Problems with Vanilla Swap objects using excel... (please help me!)

[jimmygio]

Good morning,
first of all excuse me if I'm not technical in the description of the problem, but I'm a "noob" and I can't use C++...

Secondly, I experienced problems with some excel functions (I use QuantlibAddin0.9.6 for Excel) related with a Vanilla Swap object.

In particular, I create the object "Vanillaswap" (I check that it is created in the correct way using the functions "qlVanillaSwapFloatingLegAnalysis" and "qlVanillaSwapFixedLegAnalysis"), and than I try to use some (VERY SIMPLE)  functions such as
"qlVanillaSwapFixedRate"
"qlVanillaSwapNominal"
"qlVanillaSwapFairRate"
etc...
but they don't give me acceptable results... What I mean is that I get always 0, or the largest/smallest number that excel can handle...

As you can see, also some "purely descriptive" functions such as "qlVanillaSwapFixedRate" don't work, and the incredible thing is that they dont have to calculate anything given that the fixed rate, the nominal, etc...  are inputs that i put in the Vanilla Swap object ...

Please, try to help me because I need these functions for my job. Feel free to ask me anything could be important to understand (and hopefully solve) the problem.

I use WinXP, and excel 2003 SP3
Thank you
,  

[Eric Ehlers-2]

Hello,

On Wed, September 10, 2008 14:38, jimmygio wrote:
>
> Good morning,
> first of all excuse me if I'm not technical in the description of the
> problem, but I'm a "noob" and I can't use C++...
>
> Secondly, I experienced problems with some excel functions (I use
> QuantlibAddin0.9.6 for Excel) related with a Vanilla Swap object.

I assume you mean that you're using QuantLibXL 0.9.6, the binary installation
(i.e. you did not compile it yourself from source code), pls correct me if I'm
wrong.

> In particular, I create the object "Vanillaswap" (I check that it is created
> in the correct way using the functions "qlVanillaSwapFloatingLegAnalysis"
> and "qlVanillaSwapFixedLegAnalysis"), and than I try to use some (VERY
> SIMPLE)  functions such as
> "qlVanillaSwapFixedRate"
> "qlVanillaSwapNominal"
> "qlVanillaSwapFairRate"
> etc...
> but they don't give me acceptable results... What I mean is that I get
> always 0, or the largest/smallest number that excel can handle...

I attach InterestRateDerivatives.xls, the example workbook from the release,
modified to call those three functions in range
[InterestRateDerivatives.xls]Swaps!$E$25:$E$27.

Here are the steps to test it:
- start Excel
- load C:\Program Files\QuantLibXL-0.9.6\xll\QuantLibXL-vc80-mt-s-0_9_6.xll
- load InterestRateDerivatives.xls
- Hit Ctrl-Alt-F9 to force a full recalculation
- Confirm that the three functions in range Swaps!$E$25:$E$27 return valid
values.

Hope that helps.

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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[jimmygio]

Thank you very much for your answer...

 

"I assume you mean that you're using QuantLibXL 0.9.6, the binary installation
(i.e. you did not compile it yourself from source code), pls correct me if I'm
wrong."

Yes, it is, I use the binary installation

 

"
I attach InterestRateDerivatives.xls, the example workbook from the release,
modified to call those three functions in range
[InterestRateDerivatives.xls]Swaps!$E$25:$E$27.

Here are the steps to test it:
- start Excel
- load C:\Program Files\QuantLibXL-0.9.6\xll\QuantLibXL-vc80-mt-s-0_9_6.xll
- load InterestRateDerivatives.xls
- Hit Ctrl-Alt-F9 to force a full recalculation
- Confirm that the three functions in range Swaps!$E$25:$E$27 return valid
values.

Hope that helps.

Regards,
Eric
"

 

Unfortunately the problem persists.... I attach a .jpg file to show you what I get after the recalculation.

Is it possible that I get these strange results for some international setting of excel? I really don't know how to face this problem.

Thank you,

Giovanni

 

 

---

Da: Eric Ehlers [mailto:[hidden email]]
Inviato: gio 11/09/2008 17.04
A: [hidden email]
Cc: [hidden email]
Oggetto: Re: [Quantlib-users] Problems with Vanilla Swap objects using excel... (please help me!)

Hello,

On Wed, September 10, 2008 14:38, jimmygio wrote:
>
> Good morning,
> first of all excuse me if I'm not technical in the description of the
> problem, but I'm a "noob" and I can't use C++...
>
> Secondly, I experienced problems with some excel functions (I use
> QuantlibAddin0.9.6 for Excel) related with a Vanilla Swap object.

I assume you mean that you're using QuantLibXL 0.9.6, the binary installation
(i.e. you did not compile it yourself from source code), pls correct me if I'm
wrong.

> In particular, I create the object "Vanillaswap" (I check that it is created
> in the correct way using the functions "qlVanillaSwapFloatingLegAnalysis"
> and "qlVanillaSwapFixedLegAnalysis"), and than I try to use some (VERY
> SIMPLE)  functions such as
> "qlVanillaSwapFixedRate"
> "qlVanillaSwapNominal"
> "qlVanillaSwapFairRate"
> etc...
> but they don't give me acceptable results... What I mean is that I get
> always 0, or the largest/smallest number that excel can handle...

I attach InterestRateDerivatives.xls, the example workbook from the release,
modified to call those three functions in range
[InterestRateDerivatives.xls]Swaps!$E$25:$E$27.

Here are the steps to test it:
- start Excel
- load C:\Program Files\QuantLibXL-0.9.6\xll\QuantLibXL-vc80-mt-s-0_9_6.xll
- load InterestRateDerivatives.xls
- Hit Ctrl-Alt-F9 to force a full recalculation
- Confirm that the three functions in range Swaps!$E$25:$E$27 return valid
values.

Hope that helps.

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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[Eric Ehlers-2]

Hi Giovanni,

On Thu, September 11, 2008 15:35, [hidden email] wrote:
> Unfortunately the problem persists.... I attach a .jpg file to show you what
I get after the recalculation.

I didn't receive the screenshot but I get the idea.

> Is it possible that I get these strange results for some international
setting of excel? I really don't know how to face this problem.

Last week we got a message from Fredrik, cc'd here, who reported a similar
problem:

On Tue, August 26, 2008 12:36, [hidden email] wrote:
> qlRand() works fine, it's when the code jumps back to Excel that I get 0. I
have the sneaking suspicion that I'm getting the address of some pointer in my
spreadsheet because the 0.00000000 is actually often something to the E-238 or
some ridiculous number like that.

Fredrik, would you have a second to test whether you and Giovanni are looking
at the same bug?

- Start Excel
- Load C:\Program Files\QuantLibXL-0.9.6\xll\QuantLibXL-vc80-mt-s-0_9_6.xll -
Load the attached InterestRateDerivatives.xls
- Hit Ctrl-Alt-F9

In this range

    =[InterestRateDerivatives.xls]Swaps!$E$25:$E$27

I see: 5% 1000000 4.5%

Giovanni gets this:
> but they don't give me acceptable results... What I mean is that I get
always 0, or the largest/smallest number that excel can handle...

What do you get?

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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[fredrik.dahlqvist]

Hi Eric,

yes, I think it's the same bug I'm getting. I also get a bunch of zeros in
this range.
If it's of any help to you I put the xll through the Dependency Walker and
everything looks fine. I've also tried the Open Office Calc QuantLib addin
and that worked fine too. So it really looks a lot like it's an Excel
problem.

Regards,

Fredrik

************************************************************
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new issue, by investment clients of the firm for whom the Bank as a firm
already provides other services. It may equally decide to allocate to its
own proprietary book or with an associate of HSBC Group. This represents a
potential conflict of interest. HSBC Bank plc has internal arrangements
designed to ensure that the firm would give unbiased and full advice to the
corporate finance client about the valuation and pricing of the offering as
well as internal systems, controls and procedures to identify and manage
conflicts of interest.

HSBC Bank plc
Registered Office: 8 Canada Square, London E14 5HQ, United Kingdom
Registered in England - Number 14259
Authorised and regulated by the Financial Services Authority.
************************************************************


-----------------------------------------
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"HSBC" for the information of the addressee only and should not be
reproduced and/or distributed to any other person. Each page
attached hereto must be read in conjunction with any disclaimer
which forms part of it. Unless otherwise stated, this transmission
is neither an offer nor the solicitation of an offer to sell or
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obtained from sources believed to be reliable but HSBC makes no
representation and accepts no responsibility or liability as to its
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[Eric Ehlers-2]

Hi Fredrik, Hi Giovanni,

OK looks like you're both looking at the same bug.

I reviewed all the functions which either of you specifically identified as OK
or broken and found that all broken functions have a return type of
scalar/double.  Could you do some spot checking to confirm this?  Please see
below for more detail.

What happens if you change one of these functions to have return type any?  To
do this, edit the function's configuration under
QuantLibAddin\gensrc\metadata\functions\xxx.xml then rebuild
QuantLibXL\QuantLibXL_full_vc?.sln as documented here:
http://www.quantlibaddin.org/build_qlxl.html.

My best guess at the moment is a bug in Excel.  It would be helpful if you
could find a machine on your side that works OK and compare.

Regards,
Eric

    Function Name                       Return Type
    =============                       ===========

Functions reported by Fredrik as OK:

    qlCubicInterpolation                string/scalar
    qlInterpolationInterpolate          QuantLib::Real/vector
    qlIMMNextCode                       string/scalar
    qlSchedule                          string/scalar
    qlFixedRateBond                     QuantLib::Date/scalar
    qlBondSettlementDate                QuantLib::Date/scalar

Functions reported by Fredrik as broken:

    qlRand                              double/scalar
    qlNormInv                           double/scalar
    qlBondAccruedAmount                 double/scalar

Functions reported by Giovanni as OK:

    qlVanillaSwapFloatingLegAnalysis    any/matrix
    qlVanillaSwapFixedLegAnalysis       any/matrix

Functions reported by Giovanni as broken:

    qlVanillaSwapFixedRate              QuantLib::Rate/scalar
    qlVanillaSwapNominal                double/scalar
    qlVanillaSwapFairRate               QuantLib::Rate/scalar

NB QuantLib::Rate = double

Function return type is configured in
    QuantLibAddin\gensrc\metadata\functions\*.xml.
Corresponding addin source code is autogenerated to
    QuantLibXL\qlxl\functions\*.cpp





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[jimmygio]

Thanks Eric.

Before going on with experiments, I report my personal experience that might be useful to understand the problem. The addin works fine both in excel 2000 and excel 2007. It looks like this problem depend on a not-updated version of excel 2003. Fredrik, do you confirm that the version of excel you are using is the 2003 one? If yes, did you try to update your version through www.update.microsoft.com? (unfortunately right now I can't try to do this test because of the websites filtering policy of the bank I work for)

Thanks,

Giovanni

---

Da: Eric Ehlers [mailto:[hidden email]]
Inviato: lun 15/09/2008 12.17
A: [hidden email]; [hidden email]
Cc: [hidden email]
Oggetto: Re: [Quantlib-users] Problems with Vanilla Swap objects using excel... (please help me!)

Hi Fredrik, Hi Giovanni,

OK looks like you're both looking at the same bug.

I reviewed all the functions which either of you specifically identified as OK
or broken and found that all broken functions have a return type of
scalar/double.  Could you do some spot checking to confirm this?  Please see
below for more detail.

What happens if you change one of these functions to have return type any?  To
do this, edit the function's configuration under
QuantLibAddin\gensrc\metadata\functions\xxx.xml then rebuild
QuantLibXL\QuantLibXL_full_vc?.sln as documented here:
http://www.quantlibaddin.org/build_qlxl.html.

My best guess at the moment is a bug in Excel.  It would be helpful if you
could find a machine on your side that works OK and compare.

Regards,
Eric

    Function Name                       Return Type
    =============                       ===========

Functions reported by Fredrik as OK:

    qlCubicInterpolation                string/scalar
    qlInterpolationInterpolate          QuantLib::Real/vector
    qlIMMNextCode                       string/scalar
    qlSchedule                          string/scalar
    qlFixedRateBond                     QuantLib::Date/scalar
    qlBondSettlementDate                QuantLib::Date/scalar

Functions reported by Fredrik as broken:

    qlRand                              double/scalar
    qlNormInv                           double/scalar
    qlBondAccruedAmount                 double/scalar

Functions reported by Giovanni as OK:

    qlVanillaSwapFloatingLegAnalysis    any/matrix
    qlVanillaSwapFixedLegAnalysis       any/matrix

Functions reported by Giovanni as broken:

    qlVanillaSwapFixedRate              QuantLib::Rate/scalar
    qlVanillaSwapNominal                double/scalar
    qlVanillaSwapFairRate               QuantLib::Rate/scalar

NB QuantLib::Rate = double

Function return type is configured in
    QuantLibAddin\gensrc\metadata\functions\*.xml.
Corresponding addin source code is autogenerated to
    QuantLibXL\qlxl\functions\*.cpp

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_______________________________________________
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[Eric Ehlers-2]

Hi Giovanni,

Under Help | About, I get

    Microsoft Office Excel 2003 (11.8211.8202) SP3

In an earlier message Fredrik said that he has

    Microsoft Office Excel 2003 (11.8169.8172) SP3

Maybe there's a bug in that specific build of Excel.

What do you have?

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

On Mon, September 15, 2008 11:10, [hidden email] wrote:

> Thanks Eric.
> Before going on with experiments, I report my personal experience that might
> be useful to understand the problem. The addin works fine both in excel 2000
> and excel 2007. It looks like this problem depend on a not-updated version of
> excel 2003. Fredrik, do you confirm that the version of excel you are using is
> the 2003 one? If yes, did you try to update your version through
> www.update.microsoft.com? (unfortunately right now I can't try to do this test
> because of the websites filtering policy of the bank I work for)
> Thanks,
> Giovanni
>
> ________________________________
>
> Da: Eric Ehlers [mailto:[hidden email]]
> Inviato: lun 15/09/2008 12.17
> A: [hidden email]; [hidden email]
> Cc: [hidden email]
> Oggetto: Re: [Quantlib-users] Problems with Vanilla Swap objects using
> excel... (please help me!)
>
>
>
> Hi Fredrik, Hi Giovanni,
>
> OK looks like you're both looking at the same bug.
>
> I reviewed all the functions which either of you specifically identified as OK
> or broken and found that all broken functions have a return type of
> scalar/double.  Could you do some spot checking to confirm this?  Please see
> below for more detail.
>
> What happens if you change one of these functions to have return type any?  To
> do this, edit the function's configuration under
> QuantLibAddin\gensrc\metadata\functions\xxx.xml then rebuild
> QuantLibXL\QuantLibXL_full_vc?.sln as documented here:
> http://www.quantlibaddin.org/build_qlxl.html.
>
> My best guess at the moment is a bug in Excel.  It would be helpful if you
> could find a machine on your side that works OK and compare.
>
> Regards,
> Eric
>
>     Function Name                       Return Type
>     =============                       ===========
>
> Functions reported by Fredrik as OK:
>
>     qlCubicInterpolation                string/scalar
>     qlInterpolationInterpolate          QuantLib::Real/vector
>     qlIMMNextCode                       string/scalar
>     qlSchedule                          string/scalar
>     qlFixedRateBond                     QuantLib::Date/scalar
>     qlBondSettlementDate                QuantLib::Date/scalar
>
> Functions reported by Fredrik as broken:
>
>     qlRand                              double/scalar
>     qlNormInv                           double/scalar
>     qlBondAccruedAmount                 double/scalar
>
> Functions reported by Giovanni as OK:
>
>     qlVanillaSwapFloatingLegAnalysis    any/matrix
>     qlVanillaSwapFixedLegAnalysis       any/matrix
>
> Functions reported by Giovanni as broken:
>
>     qlVanillaSwapFixedRate              QuantLib::Rate/scalar
>     qlVanillaSwapNominal                double/scalar
>     qlVanillaSwapFairRate               QuantLib::Rate/scalar
>
> NB QuantLib::Rate = double
>
> Function return type is configured in
>     QuantLibAddin\gensrc\metadata\functions\*.xml.
> Corresponding addin source code is autogenerated to
>     QuantLibXL\qlxl\functions\*.cpp

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_______________________________________________
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[jimmygio]

 

Hi Eric,

my version is

 

Microsoft Office Excel 2003 (11.8169.8172) SP3

and, as you can see, it is exacly the same as Fredrik... May be that we can solve this problem just updating our version of excel (if I only could!!!).

Fredrik can you try to update your excel version please?

Thanks

 

---

Da: Eric Ehlers [mailto:[hidden email]]
Inviato: lun 15/09/2008 13.51
A: [hidden email]
Cc: [hidden email]; [hidden email]
Oggetto: Re: R: [Quantlib-users] Problems with Vanilla Swap objects using excel... (please help me!)

Hi Giovanni,

Under Help | About, I get

    Microsoft Office Excel 2003 (11.8211.8202) SP3

In an earlier message Fredrik said that he has

    Microsoft Office Excel 2003 (11.8169.8172) SP3

Maybe there's a bug in that specific build of Excel.

What do you have?

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

On Mon, September 15, 2008 11:10, [hidden email] wrote:

> Thanks Eric.
> Before going on with experiments, I report my personal experience that might
> be useful to understand the problem. The addin works fine both in excel 2000
> and excel 2007. It looks like this problem depend on a not-updated version of
> excel 2003. Fredrik, do you confirm that the version of excel you are using is
> the 2003 one? If yes, did you try to update your version through
> www.update.microsoft.com? (unfortunately right now I can't try to do this test
> because of the websites filtering policy of the bank I work for)
> Thanks,
> Giovanni
>
> ________________________________
>
> Da: Eric Ehlers [[hidden email]]
> Inviato: lun 15/09/2008 12.17
> A: [hidden email]; [hidden email]
> Cc: [hidden email]
> Oggetto: Re: [Quantlib-users] Problems with Vanilla Swap objects using
> excel... (please help me!)
>
>
>
> Hi Fredrik, Hi Giovanni,
>
> OK looks like you're both looking at the same bug.
>
> I reviewed all the functions which either of you specifically identified as OK
> or broken and found that all broken functions have a return type of
> scalar/double.  Could you do some spot checking to confirm this?  Please see
> below for more detail.
>
> What happens if you change one of these functions to have return type any?  To
> do this, edit the function's configuration under
> QuantLibAddin\gensrc\metadata\functions\xxx.xml then rebuild
> QuantLibXL\QuantLibXL_full_vc?.sln as documented here:
> http://www.quantlibaddin.org/build_qlxl.html.
>
> My best guess at the moment is a bug in Excel.  It would be helpful if you
> could find a machine on your side that works OK and compare.
>
> Regards,
> Eric
>
>     Function Name                       Return Type
>     =============                       ===========
>
> Functions reported by Fredrik as OK:
>
>     qlCubicInterpolation                string/scalar
>     qlInterpolationInterpolate          QuantLib::Real/vector
>     qlIMMNextCode                       string/scalar
>     qlSchedule                          string/scalar
>     qlFixedRateBond                     QuantLib::Date/scalar
>     qlBondSettlementDate                QuantLib::Date/scalar
>
> Functions reported by Fredrik as broken:
>
>     qlRand                              double/scalar
>     qlNormInv                           double/scalar
>     qlBondAccruedAmount                 double/scalar
>
> Functions reported by Giovanni as OK:
>
>     qlVanillaSwapFloatingLegAnalysis    any/matrix
>     qlVanillaSwapFixedLegAnalysis       any/matrix
>
> Functions reported by Giovanni as broken:
>
>     qlVanillaSwapFixedRate              QuantLib::Rate/scalar
>     qlVanillaSwapNominal                double/scalar
>     qlVanillaSwapFairRate               QuantLib::Rate/scalar
>
> NB QuantLib::Rate = double
>
> Function return type is configured in
>     QuantLibAddin\gensrc\metadata\functions\*.xml.
> Corresponding addin source code is autogenerated to
>     QuantLibXL\qlxl\functions\*.cpp

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_______________________________________________
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[fredrik.dahlqvist]

Hi Eric, Giovanni

I followed your instructions and managed to get the qlrand() working!!! So
the problem is defintely with double/scalar return values. And changing
double to any  in the xml file does fix the problem. I will try to get
another build of Excel installed on my machine but I don't have admin
rights on the Office stuff, so I cannot garantee anything.
I think we're on the right track to fix this. Thanks a lot for your help,

Fredrik

************************************************************
HSBC Bank plc may be solicited in the course of its placement efforts for a
new issue, by investment clients of the firm for whom the Bank as a firm
already provides other services. It may equally decide to allocate to its
own proprietary book or with an associate of HSBC Group. This represents a
potential conflict of interest. HSBC Bank plc has internal arrangements
designed to ensure that the firm would give unbiased and full advice to the
corporate finance client about the valuation and pricing of the offering as
well as internal systems, controls and procedures to identify and manage
conflicts of interest.

HSBC Bank plc
Registered Office: 8 Canada Square, London E14 5HQ, United Kingdom
Registered in England - Number 14259
Authorised and regulated by the Financial Services Authority.
************************************************************


-----------------------------------------
SAVE PAPER - THINK BEFORE YOU PRINT!

This transmission has been issued by a member of the HSBC Group
"HSBC" for the information of the addressee only and should not be
reproduced and/or distributed to any other person. Each page
attached hereto must be read in conjunction with any disclaimer
which forms part of it. Unless otherwise stated, this transmission
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[jimmygio]

Great news... Everything perfectly works after having upgraded my excel version through microsoft update...

Thank you very much Eric and Friedrik.

Regards,

Giovanni 

---

Da: [hidden email]
Inviato: lun 15/09/2008 13.17
A: [hidden email]
Cc: [hidden email]; [hidden email]
Oggetto: R: R: [Quantlib-users] Problems with Vanilla Swap objects using excel... (please help me!)

 

Hi Eric,

my version is

 

Microsoft Office Excel 2003 (11.8169.8172) SP3

and, as you can see, it is exacly the same as Fredrik... May be that we can solve this problem just updating our version of excel (if I only could!!!).

Fredrik can you try to update your excel version please?

Thanks

 

---

Da: Eric Ehlers [mailto:[hidden email]]
Inviato: lun 15/09/2008 13.51
A: [hidden email]
Cc: [hidden email]; [hidden email]
Oggetto: Re: R: [Quantlib-users] Problems with Vanilla Swap objects using excel... (please help me!)

Hi Giovanni,

Under Help | About, I get

    Microsoft Office Excel 2003 (11.8211.8202) SP3

In an earlier message Fredrik said that he has

    Microsoft Office Excel 2003 (11.8169.8172) SP3

Maybe there's a bug in that specific build of Excel.

What do you have?

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

On Mon, September 15, 2008 11:10, [hidden email] wrote:

> Thanks Eric.
> Before going on with experiments, I report my personal experience that might
> be useful to understand the problem. The addin works fine both in excel 2000
> and excel 2007. It looks like this problem depend on a not-updated version of
> excel 2003. Fredrik, do you confirm that the version of excel you are using is
> the 2003 one? If yes, did you try to update your version through
> www.update.microsoft.com? (unfortunately right now I can't try to do this test
> because of the websites filtering policy of the bank I work for)
> Thanks,
> Giovanni
>
> ________________________________
>
> Da: Eric Ehlers [[hidden email]]
> Inviato: lun 15/09/2008 12.17
> A: [hidden email]; [hidden email]
> Cc: [hidden email]
> Oggetto: Re: [Quantlib-users] Problems with Vanilla Swap objects using
> excel... (please help me!)
>
>
>
> Hi Fredrik, Hi Giovanni,
>
> OK looks like you're both looking at the same bug.
>
> I reviewed all the functions which either of you specifically identified as OK
> or broken and found that all broken functions have a return type of
> scalar/double.  Could you do some spot checking to confirm this?  Please see
> below for more detail.
>
> What happens if you change one of these functions to have return type any?  To
> do this, edit the function's configuration under
> QuantLibAddin\gensrc\metadata\functions\xxx.xml then rebuild
> QuantLibXL\QuantLibXL_full_vc?.sln as documented here:
> http://www.quantlibaddin.org/build_qlxl.html.
>
> My best guess at the moment is a bug in Excel.  It would be helpful if you
> could find a machine on your side that works OK and compare.
>
> Regards,
> Eric
>
>     Function Name                       Return Type
>     =============                       ===========
>
> Functions reported by Fredrik as OK:
>
>     qlCubicInterpolation                string/scalar
>     qlInterpolationInterpolate          QuantLib::Real/vector
>     qlIMMNextCode                       string/scalar
>     qlSchedule                          string/scalar
>     qlFixedRateBond                     QuantLib::Date/scalar
>     qlBondSettlementDate                QuantLib::Date/scalar
>
> Functions reported by Fredrik as broken:
>
>     qlRand                              double/scalar
>     qlNormInv                           double/scalar
>     qlBondAccruedAmount                 double/scalar
>
> Functions reported by Giovanni as OK:
>
>     qlVanillaSwapFloatingLegAnalysis    any/matrix
>     qlVanillaSwapFixedLegAnalysis       any/matrix
>
> Functions reported by Giovanni as broken:
>
>     qlVanillaSwapFixedRate              QuantLib::Rate/scalar
>     qlVanillaSwapNominal                double/scalar
>     qlVanillaSwapFairRate               QuantLib::Rate/scalar
>
> NB QuantLib::Rate = double
>
> Function return type is configured in
>     QuantLibAddin\gensrc\metadata\functions\*.xml.
> Corresponding addin source code is autogenerated to
>     QuantLibXL\qlxl\functions\*.cpp

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[Eric Ehlers-2]

Hi Giovanni,

Yay.  Very glad to get to the end of that one.  Thanks for the confirmation
and to you and Fredrik for all the troubleshooting.

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

On Thu, September 18, 2008 10:35, [hidden email] wrote:

> Great news... Everything perfectly works after having upgraded my excel
> version through microsoft update...
> Thank you very much Eric and Friedrik.
> Regards,
> Giovanni
>
> ________________________________
>
> Da: [hidden email]
> Inviato: lun 15/09/2008 13.17
> A: [hidden email]
> Cc: [hidden email]; [hidden email]
> Oggetto: R: R: [Quantlib-users] Problems with Vanilla Swap objects using
> excel... (please help me!)
>
>
>
>
> Hi Eric,
> my version is
>
> Microsoft Office Excel 2003 (11.8169.8172) SP3
>
> and, as you can see, it is exacly the same as Fredrik... May be that we can
> solve this problem just updating our version of excel (if I only could!!!).
> Fredrik can you try to update your excel version please?
> Thanks
>
> ________________________________
>
> Da: Eric Ehlers [mailto:[hidden email]]
> Inviato: lun 15/09/2008 13.51
> A: [hidden email]
> Cc: [hidden email]; [hidden email]
> Oggetto: Re: R: [Quantlib-users] Problems with Vanilla Swap objects using
> excel... (please help me!)
>
>
>
> Hi Giovanni,
>
> Under Help | About, I get
>
>     Microsoft Office Excel 2003 (11.8211.8202) SP3
>
> In an earlier message Fredrik said that he has
>
>     Microsoft Office Excel 2003 (11.8169.8172) SP3
>
> Maybe there's a bug in that specific build of Excel.
>
> What do you have?
>
> Regards,
> Eric
>
> -------------------------
> Eric Ehlers
> nazcatech sprl | Brussels | http://www.nazcatech.be <http://www.nazcatech.be/>
> Distributed computing for pricing analytics - Use Microsoft Excel as a client
> to the Grid
>
> On Mon, September 15, 2008 11:10, [hidden email] wrote:
>> Thanks Eric.
>> Before going on with experiments, I report my personal experience that might
>> be useful to understand the problem. The addin works fine both in excel 2000
>> and excel 2007. It looks like this problem depend on a not-updated version
>> of
>> excel 2003. Fredrik, do you confirm that the version of excel you are using
>> is
>> the 2003 one? If yes, did you try to update your version through
>> www.update.microsoft.com? (unfortunately right now I can't try to do this
>> test
>> because of the websites filtering policy of the bank I work for)
>> Thanks,
>> Giovanni
>>
>> ________________________________
>>
>> Da: Eric Ehlers [mailto:[hidden email]]
>> Inviato: lun 15/09/2008 12.17
>> A: [hidden email]; [hidden email]
>> Cc: [hidden email]
>> Oggetto: Re: [Quantlib-users] Problems with Vanilla Swap objects using
>> excel... (please help me!)
>>
>>
>>
>> Hi Fredrik, Hi Giovanni,
>>
>> OK looks like you're both looking at the same bug.
>>
>> I reviewed all the functions which either of you specifically identified as
>> OK
>> or broken and found that all broken functions have a return type of
>> scalar/double.  Could you do some spot checking to confirm this?  Please see
>> below for more detail.
>>
>> What happens if you change one of these functions to have return type any?
>> To
>> do this, edit the function's configuration under
>> QuantLibAddin\gensrc\metadata\functions\xxx.xml then rebuild
>> QuantLibXL\QuantLibXL_full_vc?.sln as documented here:
>> http://www.quantlibaddin.org/build_qlxl.html.
>>
>> My best guess at the moment is a bug in Excel.  It would be helpful if you
>> could find a machine on your side that works OK and compare.
>>
>> Regards,
>> Eric
>>
>>     Function Name                       Return Type
>>     =============                       ===========
>>
>> Functions reported by Fredrik as OK:
>>
>>     qlCubicInterpolation                string/scalar
>>     qlInterpolationInterpolate          QuantLib::Real/vector
>>     qlIMMNextCode                       string/scalar
>>     qlSchedule                          string/scalar
>>     qlFixedRateBond                     QuantLib::Date/scalar
>>     qlBondSettlementDate                QuantLib::Date/scalar
>>
>> Functions reported by Fredrik as broken:
>>
>>     qlRand                              double/scalar
>>     qlNormInv                           double/scalar
>>     qlBondAccruedAmount                 double/scalar
>>
>> Functions reported by Giovanni as OK:
>>
>>     qlVanillaSwapFloatingLegAnalysis    any/matrix
>>     qlVanillaSwapFixedLegAnalysis       any/matrix
>>
>> Functions reported by Giovanni as broken:
>>
>>     qlVanillaSwapFixedRate              QuantLib::Rate/scalar
>>     qlVanillaSwapNominal                double/scalar
>>     qlVanillaSwapFairRate               QuantLib::Rate/scalar
>>
>> NB QuantLib::Rate = double
>>
>> Function return type is configured in
>>     QuantLibAddin\gensrc\metadata\functions\*.xml.
>> Corresponding addin source code is autogenerated to
>>     QuantLibXL\qlxl\functions\*.cpp

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Build the coolest Linux based applications with Moblin SDK & win great prizes
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_______________________________________________
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