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Persisting objects on object handler

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rohan talwar

Persisting objects on object handler

> Hi
> Am I able to persist an object created in vba [xl] using the application.run call and also to retrieve it in same way?
> I've been looking for some postings on it but they're devoted to c++ examples.
>
> If it's possible, what is the parameter signature, please.
>
>
>
> Kind regards
> Rohan Talwar

Ballabio Gerardo-4

R: Persisting objects on object handler

If that's what you are asking for, QuantLibXL has functions for saving objects to files and reloading them. It's called serialization -- not sure where the name comes from. Documentation here: http://quantlib.org/quantlibxl/func_serialization.html

Gerardo

-----Messaggio originale-----
Da: Rohan TALWAR [mailto:[hidden email]]
Inviato: mercoledì 13 marzo 2013 4.37
A: quantlib-users
Oggetto: [Quantlib-users] Persisting objects on object handler

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rohan talwar

Re: R: Persisting objects on object handler

No, I'm looking to write a class in vb because its easier and expedient. Then persist it in the oh so I can use a single repository for the whole worksheet

I would then like to recall "it" into custom functions within the VB code within the worksheet.

Alternatively, I have to just add them to a local collection. in a way that defeats some of the benefit (with having 1 repository).

Kind regards
Rohan Talwar

On 13/03/2013, at 19:47, Ballabio Gerardo <[hidden email]> wrote:

> If that's what you are asking for, QuantLibXL has functions for saving objects to files and reloading them. It's called serialization -- not sure where the name comes from. Documentation here: http://quantlib.org/quantlibxl/func_serialization.html
>
> Gerardo
>
> -----Messaggio originale-----
> Da: Rohan TALWAR [mailto:[hidden email]]
> Inviato: mercoledì 13 marzo 2013 4.37
> A: quantlib-users
> Oggetto: [Quantlib-users] Persisting objects on object handler
>
>
>> Hi
>> Am I able to persist an object created in vba [xl] using the application.run call and also to retrieve it in same way?
>> I've been looking for some postings on it but they're devoted to c++ examples.
>>
>> If it's possible, what is the parameter signature, please.
>>
>>
>>
>> Kind regards
>> Rohan Talwar
>
> ------------------------------------------------------------------------------
> Everyone hates slow websites. So do we.
> Make your web apps faster with AppDynamics Download AppDynamics Lite for free today:
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>
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> <head></head>
> <body>
> <div style="font-family:Calibri;font-size:10px">
> Banca Profilo S.p.A.
> Corso Italia, 49 - 20122 Milano - Tel. 02 58408.1, Fax 02 5831 6057
> Capitale Sociale Euro 136.794.106,00 i.v.
> Iscrizione al Registro Imprese di Milano, C.F. e P.IVA 09108700155 - [hidden email]
> Iscritta all’Albo delle Banche e dei Gruppi bancari
> Aderente al Fondo Interbancario di Tutela dei depositi
> Aderente al Conciliatore Bancario Finanziario e all’Arbitro Bancario Finanziario
> Appartenente al Gruppo bancario Banca Profilo e soggetta all’attività di direzione e coordinamento di Arepo BP S.p.A.
>
>
> DISCLAIMER:
> The information transmitted may contain confidential and/or privileged material.
> Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon,
> this information by persons or entities other than the intended recipient is prohibited.
> If you received this in error, please contact the sender and delete the material from any computer.
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>

Ballabio Gerardo-4

R: R: Persisting objects on object handler

I'm still not sure I understand what you are trying to do. What do you mean by "persist it in the oh"? Do you mean you want to generate a QuantLibXL function that creates an instance of your VB class?

I don't think that's possible with the current ObjectHandler architecture, but QuantLibXL developers please step in and confirm.

Besides, as Excel supports VB natively, you can manage your VB class directly. You need not go through the ObjectHandler interface, and I don't understand what benefits you expect from that.

Gerardo

-----Messaggio originale-----
Da: Rohan TALWAR [mailto:[hidden email]]
Inviato: mercoledì 13 marzo 2013 12.41
A: Ballabio Gerardo
Cc: quantlib-users
Oggetto: Re: R: [Quantlib-users] Persisting objects on object handler

No, I'm looking to write a class in vb because its easier and expedient. Then persist it in the oh so I can use a single repository for the whole worksheet

I would then like to recall "it" into custom functions within the VB code within the worksheet.

Alternatively, I have to just add them to a local collection. in a way that defeats some of the benefit (with having 1 repository).

Kind regards
Rohan Talwar

On 13/03/2013, at 19:47, Ballabio Gerardo <[hidden email]> wrote:

> If that's what you are asking for, QuantLibXL has functions for saving
> objects to files and reloading them. It's called serialization -- not
> sure where the name comes from. Documentation here:
> http://quantlib.org/quantlibxl/func_serialization.html
>
> Gerardo
>
> -----Messaggio originale-----
> Da: Rohan TALWAR [mailto:[hidden email]]
> Inviato: mercoledì 13 marzo 2013 4.37
> A: quantlib-users
> Oggetto: [Quantlib-users] Persisting objects on object handler
>
>
>> Hi
>> Am I able to persist an object created in vba [xl] using the application.run call and also to retrieve it in same way?
>> I've been looking for some postings on it but they're devoted to c++ examples.
>>
>> If it's possible, what is the parameter signature, please.
>>
>>
>>
>> Kind regards
>> Rohan Talwar
>
> ----------------------------------------------------------------------
> -------- Everyone hates slow websites. So do we.
> Make your web apps faster with AppDynamics Download AppDynamics Lite for free today:
> http://p.sf.net/sfu/appdyn_d2d_mar
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>
> <!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN"
> "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd">
> <html xmlns="http://www.w3.org/1999/xhtml">
> <head></head>
> <body>
> <div style="font-family:Calibri;font-size:10px">
> Banca Profilo S.p.A.
> Corso Italia, 49 - 20122 Milano - Tel. 02 58408.1, Fax 02 5831 6057
> Capitale Sociale Euro 136.794.106,00 i.v.
> Iscrizione al Registro Imprese di Milano, C.F. e P.IVA 09108700155 -
> [hidden email] Iscritta all’Albo delle Banche e dei Gruppi
> bancari Aderente al Fondo Interbancario di Tutela dei depositi
> Aderente al Conciliatore Bancario Finanziario e all’Arbitro Bancario
> Finanziario Appartenente al Gruppo bancario Banca Profilo e soggetta all’attività di direzione e coordinamento di Arepo BP S.p.A.
>
>
> DISCLAIMER:
> The information transmitted may contain confidential and/or privileged material.
> Any review, retransmission, dissemination or other use of, or taking
> of any action in reliance upon, this information by persons or entities other than the intended recipient is prohibited.
> If you received this in error, please contact the sender and delete the material from any computer.
> </div>
> </body>
> </html>
>

BP_QLibXL_User

Re: R: R: Persisting objects on object handler

For the simplest interpretation of the question, the answer is yes:
For example:
(VBA)
Sub QLXL_VB_Eg()
' Create Quote
'qlSimpleQuote: ObjectId, Value, TickValue, Permanent, Trigger, Overwrite
strGBPDepoQuote = Application.Run("qlSimpleQuote", "GBP_Depo_Qte_3M", , 0.01, TRUE)

'Create Deposit Rate Helper
'qlDepositRateHelper: ObjectId, Rate, IborIndex, Permanent, Trigger, Overwrite
strGBPDepo = Application.Run("qlDepositRateHelper2", "GBP_Depo_3M", "GBP_Depo_Qte_3M", "3M", _
1, "UnitedKingdom::Settlement", "Modified Following", TRUE, "Actual/365 (Fixed)", TRUE, "GBP_Dep_Qte_3M")

End Sub

(EXCEL)
=qlSimpleQuoteSetValue("GBP_Depo_Qte_3M",BDP("BP0003M Index", "PX_LAST"), BDP("BP0003M Index", "PX_LAST"))

This cell updates the simple quote which triggers the deposit rate helper (rate helper selection, yield curve, swap price, etc.) and returns the change in the value of the simple quote.

Using VBA in the above way is similar to using the excel functions on a worksheet and then closing the worksheet.

Hope this helps, apologies if I've misinterpreted the question.

-Brian

-----Original Message-----
From: Ballabio Gerardo [mailto:[hidden email]]
Sent: 13 March 2013 14:04
To: 'Rohan TALWAR'
Cc: quantlib-users
Subject: [Quantlib-users] R: R: Persisting objects on object handler

I'm still not sure I understand what you are trying to do. What do you mean by "persist it in the oh"? Do you mean you want to generate a QuantLibXL function that creates an instance of your VB class?

I don't think that's possible with the current ObjectHandler architecture, but QuantLibXL developers please step in and confirm.

Besides, as Excel supports VB natively, you can manage your VB class directly. You need not go through the ObjectHandler interface, and I don't understand what benefits you expect from that.

Gerardo

-----Messaggio originale-----
Da: Rohan TALWAR [mailto:[hidden email]]
Inviato: mercoledì 13 marzo 2013 12.41
A: Ballabio Gerardo
Cc: quantlib-users
Oggetto: Re: R: [Quantlib-users] Persisting objects on object handler

No, I'm looking to write a class in vb because its easier and expedient. Then persist it in the oh so I can use a single repository for the whole worksheet

I would then like to recall "it" into custom functions within the VB code within the worksheet.

Alternatively, I have to just add them to a local collection. in a way that defeats some of the benefit (with having 1 repository).

Kind regards
Rohan Talwar

On 13/03/2013, at 19:47, Ballabio Gerardo <[hidden email]> wrote:

<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head></head>
<body>
<div style="font-family:Calibri;font-size:10px">
Banca Profilo S.p.A.
Corso Italia, 49 - 20122 Milano - Tel. 02 58408.1, Fax 02 5831 6057 Capitale Sociale Euro 136.794.106,00 i.v.
Iscrizione al Registro Imprese di Milano, C.F. e P.IVA 09108700155 - [hidden email] Iscritta all’Albo delle Banche e dei Gruppi bancari Aderente al Fondo Interbancario di Tutela dei depositi Aderente al Conciliatore Bancario Finanziario e all’Arbitro Bancario Finanziario Appartenente al Gruppo bancario Banca Profilo e soggetta all’attività di direzione e coordinamento di Arepo BP S.p.A.

DISCLAIMER:
The information transmitted may contain confidential and/or privileged material.
Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information by persons or entities other than the intended recipient is prohibited.
If you received this in error, please contact the sender and delete the material from any computer.
</div>
</body>
</html>

------------------------------------------------------------------------------
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BP_QLibXL_User

Re: R: R: Persisting objects on object handler

In reply to this post by Ballabio Gerardo-4

Edits:
The VBA comment gives the inputs for qlDepositRateHelper while I've actually used qlDepositRateHelper2.

The value returned by Bloomberg needs to be divided by 100 in the value field of the Excel function.

-Brian

-----Original Message-----
From: Brian Phelan
Sent: 14 March 2013 09:32
To: 'Ballabio Gerardo'; 'Rohan TALWAR'
Cc: quantlib-users
Subject: RE: [Quantlib-users] R: R: Persisting objects on object handler

For the simplest interpretation of the question, the answer is yes:
For example:
(VBA)
Sub QLXL_VB_Eg()
' Create Quote
'qlSimpleQuote: ObjectId, Value, TickValue, Permanent, Trigger, Overwrite
strGBPDepoQuote = Application.Run("qlSimpleQuote", "GBP_Depo_Qte_3M", , 0.01, TRUE)

'Create Deposit Rate Helper
'qlDepositRateHelper: ObjectId, Rate, IborIndex, Permanent, Trigger, Overwrite
strGBPDepo = Application.Run("qlDepositRateHelper2", "GBP_Depo_3M", "GBP_Depo_Qte_3M", "3M", _
1, "UnitedKingdom::Settlement", "Modified Following", TRUE, "Actual/365 (Fixed)", TRUE, "GBP_Dep_Qte_3M")

End Sub

(EXCEL)
=qlSimpleQuoteSetValue("GBP_Depo_Qte_3M",BDP("BP0003M Index", "PX_LAST"), BDP("BP0003M Index", "PX_LAST"))

This cell updates the simple quote which triggers the deposit rate helper (rate helper selection, yield curve, swap price, etc.) and returns the change in the value of the simple quote.

Using VBA in the above way is similar to using the excel functions on a worksheet and then closing the worksheet.

Hope this helps, apologies if I've misinterpreted the question.

-Brian

-----Original Message-----
From: Ballabio Gerardo [mailto:[hidden email]]
Sent: 13 March 2013 14:04
To: 'Rohan TALWAR'
Cc: quantlib-users
Subject: [Quantlib-users] R: R: Persisting objects on object handler

I'm still not sure I understand what you are trying to do. What do you mean by "persist it in the oh"? Do you mean you want to generate a QuantLibXL function that creates an instance of your VB class?

I don't think that's possible with the current ObjectHandler architecture, but QuantLibXL developers please step in and confirm.

Besides, as Excel supports VB natively, you can manage your VB class directly. You need not go through the ObjectHandler interface, and I don't understand what benefits you expect from that.

Gerardo

-----Messaggio originale-----
Da: Rohan TALWAR [mailto:[hidden email]]
Inviato: mercoledì 13 marzo 2013 12.41
A: Ballabio Gerardo
Cc: quantlib-users
Oggetto: Re: R: [Quantlib-users] Persisting objects on object handler

No, I'm looking to write a class in vb because its easier and expedient. Then persist it in the oh so I can use a single repository for the whole worksheet

I would then like to recall "it" into custom functions within the VB code within the worksheet.

Alternatively, I have to just add them to a local collection. in a way that defeats some of the benefit (with having 1 repository).

Kind regards
Rohan Talwar

On 13/03/2013, at 19:47, Ballabio Gerardo <[hidden email]> wrote: