ObjectHandler 0.9.7

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ObjectHandler 0.9.7

Andrew Kolesnikov
Currently, i update QL from 0.9.0 version to 0.9.7 and find a lot of problems compiling QLO project. These problems appear cause of OH project changes, and first of all cause of Variant class disappearance (oh/variant.hpp). So i'd like to know is version 0.9.7 final, or it's better now to use 0.9.6?

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Re: ObjectHandler 0.9.7

Eric Ehlers-2
Hello,

> Currently, i update QL from 0.9.0 version to 0.9.7 and find a lot of
problems
> compiling QLO project. These problems appear cause of OH project
changes,
> and first of all cause of Variant class disappearance (oh/variant.hpp).
So
> i'd like to know is version 0.9.7 final, or it's better now to use
0.9.6?

Sorry, I don't exactly understand your question.  What do you mean by
"final"?  0.9.7 is a release build, as is 0.9.6 - the two versions should
be equally stable and so you should favor 0.9.7 as it is more recent.

You should be using the same version (0.9.7) for all packages, is that the
case?  You mention QL, QLA, and OH - exactly which project(s) are you
building, and on which operating system?  Does your build also include
additional code that you wrote yourself?  Can you be more specific about
the errors you're getting?

Thanks,
Eric

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


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Re: ObjectHandler 0.9.7

Andrew Kolesnikov

"Does your build also include additional code that you wrote yourself?  Can you be more specific about
the errors you're getting?"

Many thanks for your help, Eric.
You're right, i included some additional code, and wasn't so attentive to examine release note with info about replacing boost::any. So it was my mistake and i'm very sorry for any troubles.

But additionally i'd like to ask you about disabling of interpolated curve copying. What type of behavior was incorrect? I use some copies of DiscountCurve and ZeroCurve in my classes and now like to know should i use pointers instead?

For instance, i work with such class:
    MyClass::MyClass(
              const DiscountCurve& yieldCurve,
              .......)
what is prohibitted by boost::noncopyable in 0.9.7 version.

Moreover, when i try to construct corresponding value object (and serialization) by using Gensrs:

  <ParameterList>
     <Parameters>
        <Parameter name 'YieldCurveID'>
          <type>QuantLib::DiscountCurve</type>
          <tensorRank>scalar</tensorRank>
        </Parameter>
     ......

there is another way to convert object ID into library object with usage of OH_GET_REFERENCE instead of OH_GET_UNDERLYING in 0.9.0.

Thanks,
Andrew.
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Re: ObjectHandler 0.9.7

Eric Ehlers-2
Quoting Andrew Kolesnikov <[hidden email]>:
>
> "Does your build also include additional code that you wrote yourself?  Can
> you be more specific about
> the errors you're getting?"
>
> Many thanks for your help, Eric.
> You're right, i included some additional code, and wasn't so attentive to
> examine release note with info about replacing boost::any. So it was my
> mistake and i'm very sorry for any troubles.

No trouble at all and I appreciate you getting back to me to let me  
know that the issue was resolved.

> But additionally i'd like to ask you about disabling of interpolated curve
> copying. What type of behavior was incorrect?

The copying behavior was found to be broken and so was disabled as a  
temporary safety measure.  Before the 1.0 release the problem should  
be fixed and the restriction lifted.  Here is the relevant thread:

http://sourceforge.net/mailarchive/forum.php?thread_name=505451.17274.qm%40web45816.mail.sp1.yahoo.com&forum_name=quantlib-dev

> Moreover, when i try to construct corresponding value object (and
> serialization) by using Gensrs:
>
>   <ParameterList>
>      <Parameters>
>         <Parameter name 'YieldCurveID'>
>           <type>QuantLib::DiscountCurve</type>
>           <tensorRank>scalar</tensorRank>
>         </Parameter>
>      ......
>
> there is another way to convert object ID into library object with usage of
> OH_GET_REFERENCE instead of OH_GET_UNDERLYING in 0.9.0.

For a rundown on all of the possibilities for configuring gensrc to  
extract various kinds of references from objects, please refer to the  
comments in file QuantLibAddin/gensrc/metadata/types/supertypes.xml.  
I'm sorry that that feature is not yet better documented.

Regards,
Eric

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


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Re: ObjectHandler 0.9.7

Andrew Kolesnikov
"For a rundown on all of the possibilities for configuring gensrc to
extract various kinds of references from objects, please refer to the
comments in file QuantLibAddin/gensrc/metadata/types/supertypes.xml.
I'm sorry that that feature is not yet better documented. "

No problems at all, Eric. But my question wasn't about gensrc, it was just an example.
All that i want to know: is it better to use pointer to interpolated curve now? So, regarding to my example

MyClass::MyClass(
const boost::shared_ptr DiscountCurve& yieldCurve,
.......) : yieldCurve_(yieldCurve),...

is prefer than simple

MyClass::MyClass(
const DiscountCurve& yieldCurve,
.......) :yieldCurve_(yieldCurve),....  (if noncopable is deleted)???


Thank you for relevant thread, cause in fact i had such an error, but couldn't recognise it (cause Excel was crashed in these situations).

Regards,
Andrew.
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Re: ObjectHandler 0.9.7

Eric Ehlers-2
Hi Andrew,

On Fri, 2009-01-23 at 07:29 -0800, Andrew Kolesnikov wrote:

> All that i want to know: is it better to use pointer to interpolated curve
> now? So, regarding to my example
>
> MyClass::MyClass(
> const boost::shared_ptr DiscountCurve& yieldCurve,
> .......) : yieldCurve_(yieldCurve),...
>
> is prefer than simple
>
> MyClass::MyClass(
> const DiscountCurve& yieldCurve,
> .......) :yieldCurve_(yieldCurve),....  (if noncopable is deleted)???

Even knowing nothing further about your implementation, I think it's
safe to say that passing a boost shared pointer is better than deleting
the noncopyable restriction and relying on the broken copy behavior.

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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