from Calc. > > > > > > Too bad the worksheets need to be rewritten but that's a > > > > > > minor > > > > > > inconvenience. > > > > > > Something I am wondering, what happens now with the > > > > > > dependencies? > > > > > > Can > > > > > > they be forced now? > > > > > > Would it be possible to get the doxygen c++ doc for free > > > > > > into > > > > > > the > > > > > > parameters of the functions? Through an hypothetical > > > > > > doxy-c++-py > > > > > > module? > > > > > > I might pr new functions as I use them. > > > > > > Best and thank you > > > > > > pp > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > > > > > > > > > > Hi, > > > > > > > > > > > > > > it is independent of Reposit and has a modified version > > > > > > > of > > > > > > > the > > > > > > > "old" > > > > > > > repository/objecthandler code of the QuantLibAddin in the > > > > > > > folder > > > > > > > oh. > > > > > > > > > > > > > > The other code components are generated by python code > > > > > > > based > > > > > > > on > > > > > > > metadata defined under gensrc/metadata (similar to SWIG > > > > > > > but > > > > > > > without > > > > > > > the > > > > > > > class hierarchy redefinitions). > > > > > > > > > > > > > > I assume that Mac-OS is a quick win - but I have had some > > > > > > > problems > > > > > > > compiling the examples of LibreOffice/SDK under Windows > > > > > > > (unix > > > > > > > convention of paths in the SDK files which do not work > > > > > > > under > > > > > > > Windows > > > > > > > - > > > > > > > help appreciated since my license of VS-C++ is expired). > > > > > > > > > > > > > > > > > > > > > Kind regards, > > > > > > > Lars > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Am Donnerstag, den 26.01.2017, 18:50 +0100 schrieb > > > > > > > [hidden email]: > > > > > > > > > > > > > > > > > > > > > > > > That's very good news, > > > > > > > > I know I could look and I will but, is that working ok > > > > > > > > for > > > > > > > > all > > > > > > > > OS? > > > > > > > > Is > > > > > > > > it based on the previous OH or on the new Reposit > > > > > > > > framework? > > > > > > > > Thank you > > > > > > > > pp > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Good evening, > > > > > > > > > > > > > > > > > > I have a running version for the addin for > > > > > > > > > LibreOffice/Calc. > > > > > > > > > On > > > > > > > > > GitHub > > > > > > > > > I have a first prototype for automatic addin code > > > > > > > > > generation > > > > > > > > > of > > > > > > > > > QuantLib functions and classes for Calc > > > > > > > > > (github.com/lcallenbach/quantlibaddin). > > > > > > > > > > > > > > > > > > Feedback (and testing on other platforms) welcome. > > > > > > > > > > > > > > > > > > > > > > > > > > > Kind regards, > > > > > > > > > Lars > > > > > > > > > > > > > > > > > > ----------------------------------------------------- > > > > > > > > > ---- > > > > > > > > > -------- > > > > > > > > > ------------- > > > > > > > > > Check out the vibrant tech community on one of the > > > > > > > > > world's > > > > > > > > > most > > > > > > > > > engaging tech sites, SlashDot.org! > > > > > > > > > http://sdm.link/slashdot > > > > > > > > > _______________________________________________ > > > > > > > > > QuantLib-dev mailing list > > > > > > > > > [hidden email] > > > > > > > > > https://lists.sourceforge.net/lists/listinfo/quantlib-d > > > > > > > > > ev > > > > > > > > > > > > > > > > > > > > > > > > > > > > ----------------------------------------------------------- > > > > > > ---- > > > > > > --------------- > > > > > > Check out the vibrant tech community on one of the world's > > > > > > most > > > > > > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > > > > > > _______________________________________________ > > > > > > QuantLib-dev mailing list > > > > > > [hidden email] > > > > > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > > > > > > > > > > > > > > ------------------------------------------------------------- > > > > > ---- > > > > > ------------- > > > > > Check out the vibrant tech community on one of the world's > > > > > most > > > > > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > > > > > _______________________________________________ > > > > > QuantLib-dev mailing list > > > > > [hidden email] > > > > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > > > > > > > ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, SlashDot.org! http://sdm.link/slashdot _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Hi,
Enums are not generated automatically. They have to be defined in conversions. For further discussions please provide the metadata code you generated. Without it I cannot assist you ... A remark concerning the spreadsheet: under "Settings" the evaluationdate is set to Today(). So calculations might change from day to day since schedules are generated based on this date (schedules are not defined statically, they are calculated based on evaluationdate and the calendar (holidays) is different from NullCalendar ...). If you would like to change this: just replace Today() with the date of your choice in "Settings". Then everything should work as you expect. Best regards, Lars Am Donnerstag, den 16.02.2017, 11:02 +0100 schrieb [hidden email]: > Hello Lars, thank you for the reply. > Somehow the Position enum wasnt being generated in the sources and I > realized it has to be declared in a separate file; is this intended? > > Theres some chaotic behaviour, like default TS calibrating to > different values to the previous time I openend the worksheet but I > dont know if this is a serialization or a Calc problem. Looks like > resetting the eval date cleans up things. I'll try to get an specific > user case. > > I just sent a pr > Best > pp > > > ----- Original Message ----- > > > > Hi, > > > > some comments below. > > > > > > Best regards, > > Lars > > > > > > > > Am Dienstag, den 14.02.2017, 11:31 +0100 schrieb [hidden email]: > > > > > > Hi, > > > I did realize I dont need abstract base classes. I had declared > > > RiskyFixedBond and therefore I needed to have currencies, that > > > went > > > all right. Also I am declaring CDS but I get problems with the > > > type > > > conversion of the protection side and the schedule type (also in > > > the > > > defaultable bond). If I understood your doc I wrote: > > > > > > ImplicitConversionsCalc = [ > > > ("QuantLib::Protection::Side", "std::string", "string", > > > "EnumeratedType", "<<"), > > > ] > > > > > > QuantLibTypes = [ > > > ("EnumeratedType", "ql/default.hpp", > > > "QuantLib::Protection::Side", "std::string", "Buyer", > > > "QuantLib::Protection::Buyer"), > > > ("EnumeratedType", "ql/default.hpp", > > > "QuantLib::Protection::Side", "std::string", "Seller", > > > "QuantLib::Protection::Seller"), > > > ] > > > > > ### > > That declaration should work (analoguous to Option::Type). The > > parameter type in the addin interface should be > > QuantLib::Protection::Side. > > ### > > > > > > is that ok? For the scehdule I will pull your code and figure it > > > out. > > > > > > Also I have moved the code under "./gensrc/code" to > > > "./gensrc/codesrc" the reason is that if I want to debug the > > > python > > > tools with eclipse or any other debugger it gets confused with > > > /code/ > > > and the python libraries. > > ### > > I will change it ... > > ### > > > > > > Antoher minor point is that the parser is very picky on not > > > having > > > carriage returns on the parameter list of constructors, it fails > > > if > > > theres one. > > ### > > The *.py files under the metadata directory are parsed in python > > syntax. It should be possible to use a backslash at the end of a > > line > > for a line break like > > > > ("Constructor", "ql/experimental/credit/riskybond.hpp", > > "QuantLib::RiskyFixedBond(std::string Name, > > QuantLib::Currency > > Ccy, \ > > QuantLib::Real RecoveryRate, > > QuantLib::Handle<QuantLib::DefaultProbabilityTermStructure> > > DefaultTS, > > \ > > QuantLib::Schedule Schedule, QuantLib::Real Rate, > > QuantLib::DayCounter DayCounter, \ > > QuantLib::BusinessDayConvention PaymentConvention, > > std::vector<QuantLib::Real> Notionals, \ > > QuantLib::Handle<QuantLib::YieldTermStructure> YieldTS)", > > "", "qlRiskyFixedBond"), > > ### > > > > > > Best regards > > > pp > > > > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > Hello, > > > > > > > > I have added an example under experimental/credit/riskybond.py > > > > and > > > > in > > > > the spreadsheet. > > > > > > > > You need not define the base class - except you would like to > > > > refer > > > > to > > > > member functions of it. I assume that it is not necessary to > > > > instantiate a base class (like RiskyBond which has virtual > > > > functions). > > > > > > > > I also added code to handle 1D return types of > > > > enumeratedobjects > > > > (ccy() > > > > function of RiskyBond) in calc.py and for the correct handling > > > > of > > > > std::string input parameters (like 'name' of riskybond - not > > > > handled > > > > like objects) in addinclasses.py. > > > > > > > > In some part of the code I have left statements of the type > > > > --- if __name__ == "__main__": ---. You can ignore them since > > > > you > > > > invoke 'python main.py -o'. The previous statement --- if > > > > __name__ > > > > ... > > > > --- is for debugging since I can execute the file alone without > > > > executing main.py. > > > > > > > > > > > > Regards, > > > > Lars Callenbach > > > > > > > > > > > > > > > > > > > > Am Montag, den 13.02.2017, 14:20 +0100 schrieb [hidden email]: > > > > > > > > > > > > > > > Hi again, > > > > > I am not sure what I was asking makes sense anymore; > > > > > something > > > > > is > > > > > failing when I add some extra functions but not sure where. > > > > > Some add ok some do not, so it might just be syntax staring > > > > > in > > > > > front > > > > > of my nose. > > > > > > > > > > I am looking at the code and some files contain non portable > > > > > paths > > > > > like line 275 of enumeratedobjects.py : > > > > > pmd = ParseMetaData('/work/QuantLib- > > > > > Addin/gensrc/metadata', > > > > > 'Calc') > > > > > this does not prevent things from working on my side however. > > > > > guess it is not being used? > > > > > > > > > > Best > > > > > PP > > > > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > > > > > > > > > > > > > Hi Lars, > > > > > > How do you declare and use abstract types? Say I want to > > > > > > define > > > > > > a > > > > > > new > > > > > > constructor (e.g. riskybond.py) which needs an pointer in > > > > > > its > > > > > > constructor of a virtual base type (defaulttermstructure) > > > > > > How > > > > > > do > > > > > > I > > > > > > declare that type? I see there are methods for the type > > > > > > (defaulttermstructure.py) so they can be used from all > > > > > > derived > > > > > > classes but how does one declares the abstract type to be > > > > > > recognised? > > > > > > Best > > > > > > pp > > > > > > > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > > > > > > > > > > > > > > > > > Hi, > > > > > > > I like its simplicity. It works very well on my > > > > > > > mint/ubuntu > > > > > > > with > > > > > > > the > > > > > > > last version of libreoffice + sdk. I can drive the > > > > > > > debugger > > > > > > > directly > > > > > > > from Calc. > > > > > > > Too bad the worksheets need to be rewritten but that's a > > > > > > > minor > > > > > > > inconvenience. > > > > > > > Something I am wondering, what happens now with the > > > > > > > dependencies? > > > > > > > Can > > > > > > > they be forced now? > > > > > > > Would it be possible to get the doxygen c++ doc for free > > > > > > > into > > > > > > > the > > > > > > > parameters of the functions? Through an hypothetical > > > > > > > doxy-c++-py > > > > > > > module? > > > > > > > I might pr new functions as I use them. > > > > > > > Best and thank you > > > > > > > pp > > > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Hi, > > > > > > > > > > > > > > > > it is independent of Reposit and has a modified version > > > > > > > > of > > > > > > > > the > > > > > > > > "old" > > > > > > > > repository/objecthandler code of the QuantLibAddin in > > > > > > > > the > > > > > > > > folder > > > > > > > > oh. > > > > > > > > > > > > > > > > The other code components are generated by python code > > > > > > > > based > > > > > > > > on > > > > > > > > metadata defined under gensrc/metadata (similar to SWIG > > > > > > > > but > > > > > > > > without > > > > > > > > the > > > > > > > > class hierarchy redefinitions). > > > > > > > > > > > > > > > > I assume that Mac-OS is a quick win - but I have had > > > > > > > > some > > > > > > > > problems > > > > > > > > compiling the examples of LibreOffice/SDK under Windows > > > > > > > > (unix > > > > > > > > convention of paths in the SDK files which do not work > > > > > > > > under > > > > > > > > Windows > > > > > > > > - > > > > > > > > help appreciated since my license of VS-C++ is > > > > > > > > expired). > > > > > > > > > > > > > > > > > > > > > > > > Kind regards, > > > > > > > > Lars > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Am Donnerstag, den 26.01.2017, 18:50 +0100 schrieb > > > > > > > > [hidden email]: > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > That's very good news, > > > > > > > > > I know I could look and I will but, is that working > > > > > > > > > ok > > > > > > > > > for > > > > > > > > > all > > > > > > > > > OS? > > > > > > > > > Is > > > > > > > > > it based on the previous OH or on the new Reposit > > > > > > > > > framework? > > > > > > > > > Thank you > > > > > > > > > pp > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Good evening, > > > > > > > > > > > > > > > > > > > > I have a running version for the addin for > > > > > > > > > > LibreOffice/Calc. > > > > > > > > > > On > > > > > > > > > > GitHub > > > > > > > > > > I have a first prototype for automatic addin code > > > > > > > > > > generation > > > > > > > > > > of > > > > > > > > > > QuantLib functions and classes for Calc > > > > > > > > > > (github.com/lcallenbach/quantlibaddin). > > > > > > > > > > > > > > > > > > > > Feedback (and testing on other platforms) welcome. > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Kind regards, > > > > > > > > > > Lars > > > > > > > > > > > > > > > > > > > > ------------------------------------------------- > > > > > > > > > > ---- > > > > > > > > > > ---- > > > > > > > > > > -------- > > > > > > > > > > ------------- > > > > > > > > > > Check out the vibrant tech community on one of the > > > > > > > > > > world's > > > > > > > > > > most > > > > > > > > > > engaging tech sites, SlashDot.org! > > > > > > > > > > http://sdm.link/slashdot > > > > > > > > > > _______________________________________________ > > > > > > > > > > QuantLib-dev mailing list > > > > > > > > > > [hidden email] > > > > > > > > > > https://lists.sourceforge.net/lists/listinfo/quantl > > > > > > > > > > ib-d > > > > > > > > > > ev > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > ------------------------------------------------------- > > > > > > > ---- > > > > > > > ---- > > > > > > > --------------- > > > > > > > Check out the vibrant tech community on one of the > > > > > > > world's > > > > > > > most > > > > > > > engaging tech sites, SlashDot.org! http://sdm.link/slashd > > > > > > > ot > > > > > > > _______________________________________________ > > > > > > > QuantLib-dev mailing list > > > > > > > [hidden email] > > > > > > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > > > > > > > > > > > > > > > > > --------------------------------------------------------- > > > > > > ---- > > > > > > ---- > > > > > > ------------- > > > > > > Check out the vibrant tech community on one of the world's > > > > > > most > > > > > > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > > > > > > _______________________________________________ > > > > > > QuantLib-dev mailing list > > > > > > [hidden email] > > > > > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > > > > > > > > > > ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, SlashDot.org! http://sdm.link/slashdot _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Hi Lars,
sorry I must have explained myself poorly; The enum (QuantLib::Position) does works, it is just that it worked by moving the code to a separate python file rather than having it within my own creditdefaultswap.py file. The date in the worksheet I was talking about is a user defined one, not the system date. I was not referring to your sample worksheet. But as I said, do not take my word on this before I had properly define a user case that can be reproduced easily. Happy to be a tester; in fact I think I will ditch my own stuff since yours is more clear and far easier to use; I hope I am contributing somehow Best pp ----- Original Message ----- > Hi, > > Enums are not generated automatically. They have to be defined in > conversions. For further discussions please provide the metadata code > you generated. Without it I cannot assist you ... > > A remark concerning the spreadsheet: under "Settings" the > evaluationdate is set to Today(). So calculations might change from > day > to day since schedules are generated based on this date (schedules > are > not defined statically, they are calculated based on evaluationdate > and > the calendar (holidays) is different from NullCalendar ...). If you > would like to change this: just replace Today() with the date of your > choice in "Settings". Then everything should work as you expect. > > > Best regards, > Lars > > > > Am Donnerstag, den 16.02.2017, 11:02 +0100 schrieb [hidden email]: > > Hello Lars, thank you for the reply. > > Somehow the Position enum wasnt being generated in the sources and > > I > > realized it has to be declared in a separate file; is this > > intended? > > > > Theres some chaotic behaviour, like default TS calibrating to > > different values to the previous time I openend the worksheet but I > > dont know if this is a serialization or a Calc problem. Looks like > > resetting the eval date cleans up things. I'll try to get an > > specific > > user case. > > > > I just sent a pr > > Best > > pp > > > > > > ----- Original Message ----- > > > > > > Hi, > > > > > > some comments below. > > > > > > > > > Best regards, > > > Lars > > > > > > > > > > > > Am Dienstag, den 14.02.2017, 11:31 +0100 schrieb [hidden email]: > > > > > > > > Hi, > > > > I did realize I dont need abstract base classes. I had declared > > > > RiskyFixedBond and therefore I needed to have currencies, that > > > > went > > > > all right. Also I am declaring CDS but I get problems with the > > > > type > > > > conversion of the protection side and the schedule type (also > > > > in > > > > the > > > > defaultable bond). If I understood your doc I wrote: > > > > > > > > ImplicitConversionsCalc = [ > > > > ("QuantLib::Protection::Side", "std::string", "string", > > > > "EnumeratedType", "<<"), > > > > ] > > > > > > > > QuantLibTypes = [ > > > > ("EnumeratedType", "ql/default.hpp", > > > > "QuantLib::Protection::Side", "std::string", "Buyer", > > > > "QuantLib::Protection::Buyer"), > > > > ("EnumeratedType", "ql/default.hpp", > > > > "QuantLib::Protection::Side", "std::string", "Seller", > > > > "QuantLib::Protection::Seller"), > > > > ] > > > > > > > ### > > > That declaration should work (analoguous to Option::Type). The > > > parameter type in the addin interface should be > > > QuantLib::Protection::Side. > > > ### > > > > > > > > is that ok? For the scehdule I will pull your code and figure > > > > it > > > > out. > > > > > > > > Also I have moved the code under "./gensrc/code" to > > > > "./gensrc/codesrc" the reason is that if I want to debug the > > > > python > > > > tools with eclipse or any other debugger it gets confused with > > > > /code/ > > > > and the python libraries. > > > ### > > > I will change it ... > > > ### > > > > > > > > Antoher minor point is that the parser is very picky on not > > > > having > > > > carriage returns on the parameter list of constructors, it > > > > fails > > > > if > > > > theres one. > > > ### > > > The *.py files under the metadata directory are parsed in python > > > syntax. It should be possible to use a backslash at the end of a > > > line > > > for a line break like > > > > > > ("Constructor", "ql/experimental/credit/riskybond.hpp", > > > "QuantLib::RiskyFixedBond(std::string Name, > > > QuantLib::Currency > > > Ccy, \ > > > QuantLib::Real RecoveryRate, > > > QuantLib::Handle<QuantLib::DefaultProbabilityTermStructure> > > > DefaultTS, > > > \ > > > QuantLib::Schedule Schedule, QuantLib::Real Rate, > > > QuantLib::DayCounter DayCounter, \ > > > QuantLib::BusinessDayConvention PaymentConvention, > > > std::vector<QuantLib::Real> Notionals, \ > > > QuantLib::Handle<QuantLib::YieldTermStructure> YieldTS)", > > > "", "qlRiskyFixedBond"), > > > ### > > > > > > > > Best regards > > > > pp > > > > > > > > > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > > > > Hello, > > > > > > > > > > I have added an example under > > > > > experimental/credit/riskybond.py > > > > > and > > > > > in > > > > > the spreadsheet. > > > > > > > > > > You need not define the base class - except you would like to > > > > > refer > > > > > to > > > > > member functions of it. I assume that it is not necessary to > > > > > instantiate a base class (like RiskyBond which has virtual > > > > > functions). > > > > > > > > > > I also added code to handle 1D return types of > > > > > enumeratedobjects > > > > > (ccy() > > > > > function of RiskyBond) in calc.py and for the correct > > > > > handling > > > > > of > > > > > std::string input parameters (like 'name' of riskybond - not > > > > > handled > > > > > like objects) in addinclasses.py. > > > > > > > > > > In some part of the code I have left statements of the type > > > > > --- if __name__ == "__main__": ---. You can ignore them since > > > > > you > > > > > invoke 'python main.py -o'. The previous statement --- if > > > > > __name__ > > > > > ... > > > > > --- is for debugging since I can execute the file alone > > > > > without > > > > > executing main.py. > > > > > > > > > > > > > > > Regards, > > > > > Lars Callenbach > > > > > > > > > > > > > > > > > > > > > > > > > Am Montag, den 13.02.2017, 14:20 +0100 schrieb > > > > > [hidden email]: > > > > > > > > > > > > > > > > > > Hi again, > > > > > > I am not sure what I was asking makes sense anymore; > > > > > > something > > > > > > is > > > > > > failing when I add some extra functions but not sure where. > > > > > > Some add ok some do not, so it might just be syntax staring > > > > > > in > > > > > > front > > > > > > of my nose. > > > > > > > > > > > > I am looking at the code and some files contain non > > > > > > portable > > > > > > paths > > > > > > like line 275 of enumeratedobjects.py : > > > > > > pmd = ParseMetaData('/work/QuantLib- > > > > > > Addin/gensrc/metadata', > > > > > > 'Calc') > > > > > > this does not prevent things from working on my side > > > > > > however. > > > > > > guess it is not being used? > > > > > > > > > > > > Best > > > > > > PP > > > > > > > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > > > > > > > > > > > > > > > > > Hi Lars, > > > > > > > How do you declare and use abstract types? Say I want to > > > > > > > define > > > > > > > a > > > > > > > new > > > > > > > constructor (e.g. riskybond.py) which needs an pointer in > > > > > > > its > > > > > > > constructor of a virtual base type (defaulttermstructure) > > > > > > > How > > > > > > > do > > > > > > > I > > > > > > > declare that type? I see there are methods for the type > > > > > > > (defaulttermstructure.py) so they can be used from all > > > > > > > derived > > > > > > > classes but how does one declares the abstract type to be > > > > > > > recognised? > > > > > > > Best > > > > > > > pp > > > > > > > > > > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Hi, > > > > > > > > I like its simplicity. It works very well on my > > > > > > > > mint/ubuntu > > > > > > > > with > > > > > > > > the > > > > > > > > last version of libreoffice + sdk. I can drive the > > > > > > > > debugger > > > > > > > > directly > > > > > > > > from Calc. > > > > > > > > Too bad the worksheets need to be rewritten but that's > > > > > > > > a > > > > > > > > minor > > > > > > > > inconvenience. > > > > > > > > Something I am wondering, what happens now with the > > > > > > > > dependencies? > > > > > > > > Can > > > > > > > > they be forced now? > > > > > > > > Would it be possible to get the doxygen c++ doc for > > > > > > > > free > > > > > > > > into > > > > > > > > the > > > > > > > > parameters of the functions? Through an hypothetical > > > > > > > > doxy-c++-py > > > > > > > > module? > > > > > > > > I might pr new functions as I use them. > > > > > > > > Best and thank you > > > > > > > > pp > > > > > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Hi, > > > > > > > > > > > > > > > > > > it is independent of Reposit and has a modified > > > > > > > > > version > > > > > > > > > of > > > > > > > > > the > > > > > > > > > "old" > > > > > > > > > repository/objecthandler code of the QuantLibAddin in > > > > > > > > > the > > > > > > > > > folder > > > > > > > > > oh. > > > > > > > > > > > > > > > > > > The other code components are generated by python > > > > > > > > > code > > > > > > > > > based > > > > > > > > > on > > > > > > > > > metadata defined under gensrc/metadata (similar to > > > > > > > > > SWIG > > > > > > > > > but > > > > > > > > > without > > > > > > > > > the > > > > > > > > > class hierarchy redefinitions). > > > > > > > > > > > > > > > > > > I assume that Mac-OS is a quick win - but I have had > > > > > > > > > some > > > > > > > > > problems > > > > > > > > > compiling the examples of LibreOffice/SDK under > > > > > > > > > Windows > > > > > > > > > (unix > > > > > > > > > convention of paths in the SDK files which do not > > > > > > > > > work > > > > > > > > > under > > > > > > > > > Windows > > > > > > > > > - > > > > > > > > > help appreciated since my license of VS-C++ is > > > > > > > > > expired). > > > > > > > > > > > > > > > > > > > > > > > > > > > Kind regards, > > > > > > > > > Lars > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Am Donnerstag, den 26.01.2017, 18:50 +0100 schrieb > > > > > > > > > [hidden email]: > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > That's very good news, > > > > > > > > > > I know I could look and I will but, is that working > > > > > > > > > > ok > > > > > > > > > > for > > > > > > > > > > all > > > > > > > > > > OS? > > > > > > > > > > Is > > > > > > > > > > it based on the previous OH or on the new Reposit > > > > > > > > > > framework? > > > > > > > > > > Thank you > > > > > > > > > > pp > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > ----- Original Message ----- > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Good evening, > > > > > > > > > > > > > > > > > > > > > > I have a running version for the addin for > > > > > > > > > > > LibreOffice/Calc. > > > > > > > > > > > On > > > > > > > > > > > GitHub > > > > > > > > > > > I have a first prototype for automatic addin code > > > > > > > > > > > generation > > > > > > > > > > > of > > > > > > > > > > > QuantLib functions and classes for Calc > > > > > > > > > > > (github.com/lcallenbach/quantlibaddin). > > > > > > > > > > > > > > > > > > > > > > Feedback (and testing on other platforms) > > > > > > > > > > > welcome. > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Kind regards, > > > > > > > > > > > Lars > > > > > > > > > > > > > > > > > > > > > > ------------------------------------------------- > > > > > > > > > > > ---- > > > > > > > > > > > ---- > > > > > > > > > > > -------- > > > > > > > > > > > ------------- > > > > > > > > > > > Check out the vibrant tech community on one of > > > > > > > > > > > the > > > > > > > > > > > world's > > > > > > > > > > > most > > > > > > > > > > > engaging tech sites, SlashDot.org! > > > > > > > > > > > http://sdm.link/slashdot > > > > > > > > > > > _______________________________________________ > > > > > > > > > > > QuantLib-dev mailing list > > > > > > > > > > > [hidden email] > > > > > > > > > > > https://lists.sourceforge.net/lists/listinfo/quantl > > > > > > > > > > > ib-d > > > > > > > > > > > ev > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > ------------------------------------------------------- > > > > > > > > ---- > > > > > > > > ---- > > > > > > > > --------------- > > > > > > > > Check out the vibrant tech community on one of the > > > > > > > > world's > > > > > > > > most > > > > > > > > engaging tech sites, SlashDot.org! > > > > > > > > http://sdm.link/slashd > > > > > > > > ot > > > > > > > > _______________________________________________ > > > > > > > > QuantLib-dev mailing list > > > > > > > > [hidden email] > > > > > > > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > > > > > > > > > > > > > > > > > > > > --------------------------------------------------------- > > > > > > > ---- > > > > > > > ---- > > > > > > > ------------- > > > > > > > Check out the vibrant tech community on one of the > > > > > > > world's > > > > > > > most > > > > > > > engaging tech sites, SlashDot.org! > > > > > > > http://sdm.link/slashdot > > > > > > > _______________________________________________ > > > > > > > QuantLib-dev mailing list > > > > > > > [hidden email] > > > > > > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > > > > > > > > > > > > > > ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, SlashDot.org! http://sdm.link/slashdot _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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