ObjectHandler Error
Locked
 
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I've downloaded and installed the QuantLibXL addin per the instructions on www.quantlibxl.org, but I'm getting the following #NUM errors when opening the included spreadsheets: "ObjectHandler error: attempt to retrieve object with unknown ID". Does anyone know what could be wrong with my installation? I've attached the log file that is generated when I open the MainChecks.xls spreadsheet.
Thanks, Jonathan Invite your mail contacts to join your friends list with Windows Live Spaces. It's easy! Try it! ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
QLXL_Log_070926-1152.txt (17K) |
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Hi all, I would like to suggest a slight modification to the Schedule class. I have noticed that when it builds the dates_ vector, it could happen that some dates can be repeated (usually it happens if the frequency is "Daily") I would suggest to add the following two lines (at the end of the two constructors) deleting repeated dates: std::vector<Date>::iterator it = std::unique(dates_.begin(), dates_.end()); dates_.resize(it - dates_.begin()); What do you think? Thanks very much. Marco ------------------------------------------------------------ Il presente messaggio di posta elettronica e i suoi allegati sono destinati esclusivamente e personalmente al/ai destinatario/i e possono contenere informazioni di carattere riservato. Qualora non fosse il destinatario del presente messaggio la preghiamo di avvertirci immediatamente tramite posta elettronica o telefonicamente e di cancellare il presente messaggio e i suoi allegati dalla sua casella di posta elettronica e dai suoi sistemi. E’vietato copiare, utilizzare, comunicare e divulgare il presente messaggio senza autorizzazione. Questo messaggio non costituisce una sollecitazione all'investimento o un'offerta di acquisto o di vendita di strumenti finanziari o una conferma formale di un’operazione. Gruppo Banca Leonardo è impegnata solo dalle dichiarazioni dei propri legali rappresentanti. Poiché le trasmissioni elettroniche non garantiscono la sicurezza e la correttezza dei dati, non assumiamo alcuna responsabilità in merito alla completezza e accuratezza delle informazioni contenute nel presente messaggio. L'indirizzo di posta elettronica dal quale viene inviato il presente messaggio non é un indirizzo privato del mittente. Si avverte che le risposte a questo messaggio potrebbero essere conosciute nell'organizzazione del mittente, nei limiti e con le procedure di legge. ------------------------------------------------------------ This e-mail and its attachment(s) are intended solely for the personal and confidential use of the addressee(s). If you are not the intended recipient of this message please notify us immediately by reply e-mail or by telephone and then delete this message and any file attached from your inbox and systems. Any unauthorized copy, use, disclosure, dissemination of this message is strictly prohibited. This communication should not be regarded as a solicitation or as an offer to sell or to buy any financial product, an official confirmation of any transaction, or as an official statement of Gruppo Banca Leonardo. E-mail transmissions cannot be guaranteed to be secure or error-free. Therefore, no representation is made that this information is complete or accurate and it should not be relied upon as such. The e-mail address from which this message is being sent is not private to the sender. Please note that responses to this message could be known in the sender's organization, in compliance with the mandatory limits and procedures. ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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Hi all, does someone know if there are other calendars already implemented? I would need the French calendar but I haven't found it in QuantLib. Thanks Marco ------------------------------------------------------------ Il presente messaggio di posta elettronica e i suoi allegati sono destinati esclusivamente e personalmente al/ai destinatario/i e possono contenere informazioni di carattere riservato. Qualora non fosse il destinatario del presente messaggio la preghiamo di avvertirci immediatamente tramite posta elettronica o telefonicamente e di cancellare il presente messaggio e i suoi allegati dalla sua casella di posta elettronica e dai suoi sistemi. E’vietato copiare, utilizzare, comunicare e divulgare il presente messaggio senza autorizzazione. Questo messaggio non costituisce una sollecitazione all'investimento o un'offerta di acquisto o di vendita di strumenti finanziari o una conferma formale di un’operazione. Gruppo Banca Leonardo è impegnata solo dalle dichiarazioni dei propri legali rappresentanti. Poiché le trasmissioni elettroniche non garantiscono la sicurezza e la correttezza dei dati, non assumiamo alcuna responsabilità in merito alla completezza e accuratezza delle informazioni contenute nel presente messaggio. L'indirizzo di posta elettronica dal quale viene inviato il presente messaggio non é un indirizzo privato del mittente. Si avverte che le risposte a questo messaggio potrebbero essere conosciute nell'organizzazione del mittente, nei limiti e con le procedure di legge. ------------------------------------------------------------ This e-mail and its attachment(s) are intended solely for the personal and confidential use of the addressee(s). If you are not the intended recipient of this message please notify us immediately by reply e-mail or by telephone and then delete this message and any file attached from your inbox and systems. Any unauthorized copy, use, disclosure, dissemination of this message is strictly prohibited. This communication should not be regarded as a solicitation or as an offer to sell or to buy any financial product, an official confirmation of any transaction, or as an official statement of Gruppo Banca Leonardo. E-mail transmissions cannot be guaranteed to be secure or error-free. Therefore, no representation is made that this information is complete or accurate and it should not be relied upon as such. The e-mail address from which this message is being sent is not private to the sender. Please note that responses to this message could be known in the sender's organization, in compliance with the mandatory limits and procedures. ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: Schedule class modification
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In reply to this post by marco.tarenghi
Hi Marco
> I have noticed that when it builds the dates_ vector, it could happen that > some dates can be repeated (usually it happens if the frequency is "Daily") > I would suggest to [delete] repeated dates I agree with your suggestion but I wonder how it does happen. It might be the case we could really fix the issue instead of just patching the end result with duplicated dates removal. Can you provide a set of input parameter which generates duplicated dates? thank you ciao -- Nando ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: Question on calendars
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In reply to this post by marco.tarenghi
Hi Marco
> does someone know if there are other calendars already implemented? others with respect to what? All calendars contributed to QuantLib are distributed > I would need the French calendar but I haven't found it in QuantLib. It's not there yet. If anyone wants to contribute it it would be welcome ciao -- Nando ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: Schedule class modification
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In reply to this post by Ferdinando M. Ametrano-3
For example, try to build the following schedule Schedule(effectiveDate, // today: 27-Sep-07 terminationDate, // today + 1W: 04-Oct-07 tenor, // 1 Day calendar, // TARGET() convention, // ModifiedFollowing terminationDateConvention, // ModifiedFollowing backward) // true endOfMonth) // false It returns: 27-Sep-07 28-Sep-07 28-Sep-07 28-Sep-07 01-Oct-07 02-Oct-07 03-Oct-07 04-Oct-07
Hi Marco > I have noticed that when it builds the dates_ vector, it could happen that > some dates can be repeated (usually it happens if the frequency is "Daily") > I would suggest to [delete] repeated dates I agree with your suggestion but I wonder how it does happen. It might be the case we could really fix the issue instead of just patching the end result with duplicated dates removal. Can you provide a set of input parameter which generates duplicated dates? thank you ciao -- Nando ------------------------------------------------------------ Il presente messaggio di posta elettronica e i suoi allegati sono destinati esclusivamente e personalmente al/ai destinatario/i e possono contenere informazioni di carattere riservato. Qualora non fosse il destinatario del presente messaggio la preghiamo di avvertirci immediatamente tramite posta elettronica o telefonicamente e di cancellare il presente messaggio e i suoi allegati dalla sua casella di posta elettronica e dai suoi sistemi. E’vietato copiare, utilizzare, comunicare e divulgare il presente messaggio senza autorizzazione. Questo messaggio non costituisce una sollecitazione all'investimento o un'offerta di acquisto o di vendita di strumenti finanziari o una conferma formale di un’operazione. Gruppo Banca Leonardo è impegnata solo dalle dichiarazioni dei propri legali rappresentanti. Poiché le trasmissioni elettroniche non garantiscono la sicurezza e la correttezza dei dati, non assumiamo alcuna responsabilità in merito alla completezza e accuratezza delle informazioni contenute nel presente messaggio. L'indirizzo di posta elettronica dal quale viene inviato il presente messaggio non é un indirizzo privato del mittente. Si avverte che le risposte a questo messaggio potrebbero essere conosciute nell'organizzazione del mittente, nei limiti e con le procedure di legge. ------------------------------------------------------------ This e-mail and its attachment(s) are intended solely for the personal and confidential use of the addressee(s). If you are not the intended recipient of this message please notify us immediately by reply e-mail or by telephone and then delete this message and any file attached from your inbox and systems. Any unauthorized copy, use, disclosure, dissemination of this message is strictly prohibited. This communication should not be regarded as a solicitation or as an offer to sell or to buy any financial product, an official confirmation of any transaction, or as an official statement of Gruppo Banca Leonardo. E-mail transmissions cannot be guaranteed to be secure or error-free. Therefore, no representation is made that this information is complete or accurate and it should not be relied upon as such. The e-mail address from which this message is being sent is not private to the sender. Please note that responses to this message could be known in the sender's organization, in compliance with the mandatory limits and procedures. ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: Schedule class modification
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It looks like the schedule generator is using a standard swap method of determining cashflow dates... that is, it takes a fixed reference date (the effective date) and then moves forward by an integer number of tenors, before modifying it according to the convention.
Perhaps there needs to be a flag that indicates that the FRN convention should be used - where the prior calculated date is used as the reference date for the next calculation.
On 9/27/07, [hidden email] <[hidden email]> wrote:
------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: Schedule class modification
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I agree with you. By the way, do you know where I can find formal definitions for the conventions you mentioned? I mean, some document or website describing swap method or FRN method? Thanks marco
It looks like the schedule generator is using a standard swap method of determining cashflow dates... that is, it takes a fixed reference date (the effective date) and then moves forward by an integer number of tenors, before modifying it according to the convention. Perhaps there needs to be a flag that indicates that the FRN convention should be used - where the prior calculated date is used as the reference date for the next calculation. On 9/27/07, marco.tarenghi@...<marco.tarenghi@... > wrote: For example, try to build the following schedule Schedule(effectiveDate, // today: 27-Sep-07 terminationDate, // today + 1W: 04-Oct-07 tenor, // 1 Day calendar, // TARGET() convention, // ModifiedFollowing terminationDateConvention, // ModifiedFollowing backward) // true endOfMonth) // false It returns: 27-Sep-07 28-Sep-07 28-Sep-07 28-Sep-07 01-Oct-07 02-Oct-07 03-Oct-07 04-Oct-07
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Re: Schedule class modification
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ISDA documents will cover swaps.
FRNs are usually non-standard issuances... the idea is to not have a broken date series, for instance a quarterly coupon would then exactly match the underlying 3M Libor payment, which doesn't happen with a swap.
On 9/27/07, [hidden email] <[hidden email]> wrote:
------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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In reply to this post by Jonathan Owen
Hi Jonathan,
> I've downloaded and installed the QuantLibXL addin per the instructions on > www.quantlibxl.org, but I'm getting the following #NUM errors when opening > the included spreadsheets: "ObjectHandler error: attempt to retrieve > object with unknown ID". Does anyone know what could be wrong with my > installation? I've attached the log file that is generated when I open > the MainChecks.xls spreadsheet. The only spreadsheets that can be manually loaded into a standalone QuantLibXL environment are those found in directory StandaloneExamples. All other spreadsheets, such as MainChecks.xls, belong to the Framework and are opened automatically by VBA code as described at http://quantlib.org/quantlibxl/framework.html. Regards, Eric ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: Schedule class modification
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In reply to this post by Ferdinando M. Ametrano-3
On Thu, 2007-09-27 at 10:01 +0200, Ferdinando Ametrano wrote:
> Hi Marco > > > I have noticed that when it builds the dates_ vector, it could happen that > > some dates can be repeated (usually it happens if the frequency is "Daily") > > I would suggest to [delete] repeated dates > > I agree with your suggestion but I wonder how it does happen. Daily frequency. Depending on the convention, all dates in a weekend get adjusted to the next or previous business day. Luigi -- Glendower: I can call spirits from the vasty deep. Hotspur: Why, so can I, or so can any man; But will they come when you do call for them? -- King Henry the Fourth Part I, Act III, Scene I ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: Schedule class modification
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In reply to this post by marco.tarenghi
On Thu, 2007-09-27 at 09:50 +0200, [hidden email]
wrote: > Hi all, I would like to suggest a slight modification to the Schedule > class. > I have noticed that when it builds the dates_ vector, it could happen > that some dates can be repeated (usually it happens if the frequency > is "Daily") > I would suggest to add the following two lines (at the end of the two > constructors) deleting repeated dates: > > std::vector<Date>::iterator it = std::unique(dates_.begin(), > dates_.end()); > dates_.resize(it - dates_.begin()); Marco, these two lines are not enough---you must also prune the isRegular_ vector accordingly. May you have a shot at that? Later, Luigi -- I have yet to see any problem, however complicated, which, when you looked at it in the right way, did not become still more complicated. -- Poul Anderson ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: Schedule class modification
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In reply to this post by marco.tarenghi
On Wed, 2007-10-03 at 08:48 -0700, Chris Kenyon wrote:
> repeated dates in daily schedules can be correct. Consider a range > accrual that observes daily fixings. On observation days that are > non-fixing days it is common to use the last fixing day. Thus over a > weekend you can legitimately get Friday repeated three times in the > schedule. I don't know if this is what Schedule is doing - but if it > is, then this is a correct behavior. > > At least please have both versions - with and without repeats. Good point. Luigi -- The idea that an arbitrary naive human should be able to properly use a given tool without training or understanding is even more wrong for computing than it is for other tools (e.g. automobiles, airplanes, guns, power saws). -- Doug Gwyn ------------------------------------------------------------------------- This SF.net email is sponsored by: Splunk Inc. Still grepping through log files to find problems? Stop. Now Search log events and configuration files using AJAX and a browser. Download your FREE copy of Splunk now >> http://get.splunk.com/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: Schedule class modification
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I agree: my remark was mainly referring to schedule for overnight indexed swaps. Marco
On Wed, 2007-10-03 at 08:48 -0700, Chris Kenyon wrote: > repeated dates in daily schedules can be correct. Consider a range > accrual that observes daily fixings. On observation days that are > non-fixing days it is common to use the last fixing day. Thus over a > weekend you can legitimately get Friday repeated three times in the > schedule. I don't know if this is what Schedule is doing - but if it > is, then this is a correct behavior. > > At least please have both versions - with and without repeats. Good point. Luigi -- The idea that an arbitrary naive human should be able to properly use a given tool without training or understanding is even more wrong for computing than it is for other tools (e.g. automobiles, airplanes, guns, power saws). -- Doug Gwyn ------------------------------------------------------------ Il presente messaggio di posta elettronica e i suoi allegati sono destinati esclusivamente e personalmente al/ai destinatario/i e possono contenere informazioni di carattere riservato. Qualora non fosse il destinatario del presente messaggio la preghiamo di avvertirci immediatamente tramite posta elettronica o telefonicamente e di cancellare il presente messaggio e i suoi allegati dalla sua casella di posta elettronica e dai suoi sistemi. E’vietato copiare, utilizzare, comunicare e divulgare il presente messaggio senza autorizzazione. Questo messaggio non costituisce una sollecitazione all'investimento o un'offerta di acquisto o di vendita di strumenti finanziari o una conferma formale di un’operazione. Gruppo Banca Leonardo è impegnata solo dalle dichiarazioni dei propri legali rappresentanti. Poiché le trasmissioni elettroniche non garantiscono la sicurezza e la correttezza dei dati, non assumiamo alcuna responsabilità in merito alla completezza e accuratezza delle informazioni contenute nel presente messaggio. L'indirizzo di posta elettronica dal quale viene inviato il presente messaggio non é un indirizzo privato del mittente. Si avverte che le risposte a questo messaggio potrebbero essere conosciute nell'organizzazione del mittente, nei limiti e con le procedure di legge. ------------------------------------------------------------ This e-mail and its attachment(s) are intended solely for the personal and confidential use of the addressee(s). If you are not the intended recipient of this message please notify us immediately by reply e-mail or by telephone and then delete this message and any file attached from your inbox and systems. Any unauthorized copy, use, disclosure, dissemination of this message is strictly prohibited. This communication should not be regarded as a solicitation or as an offer to sell or to buy any financial product, an official confirmation of any transaction, or as an official statement of Gruppo Banca Leonardo. E-mail transmissions cannot be guaranteed to be secure or error-free. Therefore, no representation is made that this information is complete or accurate and it should not be relied upon as such. The e-mail address from which this message is being sent is not private to the sender. Please note that responses to this message could be known in the sender's organization, in compliance with the mandatory limits and procedures. ------------------------------------------------------------------------- This SF.net email is sponsored by: Splunk Inc. Still grepping through log files to find problems? Stop. Now Search log events and configuration files using AJAX and a browser. Download your FREE copy of Splunk now >> http://get.splunk.com/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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