Problem with fixings and serialization
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Problem with fixings and serialization
 
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Hi all,
I've a problem with QuantLibXL. There are two functions that can be used to add fixings to an index: qlIndexAddFixings and qlIndexAddFixings2. The former takes as arguments the vectors of dates and values, while the latter takes a TimeSeries object. Other than that, I guess they should behave exactly the same. Instead, what I found is that when I save the index to xml file via ohObjectSave, if I added the fixings using qlIndexAddFixings, they are stored in the file, while if I used qlIndexAddFixings2, they are not! Attached is a test case that demonstrates it. Is there a reason for this different behavior or is it just a bug? Thanks Gerardo <!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> ------------------------------------------------------------------------------ Live Security Virtual Conference Exclusive live event will cover all the ways today's security and threat landscape has changed and how IT managers can respond. Discussions will include endpoint security, mobile security and the latest in malware threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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