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QLXL 1.5 - unified project discovery?

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Nicholas Manganaro-2

QLXL 1.5 - unified project discovery?

Moving slowly forward. . .
I downloaded the modified files from Eric's links, below, updated Boost to
1.57 for good measure, but I have been unable to actually compile the code,
because Visual Studio cannot find the project file for QuantLib, whether I
try to build it in vs-10 or vs-11.
What do I have to change or set to enable the discovery of the unified
project, so I can move along with this effort?
Any help appreciated.
Thanks.
Nick
-----Original Message-----
From: Eric Ehlers [mailto:[hidden email]]
Sent: Friday, February 13, 2015 5:40 AM
To: Nicholas Manganaro
Cc: Luigi Ballabio; QuantLib users
Subject: Re: [Quantlib-users] QLXL 1.5

There is a bug fix to QuantLibXL that you might want to pick up:

https://github.com/eehlers/quantlib/commit/59b6cbd3fce3a28b1625dafe227522a94
bb5df08
https://github.com/eehlers/quantlib/commit/8c65551f376e7dbec7738f75925dcc7d8
fdbf25e

It fixes a problem where a spreadsheet opens up and calls qlSetQuote() with
an old, stale value, then if the real live value is #NA the quote object
does not get invalidated. The bug fix allows #NA as an input to
qlSetQuote() to invalidate the quote object.

I plan to get QuantLibXL 1.5 out in March.

Regards,
Eric

On Fri, 13 Feb 2015 10:03:15 +0100
Luigi Ballabio <[hidden email]> wrote:

> QuantLib 1.5 is backwards compatible, so you can build QuantLibXL 1.4
> with QuantLib 1.5 and get any bug fixes included in the release. Of
> course, new features won't be exported.
>
> Luigi
>
> On Thu, Feb 12, 2015 at 7:39 PM, Nicholas Manganaro <
> [hidden email]> wrote:
>
> > Have there been changes to the process for building QuantLibXL since
> > 1.4? At that time various auxiliary programs (gensrc, ObjectHandler,
> > and QuantLibAddin) all had version number 1.4.
> > There was also a QuantLibXL-1.4.0-framework.
> > Will I need to wait for the version 1.5 of these in order to build
> > QuantLibXL 1.5?
> > Thanks,
> > Nick
> >
> >
> > --------------------------------------------------------------------
> > ---------- Dive into the World of Parallel Programming. The Go
> > Parallel Website, sponsored by Intel and developed in partnership
> > with Slashdot Media, is your hub for all things parallel software
> > development, from weekly thought leadership blogs to news, videos,
> > case studies, tutorials and more. Take a look and join the
> > conversation now.
> > http://goparallel.sourceforge.net/
> > _______________________________________________ QuantLib-users
> > mailing list [hidden email]
> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
> >
> >
>
>

------------------------------------------------------------------------------
Dive into the World of Parallel Programming The Go Parallel Website, sponsored
by Intel and developed in partnership with Slashdot Media, is your hub for all
things parallel software development, from weekly thought leadership blogs to
news, videos, case studies, tutorials and more. Take a look and join the
conversation now. http://goparallel.sourceforge.net/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

Luigi Ballabio

Re: QLXL 1.5 - unified project discovery?

I would try opening the solution file in a text editor and replacing the old project references with the new ones (e.g., QuantLib_vc10.vcxproj should become QuantLib.vcxproj).

Luigi

On Thu, Mar 5, 2015 at 2:47 PM, Nicholas Manganaro <[hidden email]> wrote:

Moving slowly forward. . .
I downloaded the modified files from Eric's links, below, updated Boost to
1.57 for good measure, but I have been unable to actually compile the code,
because Visual Studio cannot find the project file for QuantLib, whether I
try to build it in vs-10 or vs-11.
What do I have to change or set to enable the discovery of the unified
project, so I can move along with this effort?
Any help appreciated.
Thanks.
Nick
-----Original Message-----
From: Eric Ehlers [mailto:[hidden email]]
Sent: Friday, February 13, 2015 5:40 AM
To: Nicholas Manganaro
Cc: Luigi Ballabio; QuantLib users
Subject: Re: [Quantlib-users] QLXL 1.5

There is a bug fix to QuantLibXL that you might want to pick up:

<a href="https://github.com/eehlers/quantlib/commit/59b6cbd3fce3a28b1625dafe227522a94 bb5df08" target="_blank">https://github.com/eehlers/quantlib/commit/59b6cbd3fce3a28b1625dafe227522a94
bb5df08
<a href="https://github.com/eehlers/quantlib/commit/8c65551f376e7dbec7738f75925dcc7d8 fdbf25e" target="_blank">https://github.com/eehlers/quantlib/commit/8c65551f376e7dbec7738f75925dcc7d8
fdbf25e

It fixes a problem where a spreadsheet opens up and calls qlSetQuote() with
an old, stale value, then if the real live value is #NA the quote object
does not get invalidated. The bug fix allows #NA as an input to
qlSetQuote() to invalidate the quote object.

I plan to get QuantLibXL 1.5 out in March.

Regards,
Eric

On Fri, 13 Feb 2015 10:03:15 +0100
Luigi Ballabio <[hidden email]> wrote:

> QuantLib 1.5 is backwards compatible, so you can build QuantLibXL 1.4
> with QuantLib 1.5 and get any bug fixes included in the release. Of
> course, new features won't be exported.
>
> Luigi
>
> On Thu, Feb 12, 2015 at 7:39 PM, Nicholas Manganaro <
> [hidden email]> wrote:
>
> > Have there been changes to the process for building QuantLibXL since
> > 1.4? At that time various auxiliary programs (gensrc, ObjectHandler,
> > and QuantLibAddin) all had version number 1.4.
> > There was also a QuantLibXL-1.4.0-framework.
> > Will I need to wait for the version 1.5 of these in order to build
> > QuantLibXL 1.5?
> > Thanks,
> > Nick
> >
> >
> > --------------------------------------------------------------------
> > ---------- Dive into the World of Parallel Programming. The Go
> > Parallel Website, sponsored by Intel and developed in partnership
> > with Slashdot Media, is your hub for all things parallel software
> > development, from weekly thought leadership blogs to news, videos,
> > case studies, tutorials and more. Take a look and join the
> > conversation now.
> > http://goparallel.sourceforge.net/
> > _______________________________________________ QuantLib-users
> > mailing list [hidden email]
> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
> >
> >
>
>

<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

Nicholas Manganaro-2

Re: QLXL 1.5 - unified project discovery?

I'll give it a go, thanks.
Nicholas Manganaro

On March 5, 2015 8:51:41 AM EST, Luigi Ballabio <[hidden email]> wrote:

I would try opening the solution file in a text editor and replacing the old project references with the new ones (e.g., QuantLib_vc10.vcxproj should become QuantLib.vcxproj).

Luigi

On Thu, Mar 5, 2015 at 2:47 PM, Nicholas Manganaro <[hidden email]> wrote:
Moving slowly forward. . .
I downloaded the modified files from Eric's links, below, updated Boost to
1.57 for good measure, but I have been unable to actually compile the code,
because Visual Studio cannot find the project file for QuantLib, whether I
try to build it in vs-10 or vs-11.
What do I have to change or set to enable the discovery of the unified
project, so I can move along with this effort?
Any help appreciated.
Thanks.
Nick
-----Original Message-----
From: Eric Ehlers [mailto:[hidden email]]
Sent: Friday, February 13, 2015 5:40 AM
To: Nicholas Manganaro
Cc: Luigi Ballabio; QuantLib users
Subject: Re: [Quantlib-users] QLXL 1.5

There is a bug fix to QuantLibXL that you might want to pick up:

<a href="https://github.com/eehlers/quantlib/commit/59b6cbd3fce3a28b1625dafe227522a94 bb5df08" target="_blank">https://github.com/eehlers/quantlib/commit/59b6cbd3fce3a28b1625dafe227522a94
bb5df08
<a href="https://github.com/eehlers/quantlib/commit/8c65551f376e7dbec7738f75925dcc7d8 fdbf25e" target="_blank">https://github.com/eehlers/quantlib/commit/8c65551f376e7dbec7738f75925dcc7d8
fdbf25e

It fixes a problem where a spreadsheet opens up and calls qlSetQuote() with
an old, stale value, then if the real live value is #NA the quote object
does not get invalidated. The bug fix allows #NA as an input to
qlSetQuote() to invalidate the quote object.

I plan to get QuantLibXL 1.5 out in March.

Regards,
Eric

On Fri, 13 Feb 2015 10:03:15 +0100
Luigi Ballabio <[hidden email]> wrote:

> QuantLib 1.5 is backwards compatible, so you can build QuantLibXL 1.4
> with QuantLib 1.5 and get any bug fixes included in the release. Of
> course, new features won't be exported.
>
> Luigi
>
> On Thu, Feb 12, 2015 at 7:39 PM, Nicholas Manganaro <
> [hidden email]> wrote:
>
> > Have there been changes to the process for building QuantLibXL since
> > 1.4? At that time various auxiliary programs (gensrc, ObjectHandler,
> > and QuantLibAddin) all had version number 1.4.
> > There was also a QuantLibXL-1.4.0-framework.
> > Will I need to wait for the version 1.5 of these in order to build
> > QuantLibXL 1.5?
> > Thanks,
> > Nick
> >
> >
> > --------------------------------------------------------------------
> > ---------- Dive into the World of Parallel Programming. The Go
> > Parallel Website, sponsored by Intel and developed in partnership
> > with Slashdot Media, is your hub for all things parallel software
> > development, from weekly thought leadership blogs to news, videos,
> > case studies, tutorials and more. Take a look and join the
> > conversation now.
> > http://goparallel.sourceforge.net/
> > _______________________________________________ QuantLib-users
> > mailing list [hidden email]
> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
> >
> >
>
>

--
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

Nicholas Manganaro-2

Re: QLXL 1.5 - unified project discovery?

In reply to this post by Luigi Ballabio

That made the project visible.

Thanks for the quick response.

Now the process raises two processing errors and one fatal errors.

If you have the patience and inclination, I could use some additional help.

Errors:

error C2664: 'QuantLib::CmsMarket::CmsMarket(const std::vector<_Ty> &,const std::vector<boost::shared_ptr<T>> &,const boost::shared_ptr<QuantLib::IborIndex> &,const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> &,const std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>> &,const QuantLib::Handle<QuantLib::YieldTermStructure> &)' : cannot convert parameter 5 from 'std::vector<_Ty>' to 'const std::vector<_Ty> &'

From file: C:\build_ql_1_4_0\QuantLibAddin\qlo\cmsmarket.cpp, Line:61, Column Number: 1, Project: QuantLibObjects

Fatal error LNK1181: cannot open input file 'C:\build_ql_1_4_0\QuantLibAddin\lib\QuantLibObjects-vc110-mt-s-1_4_0.lib'

From file: C:\build_ql_1_4_0\QuantLibXL\qlxl\LINK Project: QuantLibXLStatic

Note: The file QuantLibObjects-vc110-mt-s-1_4_0.lib does not exist, and perhaps should have been created in an earlier part in the process, but there was a fatal error in its creation.

The final process of building the add-in for Excel, identified as “10” in Visual Studio 2012 Express, suffers an error with the message:

The referenced project '..\QuantLib\QuantLib_vc11.vcxproj' does not exist.

This seems to result from the same problem with the reference for the file, which I would change, but I do not know where to find this one.

I have been looking for much of the day for where this reference is, but could not find it.

-Nick

From: Luigi Ballabio [mailto:[hidden email]]
Sent: Thursday, March 05, 2015 8:52 AM
To: [hidden email]
Cc: Eric Ehlers; QuantLib users
Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?

I would try opening the solution file in a text editor and replacing the old project references with the new ones (e.g., QuantLib_vc10.vcxproj should become QuantLib.vcxproj).

Luigi

On Thu, Mar 5, 2015 at 2:47 PM, Nicholas Manganaro <[hidden email]> wrote:

Moving slowly forward. . .
I downloaded the modified files from Eric's links, below, updated Boost to
1.57 for good measure, but I have been unable to actually compile the code,
because Visual Studio cannot find the project file for QuantLib, whether I
try to build it in vs-10 or vs-11.
What do I have to change or set to enable the discovery of the unified
project, so I can move along with this effort?
Any help appreciated.
Thanks.
Nick
-----Original Message-----
From: Eric Ehlers [mailto:[hidden email]]
Sent: Friday, February 13, 2015 5:40 AM
To: Nicholas Manganaro
Cc: Luigi Ballabio; QuantLib users
Subject: Re: [Quantlib-users] QLXL 1.5

There is a bug fix to QuantLibXL that you might want to pick up:

https://github.com/eehlers/quantlib/commit/59b6cbd3fce3a28b1625dafe227522a94
bb5df08
https://github.com/eehlers/quantlib/commit/8c65551f376e7dbec7738f75925dcc7d8
fdbf25e

It fixes a problem where a spreadsheet opens up and calls qlSetQuote() with
an old, stale value, then if the real live value is #NA the quote object
does not get invalidated. The bug fix allows #NA as an input to
qlSetQuote() to invalidate the quote object.

I plan to get QuantLibXL 1.5 out in March.

Regards,
Eric

On Fri, 13 Feb 2015 10:03:15 +0100
Luigi Ballabio <[hidden email]> wrote:

> QuantLib 1.5 is backwards compatible, so you can build QuantLibXL 1.4
> with QuantLib 1.5 and get any bug fixes included in the release. Of
> course, new features won't be exported.
>
> Luigi
>
> On Thu, Feb 12, 2015 at 7:39 PM, Nicholas Manganaro <
> [hidden email]> wrote:
>
> > Have there been changes to the process for building QuantLibXL since
> > 1.4? At that time various auxiliary programs (gensrc, ObjectHandler,
> > and QuantLibAddin) all had version number 1.4.
> > There was also a QuantLibXL-1.4.0-framework.
> > Will I need to wait for the version 1.5 of these in order to build
> > QuantLibXL 1.5?
> > Thanks,
> > Nick
> >
> >
> > --------------------------------------------------------------------
> > ---------- Dive into the World of Parallel Programming. The Go
> > Parallel Website, sponsored by Intel and developed in partnership
> > with Slashdot Media, is your hub for all things parallel software
> > development, from weekly thought leadership blogs to news, videos,
> > case studies, tutorials and more. Take a look and join the
> > conversation now.
> > http://goparallel.sourceforge.net/
> > _______________________________________________ QuantLib-users
> > mailing list [hidden email]
> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
> >
> >
>
>

<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

Peter Caspers-4

Re: QLXL 1.5 - unified project discovery?

can you send the complete message for this one (I remember there were
fixes recently)
Peter

error C2664: 'QuantLib::CmsMarket::CmsMarket(const std::vector<_Ty>
&,const std::vector<boost::shared_ptr<T>> &,const
boost::shared_ptr<QuantLib::IborIndex> &,const
std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> &,const
std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>> &,const
QuantLib::Handle<QuantLib::YieldTermStructure> &)' : cannot convert
parameter 5 from 'std::vector<_Ty>' to 'const std::vector<_Ty> &'

On 6 March 2015 at 01:34, Nicholas Manganaro <[hidden email]> wrote:

> That made the project visible.
>
> Thanks for the quick response.
>
>
>
> Now the process raises two processing errors and one fatal errors.
>
> If you have the patience and inclination, I could use some additional help.
>
>
>
> Errors:
>
>>
>
> error C2664: 'QuantLib::CmsMarket::CmsMarket(const std::vector<_Ty> &,const
> std::vector<boost::shared_ptr<T>> &,const
> boost::shared_ptr<QuantLib::IborIndex> &,const
> std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> &,const
> std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>> &,const
> QuantLib::Handle<QuantLib::YieldTermStructure> &)' : cannot convert
> parameter 5 from 'std::vector<_Ty>' to 'const std::vector<_Ty> &'
>
> <
>
> From file: C:\build_ql_1_4_0\QuantLibAddin\qlo\cmsmarket.cpp, Line:61,
> Column Number: 1, Project: QuantLibObjects
>
>
>
>>
>
> Fatal error LNK1181: cannot open input file
> 'C:\build_ql_1_4_0\QuantLibAddin\lib\QuantLibObjects-vc110-mt-s-1_4_0.lib'
>
> <
>
> From file: C:\build_ql_1_4_0\QuantLibXL\qlxl\LINK Project:
> QuantLibXLStatic
>
>
>
> Note: The file QuantLibObjects-vc110-mt-s-1_4_0.lib does not exist, and
> perhaps should have been created in an earlier part in the process, but
> there was a fatal error in its creation.
>
>
>
> The final process of building the add-in for Excel, identified as “10” in
> Visual Studio 2012 Express, suffers an error with the message:
>
> The referenced project '..\QuantLib\QuantLib_vc11.vcxproj' does not exist.
>
> This seems to result from the same problem with the reference for the file,
> which I would change, but I do not know where to find this one.
>
> I have been looking for much of the day for where this reference is, but
> could not find it.
>
>
>
> -Nick
>
>
>
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: Thursday, March 05, 2015 8:52 AM
> To: [hidden email]
> Cc: Eric Ehlers; QuantLib users
> Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?
>
>
>
> I would try opening the solution file in a text editor and replacing the old
> project references with the new ones (e.g., QuantLib_vc10.vcxproj should
> become QuantLib.vcxproj).
>
>
>
> Luigi
>
>
>
>
>
> On Thu, Mar 5, 2015 at 2:47 PM, Nicholas Manganaro <[hidden email]>
> wrote:
>
> Moving slowly forward. . .
> I downloaded the modified files from Eric's links, below, updated Boost to
> 1.57 for good measure, but I have been unable to actually compile the code,
> because Visual Studio cannot find the project file for QuantLib, whether I
> try to build it in vs-10 or vs-11.
> What do I have to change or set to enable the discovery of the unified
> project, so I can move along with this effort?
> Any help appreciated.
> Thanks.
> Nick
> -----Original Message-----
> From: Eric Ehlers [mailto:[hidden email]]
> Sent: Friday, February 13, 2015 5:40 AM
> To: Nicholas Manganaro
> Cc: Luigi Ballabio; QuantLib users
> Subject: Re: [Quantlib-users] QLXL 1.5
>
> There is a bug fix to QuantLibXL that you might want to pick up:
>
> https://github.com/eehlers/quantlib/commit/59b6cbd3fce3a28b1625dafe227522a94
> bb5df08
> https://github.com/eehlers/quantlib/commit/8c65551f376e7dbec7738f75925dcc7d8
> fdbf25e
>
> It fixes a problem where a spreadsheet opens up and calls qlSetQuote() with
> an old, stale value, then if the real live value is #NA the quote object
> does not get invalidated. The bug fix allows #NA as an input to
> qlSetQuote() to invalidate the quote object.
>
> I plan to get QuantLibXL 1.5 out in March.
>
> Regards,
> Eric
>
> On Fri, 13 Feb 2015 10:03:15 +0100
> Luigi Ballabio <[hidden email]> wrote:
>
>> QuantLib 1.5 is backwards compatible, so you can build QuantLibXL 1.4
>> with QuantLib 1.5 and get any bug fixes included in the release. Of
>> course, new features won't be exported.
>>
>> Luigi
>>
>> On Thu, Feb 12, 2015 at 7:39 PM, Nicholas Manganaro <
>> [hidden email]> wrote:
>>
>> > Have there been changes to the process for building QuantLibXL since
>> > 1.4? At that time various auxiliary programs (gensrc, ObjectHandler,
>> > and QuantLibAddin) all had version number 1.4.
>> > There was also a QuantLibXL-1.4.0-framework.
>> > Will I need to wait for the version 1.5 of these in order to build
>> > QuantLibXL 1.5?
>> > Thanks,
>> > Nick
>> >
>> >
>> > --------------------------------------------------------------------
>> > ---------- Dive into the World of Parallel Programming. The Go
>> > Parallel Website, sponsored by Intel and developed in partnership
>> > with Slashdot Media, is your hub for all things parallel software
>> > development, from weekly thought leadership blogs to news, videos,
>> > case studies, tutorials and more. Take a look and join the
>> > conversation now.
>> > http://goparallel.sourceforge.net/
>> > _______________________________________________ QuantLib-users
>> > mailing list [hidden email]
>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>> >
>> >
>>
>>
>
>
>
>
>
> --
>
> <https://implementingquantlib.blogspot.com>
> <https://twitter.com/lballabio>
>
>
> ------------------------------------------------------------------------------
> Dive into the World of Parallel Programming The Go Parallel Website,
> sponsored
> by Intel and developed in partnership with Slashdot Media, is your hub for
> all
> things parallel software development, from weekly thought leadership blogs
> to
> news, videos, case studies, tutorials and more. Take a look and join the
> conversation now. http://goparallel.sourceforge.net/
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

Nicholas Manganaro-2

Re: QLXL 1.5 - unified project discovery?

Hi, Peter.
I thought that would be the item of most general interest.
That was the full error message(see below), but there was an "IntelliSence" message as well:

IntelliSense: no instance of constructor "QuantLib::CmsMarket::CmsMarket" matches the argument list
argument types are: (const std::vector<QuantLib::Period, std::allocator<QuantLib::Period>>, const std::vector<boost::shared_ptr<QuantLib::SwapIndex>,
std::allocator<boost::shared_ptr<QuantLib::SwapIndex>>>, const boost::shared_ptr<QuantLib::IborIndex>,
const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>, std::allocator<QuantLib::Handle<QuantLib::Quote>>>,
std::allocator<std::vector<QuantLib::Handle<QuantLib::Quote>, std::allocator<QuantLib::Handle<QuantLib::Quote>>>>>,
std::vector<boost::shared_ptr<QuantLib::HaganPricer>, std::allocator<boost::shared_ptr<QuantLib::HaganPricer>>>,
const QuantLib::Handle<QuantLib::YieldTermStructure>)

from file: c:\build_ql_1_4_0\QuantLibAddin\qlo\cmsmarket.cpp, line 56, column 32, in QuantLibObjects

I hope this provides you what you were hoping for. If not, I am willing to look elsewhere for info, if told where to look. Although I've had Visual Studio for a while, I have typically run it by following specific directions .

-Nick
-----Original Message-----
From: Peter Caspers [mailto:[hidden email]]
Sent: Friday, March 06, 2015 5:19 AM
To: [hidden email]
Cc: Luigi Ballabio; QuantLib users
Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?

can you send the complete message for this one (I remember there were fixes recently) Peter

error C2664: 'QuantLib::CmsMarket::CmsMarket(const std::vector<_Ty> &,const std::vector<boost::shared_ptr<T>> &,const boost::shared_ptr<QuantLib::IborIndex> &,const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> &,const std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>> &,const QuantLib::Handle<QuantLib::YieldTermStructure> &)' : cannot convert parameter 5 from 'std::vector<_Ty>' to 'const std::vector<_Ty> &'

On 6 March 2015 at 01:34, Nicholas Manganaro <[hidden email]> wrote:

> That made the project visible.
>
> Thanks for the quick response.
>
>
>
> Now the process raises two processing errors and one fatal errors.
>
> If you have the patience and inclination, I could use some additional help.
>
>
>
> Errors:
>
>>
>
> error C2664: 'QuantLib::CmsMarket::CmsMarket(const std::vector<_Ty>
> &,const std::vector<boost::shared_ptr<T>> &,const
> boost::shared_ptr<QuantLib::IborIndex> &,const
> std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> &,const
> std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>> &,const
> QuantLib::Handle<QuantLib::YieldTermStructure> &)' : cannot convert
> parameter 5 from 'std::vector<_Ty>' to 'const std::vector<_Ty> &'
>
> <
>
> From file: C:\build_ql_1_4_0\QuantLibAddin\qlo\cmsmarket.cpp, Line:61,
> Column Number: 1, Project: QuantLibObjects
>
>
>
>>
>
> Fatal error LNK1181: cannot open input file
> 'C:\build_ql_1_4_0\QuantLibAddin\lib\QuantLibObjects-vc110-mt-s-1_4_0.lib'
>
> <
>
> From file: C:\build_ql_1_4_0\QuantLibXL\qlxl\LINK Project:
> QuantLibXLStatic
>
>
>
> Note: The file QuantLibObjects-vc110-mt-s-1_4_0.lib does not exist,
> and perhaps should have been created in an earlier part in the
> process, but there was a fatal error in its creation.
>
>
>
> The final process of building the add-in for Excel, identified as “10”
> in Visual Studio 2012 Express, suffers an error with the message:
>
> The referenced project '..\QuantLib\QuantLib_vc11.vcxproj' does not exist.
>
> This seems to result from the same problem with the reference for the
> file, which I would change, but I do not know where to find this one.
>
> I have been looking for much of the day for where this reference is,
> but could not find it.
>
>
>
> -Nick
>
>
>
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: Thursday, March 05, 2015 8:52 AM
> To: [hidden email]
> Cc: Eric Ehlers; QuantLib users
> Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?
>
>
>
> I would try opening the solution file in a text editor and replacing
> the old project references with the new ones (e.g.,
> QuantLib_vc10.vcxproj should become QuantLib.vcxproj).
>
>
>
> Luigi
>
>
>
>
>
> On Thu, Mar 5, 2015 at 2:47 PM, Nicholas Manganaro
> <[hidden email]>
> wrote:
>
> Moving slowly forward. . .
> I downloaded the modified files from Eric's links, below, updated
> Boost to
> 1.57 for good measure, but I have been unable to actually compile the
> code, because Visual Studio cannot find the project file for QuantLib,
> whether I try to build it in vs-10 or vs-11.
> What do I have to change or set to enable the discovery of the unified
> project, so I can move along with this effort?
> Any help appreciated.
> Thanks.
> Nick
> -----Original Message-----
> From: Eric Ehlers [mailto:[hidden email]]
> Sent: Friday, February 13, 2015 5:40 AM
> To: Nicholas Manganaro
> Cc: Luigi Ballabio; QuantLib users
> Subject: Re: [Quantlib-users] QLXL 1.5
>
> There is a bug fix to QuantLibXL that you might want to pick up:
>
> https://github.com/eehlers/quantlib/commit/59b6cbd3fce3a28b1625dafe227
> 522a94
> bb5df08
> https://github.com/eehlers/quantlib/commit/8c65551f376e7dbec7738f75925
> dcc7d8
> fdbf25e
>
> It fixes a problem where a spreadsheet opens up and calls qlSetQuote()
> with an old, stale value, then if the real live value is #NA the quote
> object does not get invalidated. The bug fix allows #NA as an input
> to
> qlSetQuote() to invalidate the quote object.
>
> I plan to get QuantLibXL 1.5 out in March.
>
> Regards,
> Eric
>
> On Fri, 13 Feb 2015 10:03:15 +0100
> Luigi Ballabio <[hidden email]> wrote:
>
>> QuantLib 1.5 is backwards compatible, so you can build QuantLibXL 1.4
>> with QuantLib 1.5 and get any bug fixes included in the release. Of
>> course, new features won't be exported.
>>
>> Luigi
>>
>> On Thu, Feb 12, 2015 at 7:39 PM, Nicholas Manganaro <
>> [hidden email]> wrote:
>>
>> > Have there been changes to the process for building QuantLibXL
>> > since 1.4? At that time various auxiliary programs (gensrc,
>> > ObjectHandler, and QuantLibAddin) all had version number 1.4.
>> > There was also a QuantLibXL-1.4.0-framework.
>> > Will I need to wait for the version 1.5 of these in order to build
>> > QuantLibXL 1.5?
>> > Thanks,
>> > Nick
>> >
>> >
>> > -------------------------------------------------------------------
>> > -
>> > ---------- Dive into the World of Parallel Programming. The Go
>> > Parallel Website, sponsored by Intel and developed in partnership
>> > with Slashdot Media, is your hub for all things parallel software
>> > development, from weekly thought leadership blogs to news, videos,
>> > case studies, tutorials and more. Take a look and join the
>> > conversation now.
>> > http://goparallel.sourceforge.net/
>> > _______________________________________________ QuantLib-users
>> > mailing list [hidden email]
>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>> >
>> >
>>
>>
>
>
>
>
>
> --
>
> <https://implementingquantlib.blogspot.com>
> <https://twitter.com/lballabio>
>
>
> ----------------------------------------------------------------------
> -------- Dive into the World of Parallel Programming The Go Parallel
> Website, sponsored by Intel and developed in partnership with Slashdot
> Media, is your hub for all things parallel software development, from
> weekly thought leadership blogs to news, videos, case studies,
> tutorials and more. Take a look and join the conversation now.
> http://goparallel.sourceforge.net/
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

Peter Caspers-4

Re: QLXL 1.5 - unified project discovery?

you are trying to use QuantLib 1.5 with QuantLibXL 1.4, right ? I
remember these two fixes were necessary for qlxl in order to work with
ql 1.5

https://github.com/lballabio/quantlib/commit/2c4cd34bdbf3a514ffff121f085938be29197b83
https://github.com/lballabio/quantlib/commit/384595ec875734c69a8747add6a42125d74e4928

so basically you need to update qlo / cmsmarket.hpp and qlo /
cmsmarket.cpp to the versions in the 1.5 release.

Does that help ?

Peter

On 6 March 2015 at 17:34, Nicholas Manganaro <[hidden email]> wrote:

> Hi, Peter.
> I thought that would be the item of most general interest.
> That was the full error message(see below), but there was an "IntelliSence" message as well:
>
> IntelliSense: no instance of constructor "QuantLib::CmsMarket::CmsMarket" matches the argument list
> argument types are: (const std::vector<QuantLib::Period, std::allocator<QuantLib::Period>>, const std::vector<boost::shared_ptr<QuantLib::SwapIndex>,
> std::allocator<boost::shared_ptr<QuantLib::SwapIndex>>>, const boost::shared_ptr<QuantLib::IborIndex>,
> const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>, std::allocator<QuantLib::Handle<QuantLib::Quote>>>,
> std::allocator<std::vector<QuantLib::Handle<QuantLib::Quote>, std::allocator<QuantLib::Handle<QuantLib::Quote>>>>>,
> std::vector<boost::shared_ptr<QuantLib::HaganPricer>, std::allocator<boost::shared_ptr<QuantLib::HaganPricer>>>,
> const QuantLib::Handle<QuantLib::YieldTermStructure>)
>
> from file: c:\build_ql_1_4_0\QuantLibAddin\qlo\cmsmarket.cpp, line 56, column 32, in QuantLibObjects
>
> I hope this provides you what you were hoping for. If not, I am willing to look elsewhere for info, if told where to look. Although I've had Visual Studio for a while, I have typically run it by following specific directions .
>
> -Nick
> -----Original Message-----
> From: Peter Caspers [mailto:[hidden email]]
> Sent: Friday, March 06, 2015 5:19 AM
> To: [hidden email]
> Cc: Luigi Ballabio; QuantLib users
> Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?
>
> can you send the complete message for this one (I remember there were fixes recently) Peter
>
> error C2664: 'QuantLib::CmsMarket::CmsMarket(const std::vector<_Ty> &,const std::vector<boost::shared_ptr<T>> &,const boost::shared_ptr<QuantLib::IborIndex> &,const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> &,const std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>> &,const QuantLib::Handle<QuantLib::YieldTermStructure> &)' : cannot convert parameter 5 from 'std::vector<_Ty>' to 'const std::vector<_Ty> &'
>
> On 6 March 2015 at 01:34, Nicholas Manganaro <[hidden email]> wrote:
>> That made the project visible.
>>
>> Thanks for the quick response.
>>
>>
>>
>> Now the process raises two processing errors and one fatal errors.
>>
>> If you have the patience and inclination, I could use some additional help.
>>
>>
>>
>> Errors:
>>
>>>
>>
>> error C2664: 'QuantLib::CmsMarket::CmsMarket(const std::vector<_Ty>
>> &,const std::vector<boost::shared_ptr<T>> &,const
>> boost::shared_ptr<QuantLib::IborIndex> &,const
>> std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> &,const
>> std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>> &,const
>> QuantLib::Handle<QuantLib::YieldTermStructure> &)' : cannot convert
>> parameter 5 from 'std::vector<_Ty>' to 'const std::vector<_Ty> &'
>>
>> <
>>
>> From file: C:\build_ql_1_4_0\QuantLibAddin\qlo\cmsmarket.cpp, Line:61,
>> Column Number: 1, Project: QuantLibObjects
>>
>>
>>
>>>
>>
>> Fatal error LNK1181: cannot open input file
>> 'C:\build_ql_1_4_0\QuantLibAddin\lib\QuantLibObjects-vc110-mt-s-1_4_0.lib'
>>
>> <
>>
>> From file: C:\build_ql_1_4_0\QuantLibXL\qlxl\LINK Project:
>> QuantLibXLStatic
>>
>>
>>
>> Note: The file QuantLibObjects-vc110-mt-s-1_4_0.lib does not exist,
>> and perhaps should have been created in an earlier part in the
>> process, but there was a fatal error in its creation.
>>
>>
>>
>> The final process of building the add-in for Excel, identified as “10”
>> in Visual Studio 2012 Express, suffers an error with the message:
>>
>> The referenced project '..\QuantLib\QuantLib_vc11.vcxproj' does not exist.
>>
>> This seems to result from the same problem with the reference for the
>> file, which I would change, but I do not know where to find this one.
>>
>> I have been looking for much of the day for where this reference is,
>> but could not find it.
>>
>>
>>
>> -Nick
>>
>>
>>
>> From: Luigi Ballabio [mailto:[hidden email]]
>> Sent: Thursday, March 05, 2015 8:52 AM
>> To: [hidden email]
>> Cc: Eric Ehlers; QuantLib users
>> Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?
>>
>>
>>
>> I would try opening the solution file in a text editor and replacing
>> the old project references with the new ones (e.g.,
>> QuantLib_vc10.vcxproj should become QuantLib.vcxproj).
>>
>>
>>
>> Luigi
>>
>>
>>
>>
>>
>> On Thu, Mar 5, 2015 at 2:47 PM, Nicholas Manganaro
>> <[hidden email]>
>> wrote:
>>
>> Moving slowly forward. . .
>> I downloaded the modified files from Eric's links, below, updated
>> Boost to
>> 1.57 for good measure, but I have been unable to actually compile the
>> code, because Visual Studio cannot find the project file for QuantLib,
>> whether I try to build it in vs-10 or vs-11.
>> What do I have to change or set to enable the discovery of the unified
>> project, so I can move along with this effort?
>> Any help appreciated.
>> Thanks.
>> Nick
>> -----Original Message-----
>> From: Eric Ehlers [mailto:[hidden email]]
>> Sent: Friday, February 13, 2015 5:40 AM
>> To: Nicholas Manganaro
>> Cc: Luigi Ballabio; QuantLib users
>> Subject: Re: [Quantlib-users] QLXL 1.5
>>
>> There is a bug fix to QuantLibXL that you might want to pick up:
>>
>> https://github.com/eehlers/quantlib/commit/59b6cbd3fce3a28b1625dafe227
>> 522a94
>> bb5df08
>> https://github.com/eehlers/quantlib/commit/8c65551f376e7dbec7738f75925
>> dcc7d8
>> fdbf25e
>>
>> It fixes a problem where a spreadsheet opens up and calls qlSetQuote()
>> with an old, stale value, then if the real live value is #NA the quote
>> object does not get invalidated. The bug fix allows #NA as an input
>> to
>> qlSetQuote() to invalidate the quote object.
>>
>> I plan to get QuantLibXL 1.5 out in March.
>>
>> Regards,
>> Eric
>>
>> On Fri, 13 Feb 2015 10:03:15 +0100
>> Luigi Ballabio <[hidden email]> wrote:
>>
>>> QuantLib 1.5 is backwards compatible, so you can build QuantLibXL 1.4
>>> with QuantLib 1.5 and get any bug fixes included in the release. Of
>>> course, new features won't be exported.
>>>
>>> Luigi
>>>
>>> On Thu, Feb 12, 2015 at 7:39 PM, Nicholas Manganaro <
>>> [hidden email]> wrote:
>>>
>>> > Have there been changes to the process for building QuantLibXL
>>> > since 1.4? At that time various auxiliary programs (gensrc,
>>> > ObjectHandler, and QuantLibAddin) all had version number 1.4.
>>> > There was also a QuantLibXL-1.4.0-framework.
>>> > Will I need to wait for the version 1.5 of these in order to build
>>> > QuantLibXL 1.5?
>>> > Thanks,
>>> > Nick
>>> >
>>> >
>>> > -------------------------------------------------------------------
>>> > -
>>> > ---------- Dive into the World of Parallel Programming. The Go
>>> > Parallel Website, sponsored by Intel and developed in partnership
>>> > with Slashdot Media, is your hub for all things parallel software
>>> > development, from weekly thought leadership blogs to news, videos,
>>> > case studies, tutorials and more. Take a look and join the
>>> > conversation now.
>>> > http://goparallel.sourceforge.net/
>>> > _______________________________________________ QuantLib-users
>>> > mailing list [hidden email]
>>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>> >
>>> >
>>>
>>>
>>
>>
>>
>>
>>
>> --
>>
>> <https://implementingquantlib.blogspot.com>
>> <https://twitter.com/lballabio>
>>
>>
>> ----------------------------------------------------------------------
>> -------- Dive into the World of Parallel Programming The Go Parallel
>> Website, sponsored by Intel and developed in partnership with Slashdot
>> Media, is your hub for all things parallel software development, from
>> weekly thought leadership blogs to news, videos, case studies,
>> tutorials and more. Take a look and join the conversation now.
>> http://goparallel.sourceforge.net/
>> _______________________________________________
>> QuantLib-users mailing list
>> [hidden email]
>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>
>

Nicholas Manganaro-2

Re: QLXL 1.5 - unified project discovery?

I am trying to use QuantLib 1.5 with QuantLibXL 1.4, as described.

I will try your suggestion, thanks.

In the meantime, I looked around and found the following description in the output window (of all places) which should give you more context for what is going on here. I will proceed with your advice, unless or until I hear back that this changes your idea on what is going on.

3>------ Build started: Project: QuantLibObjects, Configuration: Release (static runtime) Win32 ------
3> cmsmarket.cpp
3>qlo\cmsmarket.cpp(61): error C2664: 'QuantLib::CmsMarket::CmsMarket(const std::vector<_Ty> &,const std::vector<boost::shared_ptr<T>> &,const boost::shared_ptr<QuantLib::IborIndex> &,const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> &,const std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>> &,const QuantLib::Handle<QuantLib::YieldTermStructure> &)' : cannot convert parameter 5 from 'std::vector<_Ty>' to 'const std::vector<_Ty> &'
3> with
3> [
3> _Ty=QuantLib::Period,
3> T=QuantLib::SwapIndex
3> ]
3> and
3> [
3> _Ty=boost::shared_ptr<QuantLib::HaganPricer>
3> ]
3> and
3> [
3> _Ty=boost::shared_ptr<QuantLib::CmsCouponPricer>
3> ]
3> Reason: cannot convert from 'std::vector<_Ty>' to 'const std::vector<_Ty>'
3> with
3> [
3> _Ty=boost::shared_ptr<QuantLib::HaganPricer>
3> ]
3> and
3> [
3> _Ty=boost::shared_ptr<QuantLib::CmsCouponPricer>
3> ]
3> No user-defined-conversion operator available that can perform this conversion, or the operator cannot be called

Cheers!

-Nick

-----Original Message-----
From: Peter Caspers [mailto:[hidden email]]
Sent: Friday, March 06, 2015 12:00 PM
To: [hidden email]
Cc: Luigi Ballabio; QuantLib users
Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?

you are trying to use QuantLib 1.5 with QuantLibXL 1.4, right ? I remember these two fixes were necessary for qlxl in order to work with ql 1.5

https://github.com/lballabio/quantlib/commit/2c4cd34bdbf3a514ffff121f085938be29197b83
https://github.com/lballabio/quantlib/commit/384595ec875734c69a8747add6a42125d74e4928

so basically you need to update qlo / cmsmarket.hpp and qlo / cmsmarket.cpp to the versions in the 1.5 release.

Does that help ?

Peter

On 6 March 2015 at 17:34, Nicholas Manganaro <[hidden email]> wrote:

> Hi, Peter.
> I thought that would be the item of most general interest.
> That was the full error message(see below), but there was an "IntelliSence" message as well:
>
> IntelliSense: no instance of constructor "QuantLib::CmsMarket::CmsMarket" matches the argument list
> argument types are: (const std::vector<QuantLib::Period,
> std::allocator<QuantLib::Period>>, const
> std::vector<boost::shared_ptr<QuantLib::SwapIndex>,
> std::allocator<boost::shared_ptr<QuantLib::SwapIndex>>>, const
> boost::shared_ptr<QuantLib::IborIndex>,
> const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>,
> std::allocator<QuantLib::Handle<QuantLib::Quote>>>,
> std::allocator<std::vector<QuantLib::Handle<QuantLib::Quote>,
> std::allocator<QuantLib::Handle<QuantLib::Quote>>>>>,
> std::vector<boost::shared_ptr<QuantLib::HaganPricer>,
> std::allocator<boost::shared_ptr<QuantLib::HaganPricer>>>,
> const QuantLib::Handle<QuantLib::YieldTermStructure>)
>
> from file: c:\build_ql_1_4_0\QuantLibAddin\qlo\cmsmarket.cpp, line 56,
> column 32, in QuantLibObjects
>
> I hope this provides you what you were hoping for. If not, I am willing to look elsewhere for info, if told where to look. Although I've had Visual Studio for a while, I have typically run it by following specific directions .
>
> -Nick
> -----Original Message-----
> From: Peter Caspers [mailto:[hidden email]]
> Sent: Friday, March 06, 2015 5:19 AM
> To: [hidden email]
> Cc: Luigi Ballabio; QuantLib users
> Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?
>
> can you send the complete message for this one (I remember there were
> fixes recently) Peter
>
> error C2664: 'QuantLib::CmsMarket::CmsMarket(const std::vector<_Ty> &,const std::vector<boost::shared_ptr<T>> &,const boost::shared_ptr<QuantLib::IborIndex> &,const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> &,const std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>> &,const QuantLib::Handle<QuantLib::YieldTermStructure> &)' : cannot convert parameter 5 from 'std::vector<_Ty>' to 'const std::vector<_Ty> &'
>
> On 6 March 2015 at 01:34, Nicholas Manganaro <[hidden email]> wrote:
>> That made the project visible.
>>
>> Thanks for the quick response.
>>
>>
>>
>> Now the process raises two processing errors and one fatal errors.
>>
>> If you have the patience and inclination, I could use some additional help.
>>
>>
>>
>> Errors:
>>
>>>
>>
>> error C2664: 'QuantLib::CmsMarket::CmsMarket(const std::vector<_Ty>
>> &,const std::vector<boost::shared_ptr<T>> &,const
>> boost::shared_ptr<QuantLib::IborIndex> &,const
>> std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> &,const
>> std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>> &,const
>> QuantLib::Handle<QuantLib::YieldTermStructure> &)' : cannot convert
>> parameter 5 from 'std::vector<_Ty>' to 'const std::vector<_Ty> &'
>>
>> <
>>
>> From file: C:\build_ql_1_4_0\QuantLibAddin\qlo\cmsmarket.cpp,
>> Line:61, Column Number: 1, Project: QuantLibObjects
>>
>>
>>
>>>
>>
>> Fatal error LNK1181: cannot open input file
>> 'C:\build_ql_1_4_0\QuantLibAddin\lib\QuantLibObjects-vc110-mt-s-1_4_0.lib'
>>
>> <
>>
>> From file: C:\build_ql_1_4_0\QuantLibXL\qlxl\LINK Project:
>> QuantLibXLStatic
>>
>>
>>
>> Note: The file QuantLibObjects-vc110-mt-s-1_4_0.lib does not exist,
>> and perhaps should have been created in an earlier part in the
>> process, but there was a fatal error in its creation.
>>
>>
>>
>> The final process of building the add-in for Excel, identified as “10”
>> in Visual Studio 2012 Express, suffers an error with the message:
>>
>> The referenced project '..\QuantLib\QuantLib_vc11.vcxproj' does not exist.
>>
>> This seems to result from the same problem with the reference for the
>> file, which I would change, but I do not know where to find this one.
>>
>> I have been looking for much of the day for where this reference is,
>> but could not find it.
>>
>>
>>
>> -Nick
>>
>>
>>
>> From: Luigi Ballabio [mailto:[hidden email]]
>> Sent: Thursday, March 05, 2015 8:52 AM
>> To: [hidden email]
>> Cc: Eric Ehlers; QuantLib users
>> Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?
>>
>>
>>
>> I would try opening the solution file in a text editor and replacing
>> the old project references with the new ones (e.g.,
>> QuantLib_vc10.vcxproj should become QuantLib.vcxproj).
>>
>>
>>
>> Luigi
>>
>>
>>
>>
>>
>> On Thu, Mar 5, 2015 at 2:47 PM, Nicholas Manganaro
>> <[hidden email]>
>> wrote:
>>
>> Moving slowly forward. . .
>> I downloaded the modified files from Eric's links, below, updated
>> Boost to
>> 1.57 for good measure, but I have been unable to actually compile the
>> code, because Visual Studio cannot find the project file for
>> QuantLib, whether I try to build it in vs-10 or vs-11.
>> What do I have to change or set to enable the discovery of the
>> unified project, so I can move along with this effort?
>> Any help appreciated.
>> Thanks.
>> Nick
>> -----Original Message-----
>> From: Eric Ehlers [mailto:[hidden email]]
>> Sent: Friday, February 13, 2015 5:40 AM
>> To: Nicholas Manganaro
>> Cc: Luigi Ballabio; QuantLib users
>> Subject: Re: [Quantlib-users] QLXL 1.5
>>
>> There is a bug fix to QuantLibXL that you might want to pick up:
>>
>> https://github.com/eehlers/quantlib/commit/59b6cbd3fce3a28b1625dafe22
>> 7
>> 522a94
>> bb5df08
>> https://github.com/eehlers/quantlib/commit/8c65551f376e7dbec7738f7592
>> 5
>> dcc7d8
>> fdbf25e
>>
>> It fixes a problem where a spreadsheet opens up and calls
>> qlSetQuote() with an old, stale value, then if the real live value is
>> #NA the quote object does not get invalidated. The bug fix allows
>> #NA as an input to
>> qlSetQuote() to invalidate the quote object.
>>
>> I plan to get QuantLibXL 1.5 out in March.
>>
>> Regards,
>> Eric
>>
>> On Fri, 13 Feb 2015 10:03:15 +0100
>> Luigi Ballabio <[hidden email]> wrote:
>>
>>> QuantLib 1.5 is backwards compatible, so you can build QuantLibXL
>>> 1.4 with QuantLib 1.5 and get any bug fixes included in the release.
>>> Of course, new features won't be exported.
>>>
>>> Luigi
>>>
>>> On Thu, Feb 12, 2015 at 7:39 PM, Nicholas Manganaro <
>>> [hidden email]> wrote:
>>>
>>> > Have there been changes to the process for building QuantLibXL
>>> > since 1.4? At that time various auxiliary programs (gensrc,
>>> > ObjectHandler, and QuantLibAddin) all had version number 1.4.
>>> > There was also a QuantLibXL-1.4.0-framework.
>>> > Will I need to wait for the version 1.5 of these in order to build
>>> > QuantLibXL 1.5?
>>> > Thanks,
>>> > Nick
>>> >
>>> >
>>> > ------------------------------------------------------------------
>>> > -
>>> > -
>>> > ---------- Dive into the World of Parallel Programming. The Go
>>> > Parallel Website, sponsored by Intel and developed in partnership
>>> > with Slashdot Media, is your hub for all things parallel software
>>> > development, from weekly thought leadership blogs to news, videos,
>>> > case studies, tutorials and more. Take a look and join the
>>> > conversation now.
>>> > http://goparallel.sourceforge.net/
>>> > _______________________________________________ QuantLib-users
>>> > mailing list [hidden email]
>>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>> >
>>> >
>>>
>>>
>>
>>
>>
>>
>>
>> --
>>
>> <https://implementingquantlib.blogspot.com>
>> <https://twitter.com/lballabio>
>>
>>
>> ---------------------------------------------------------------------
>> -
>> -------- Dive into the World of Parallel Programming The Go Parallel
>> Website, sponsored by Intel and developed in partnership with
>> Slashdot Media, is your hub for all things parallel software
>> development, from weekly thought leadership blogs to news, videos,
>> case studies, tutorials and more. Take a look and join the conversation now.
>> http://goparallel.sourceforge.net/
>> _______________________________________________
>> QuantLib-users mailing list
>> [hidden email]
>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>
>

Peter Caspers-4

Re: QLXL 1.5 - unified project discovery?

no, I think this is it, please try updating these two files I
mentioned. Is a QLXL 1.5 release planned in the near future, Eric ?
Peter

On 6 March 2015 at 18:09, Nicholas Manganaro <[hidden email]> wrote:

> I am trying to use QuantLib 1.5 with QuantLibXL 1.4, as described.
>
> I will try your suggestion, thanks.
>
> In the meantime, I looked around and found the following description in the output window (of all places) which should give you more context for what is going on here. I will proceed with your advice, unless or until I hear back that this changes your idea on what is going on.
>
> 3>------ Build started: Project: QuantLibObjects, Configuration: Release (static runtime) Win32 ------
> 3> cmsmarket.cpp
> 3>qlo\cmsmarket.cpp(61): error C2664: 'QuantLib::CmsMarket::CmsMarket(const std::vector<_Ty> &,const std::vector<boost::shared_ptr<T>> &,const boost::shared_ptr<QuantLib::IborIndex> &,const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> &,const std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>> &,const QuantLib::Handle<QuantLib::YieldTermStructure> &)' : cannot convert parameter 5 from 'std::vector<_Ty>' to 'const std::vector<_Ty> &'
> 3> with
> 3> [
> 3> _Ty=QuantLib::Period,
> 3> T=QuantLib::SwapIndex
> 3> ]
> 3> and
> 3> [
> 3> _Ty=boost::shared_ptr<QuantLib::HaganPricer>
> 3> ]
> 3> and
> 3> [
> 3> _Ty=boost::shared_ptr<QuantLib::CmsCouponPricer>
> 3> ]
> 3> Reason: cannot convert from 'std::vector<_Ty>' to 'const std::vector<_Ty>'
> 3> with
> 3> [
> 3> _Ty=boost::shared_ptr<QuantLib::HaganPricer>
> 3> ]
> 3> and
> 3> [
> 3> _Ty=boost::shared_ptr<QuantLib::CmsCouponPricer>
> 3> ]
> 3> No user-defined-conversion operator available that can perform this conversion, or the operator cannot be called
>
> Cheers!
>
> -Nick
>
> -----Original Message-----
> From: Peter Caspers [mailto:[hidden email]]
> Sent: Friday, March 06, 2015 12:00 PM
> To: [hidden email]
> Cc: Luigi Ballabio; QuantLib users
> Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?
>
> you are trying to use QuantLib 1.5 with QuantLibXL 1.4, right ? I remember these two fixes were necessary for qlxl in order to work with ql 1.5
>
> https://github.com/lballabio/quantlib/commit/2c4cd34bdbf3a514ffff121f085938be29197b83
> https://github.com/lballabio/quantlib/commit/384595ec875734c69a8747add6a42125d74e4928
>
> so basically you need to update qlo / cmsmarket.hpp and qlo / cmsmarket.cpp to the versions in the 1.5 release.
>
> Does that help ?
>
> Peter
>
>
>
> On 6 March 2015 at 17:34, Nicholas Manganaro <[hidden email]> wrote:
>> Hi, Peter.
>> I thought that would be the item of most general interest.
>> That was the full error message(see below), but there was an "IntelliSence" message as well:
>>
>> IntelliSense: no instance of constructor "QuantLib::CmsMarket::CmsMarket" matches the argument list
>> argument types are: (const std::vector<QuantLib::Period,
>> std::allocator<QuantLib::Period>>, const
>> std::vector<boost::shared_ptr<QuantLib::SwapIndex>,
>> std::allocator<boost::shared_ptr<QuantLib::SwapIndex>>>, const
>> boost::shared_ptr<QuantLib::IborIndex>,
>> const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>,
>> std::allocator<QuantLib::Handle<QuantLib::Quote>>>,
>> std::allocator<std::vector<QuantLib::Handle<QuantLib::Quote>,
>> std::allocator<QuantLib::Handle<QuantLib::Quote>>>>>,
>> std::vector<boost::shared_ptr<QuantLib::HaganPricer>,
>> std::allocator<boost::shared_ptr<QuantLib::HaganPricer>>>,
>> const QuantLib::Handle<QuantLib::YieldTermStructure>)
>>
>> from file: c:\build_ql_1_4_0\QuantLibAddin\qlo\cmsmarket.cpp, line 56,
>> column 32, in QuantLibObjects
>>
>> I hope this provides you what you were hoping for. If not, I am willing to look elsewhere for info, if told where to look. Although I've had Visual Studio for a while, I have typically run it by following specific directions .
>>
>> -Nick
>> -----Original Message-----
>> From: Peter Caspers [mailto:[hidden email]]
>> Sent: Friday, March 06, 2015 5:19 AM
>> To: [hidden email]
>> Cc: Luigi Ballabio; QuantLib users
>> Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?
>>
>> can you send the complete message for this one (I remember there were
>> fixes recently) Peter
>>
>> error C2664: 'QuantLib::CmsMarket::CmsMarket(const std::vector<_Ty> &,const std::vector<boost::shared_ptr<T>> &,const boost::shared_ptr<QuantLib::IborIndex> &,const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> &,const std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>> &,const QuantLib::Handle<QuantLib::YieldTermStructure> &)' : cannot convert parameter 5 from 'std::vector<_Ty>' to 'const std::vector<_Ty> &'
>>
>> On 6 March 2015 at 01:34, Nicholas Manganaro <[hidden email]> wrote:
>>> That made the project visible.
>>>
>>> Thanks for the quick response.
>>>
>>>
>>>
>>> Now the process raises two processing errors and one fatal errors.
>>>
>>> If you have the patience and inclination, I could use some additional help.
>>>
>>>
>>>
>>> Errors:
>>>
>>>>
>>>
>>> error C2664: 'QuantLib::CmsMarket::CmsMarket(const std::vector<_Ty>
>>> &,const std::vector<boost::shared_ptr<T>> &,const
>>> boost::shared_ptr<QuantLib::IborIndex> &,const
>>> std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> &,const
>>> std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>> &,const
>>> QuantLib::Handle<QuantLib::YieldTermStructure> &)' : cannot convert
>>> parameter 5 from 'std::vector<_Ty>' to 'const std::vector<_Ty> &'
>>>
>>> <
>>>
>>> From file: C:\build_ql_1_4_0\QuantLibAddin\qlo\cmsmarket.cpp,
>>> Line:61, Column Number: 1, Project: QuantLibObjects
>>>
>>>
>>>
>>>>
>>>
>>> Fatal error LNK1181: cannot open input file
>>> 'C:\build_ql_1_4_0\QuantLibAddin\lib\QuantLibObjects-vc110-mt-s-1_4_0.lib'
>>>
>>> <
>>>
>>> From file: C:\build_ql_1_4_0\QuantLibXL\qlxl\LINK Project:
>>> QuantLibXLStatic
>>>
>>>
>>>
>>> Note: The file QuantLibObjects-vc110-mt-s-1_4_0.lib does not exist,
>>> and perhaps should have been created in an earlier part in the
>>> process, but there was a fatal error in its creation.
>>>
>>>
>>>
>>> The final process of building the add-in for Excel, identified as “10”
>>> in Visual Studio 2012 Express, suffers an error with the message:
>>>
>>> The referenced project '..\QuantLib\QuantLib_vc11.vcxproj' does not exist.
>>>
>>> This seems to result from the same problem with the reference for the
>>> file, which I would change, but I do not know where to find this one.
>>>
>>> I have been looking for much of the day for where this reference is,
>>> but could not find it.
>>>
>>>
>>>
>>> -Nick
>>>
>>>
>>>
>>> From: Luigi Ballabio [mailto:[hidden email]]
>>> Sent: Thursday, March 05, 2015 8:52 AM
>>> To: [hidden email]
>>> Cc: Eric Ehlers; QuantLib users
>>> Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?
>>>
>>>
>>>
>>> I would try opening the solution file in a text editor and replacing
>>> the old project references with the new ones (e.g.,
>>> QuantLib_vc10.vcxproj should become QuantLib.vcxproj).
>>>
>>>
>>>
>>> Luigi
>>>
>>>
>>>
>>>
>>>
>>> On Thu, Mar 5, 2015 at 2:47 PM, Nicholas Manganaro
>>> <[hidden email]>
>>> wrote:
>>>
>>> Moving slowly forward. . .
>>> I downloaded the modified files from Eric's links, below, updated
>>> Boost to
>>> 1.57 for good measure, but I have been unable to actually compile the
>>> code, because Visual Studio cannot find the project file for
>>> QuantLib, whether I try to build it in vs-10 or vs-11.
>>> What do I have to change or set to enable the discovery of the
>>> unified project, so I can move along with this effort?
>>> Any help appreciated.
>>> Thanks.
>>> Nick
>>> -----Original Message-----
>>> From: Eric Ehlers [mailto:[hidden email]]
>>> Sent: Friday, February 13, 2015 5:40 AM
>>> To: Nicholas Manganaro
>>> Cc: Luigi Ballabio; QuantLib users
>>> Subject: Re: [Quantlib-users] QLXL 1.5
>>>
>>> There is a bug fix to QuantLibXL that you might want to pick up:
>>>
>>> https://github.com/eehlers/quantlib/commit/59b6cbd3fce3a28b1625dafe22
>>> 7
>>> 522a94
>>> bb5df08
>>> https://github.com/eehlers/quantlib/commit/8c65551f376e7dbec7738f7592
>>> 5
>>> dcc7d8
>>> fdbf25e
>>>
>>> It fixes a problem where a spreadsheet opens up and calls
>>> qlSetQuote() with an old, stale value, then if the real live value is
>>> #NA the quote object does not get invalidated. The bug fix allows
>>> #NA as an input to
>>> qlSetQuote() to invalidate the quote object.
>>>
>>> I plan to get QuantLibXL 1.5 out in March.
>>>
>>> Regards,
>>> Eric
>>>
>>> On Fri, 13 Feb 2015 10:03:15 +0100
>>> Luigi Ballabio <[hidden email]> wrote:
>>>
>>>> QuantLib 1.5 is backwards compatible, so you can build QuantLibXL
>>>> 1.4 with QuantLib 1.5 and get any bug fixes included in the release.
>>>> Of course, new features won't be exported.
>>>>
>>>> Luigi
>>>>
>>>> On Thu, Feb 12, 2015 at 7:39 PM, Nicholas Manganaro <
>>>> [hidden email]> wrote:
>>>>
>>>> > Have there been changes to the process for building QuantLibXL
>>>> > since 1.4? At that time various auxiliary programs (gensrc,
>>>> > ObjectHandler, and QuantLibAddin) all had version number 1.4.
>>>> > There was also a QuantLibXL-1.4.0-framework.
>>>> > Will I need to wait for the version 1.5 of these in order to build
>>>> > QuantLibXL 1.5?
>>>> > Thanks,
>>>> > Nick
>>>> >
>>>> >
>>>> > ------------------------------------------------------------------
>>>> > -
>>>> > -
>>>> > ---------- Dive into the World of Parallel Programming. The Go
>>>> > Parallel Website, sponsored by Intel and developed in partnership
>>>> > with Slashdot Media, is your hub for all things parallel software
>>>> > development, from weekly thought leadership blogs to news, videos,
>>>> > case studies, tutorials and more. Take a look and join the
>>>> > conversation now.
>>>> > http://goparallel.sourceforge.net/
>>>> > _______________________________________________ QuantLib-users
>>>> > mailing list [hidden email]
>>>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>>> >
>>>> >
>>>>
>>>>
>>>
>>>
>>>
>>>
>>>
>>> --
>>>
>>> <https://implementingquantlib.blogspot.com>
>>> <https://twitter.com/lballabio>
>>>
>>>
>>> ---------------------------------------------------------------------
>>> -
>>> -------- Dive into the World of Parallel Programming The Go Parallel
>>> Website, sponsored by Intel and developed in partnership with
>>> Slashdot Media, is your hub for all things parallel software
>>> development, from weekly thought leadership blogs to news, videos,
>>> case studies, tutorials and more. Take a look and join the conversation now.
>>> http://goparallel.sourceforge.net/
>>> _______________________________________________
>>> QuantLib-users mailing list
>>> [hidden email]
>>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>>
>>
>

Eric Ehlers-3

Re: QLXL 1.5 - unified project discovery?

Hi Peter,

I hope to get it out this month.

Kind Regards,
Eric

On Fri, 6 Mar 2015 18:20:57 +0100
Peter Caspers <[hidden email]> wrote:

> no, I think this is it, please try updating these two files I
> mentioned. Is a QLXL 1.5 release planned in the near future, Eric ?
> Peter
>
>
> On 6 March 2015 at 18:09, Nicholas Manganaro
> <[hidden email]> wrote:
> > I am trying to use QuantLib 1.5 with QuantLibXL 1.4, as described.
> >
> > I will try your suggestion, thanks.
> >
> > In the meantime, I looked around and found the following
> > description in the output window (of all places) which should give
> > you more context for what is going on here. I will proceed with
> > your advice, unless or until I hear back that this changes your
> > idea on what is going on.
> >
> > 3>------ Build started: Project: QuantLibObjects, Configuration:
> > 3>Release (static runtime) Win32 ------
> > 3> cmsmarket.cpp
> > 3>qlo\cmsmarket.cpp(61): error C2664:
> > 3>'QuantLib::CmsMarket::CmsMarket(const std::vector<_Ty> &,const
> > 3>std::vector<boost::shared_ptr<T>> &,const
> > 3>boost::shared_ptr<QuantLib::IborIndex> &,const
> > 3>std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>>
> > 3>&,const std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>>
> > 3>&,const QuantLib::Handle<QuantLib::YieldTermStructure> &)' :
> > 3>cannot convert parameter 5 from 'std::vector<_Ty>' to 'const
> > 3>std::vector<_Ty> &'
> > 3> with
> > 3> [
> > 3> _Ty=QuantLib::Period,
> > 3> T=QuantLib::SwapIndex
> > 3> ]
> > 3> and
> > 3> [
> > 3> _Ty=boost::shared_ptr<QuantLib::HaganPricer>
> > 3> ]
> > 3> and
> > 3> [
> > 3> _Ty=boost::shared_ptr<QuantLib::CmsCouponPricer>
> > 3> ]
> > 3> Reason: cannot convert from 'std::vector<_Ty>' to
> > 3> 'const std::vector<_Ty>' with
> > 3> [
> > 3> _Ty=boost::shared_ptr<QuantLib::HaganPricer>
> > 3> ]
> > 3> and
> > 3> [
> > 3> _Ty=boost::shared_ptr<QuantLib::CmsCouponPricer>
> > 3> ]
> > 3> No user-defined-conversion operator available that can
> > 3> perform this conversion, or the operator cannot be called
> >
> > Cheers!
> >
> > -Nick
> >
> > -----Original Message-----
> > From: Peter Caspers [mailto:[hidden email]]
> > Sent: Friday, March 06, 2015 12:00 PM
> > To: [hidden email]
> > Cc: Luigi Ballabio; QuantLib users
> > Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?
> >
> > you are trying to use QuantLib 1.5 with QuantLibXL 1.4, right ? I
> > remember these two fixes were necessary for qlxl in order to work
> > with ql 1.5
> >
> > https://github.com/lballabio/quantlib/commit/2c4cd34bdbf3a514ffff121f085938be29197b83
> > https://github.com/lballabio/quantlib/commit/384595ec875734c69a8747add6a42125d74e4928
> >
> > so basically you need to update qlo / cmsmarket.hpp and qlo /
> > cmsmarket.cpp to the versions in the 1.5 release.
> >
> > Does that help ?
> >
> > Peter
> >
> >
> >
> > On 6 March 2015 at 17:34, Nicholas Manganaro
> > <[hidden email]> wrote:
> >> Hi, Peter.
> >> I thought that would be the item of most general interest.
> >> That was the full error message(see below), but there was an
> >> "IntelliSence" message as well:
> >>
> >> IntelliSense: no instance of constructor
> >> "QuantLib::CmsMarket::CmsMarket" matches the argument list
> >> argument types are: (const std::vector<QuantLib::Period,
> >> std::allocator<QuantLib::Period>>, const
> >> std::vector<boost::shared_ptr<QuantLib::SwapIndex>,
> >> std::allocator<boost::shared_ptr<QuantLib::SwapIndex>>>, const
> >> boost::shared_ptr<QuantLib::IborIndex>, const
> >> std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>,
> >> std::allocator<QuantLib::Handle<QuantLib::Quote>>>,
> >> std::allocator<std::vector<QuantLib::Handle<QuantLib::Quote>,
> >> std::allocator<QuantLib::Handle<QuantLib::Quote>>>>>,
> >> std::vector<boost::shared_ptr<QuantLib::HaganPricer>,
> >> std::allocator<boost::shared_ptr<QuantLib::HaganPricer>>>, const
> >> QuantLib::Handle<QuantLib::YieldTermStructure>)
> >>
> >> from file: c:\build_ql_1_4_0\QuantLibAddin\qlo\cmsmarket.cpp, line
> >> 56, column 32, in QuantLibObjects
> >>
> >> I hope this provides you what you were hoping for. If not, I am
> >> willing to look elsewhere for info, if told where to look.
> >> Although I've had Visual Studio for a while, I have typically run
> >> it by following specific directions .
> >>
> >> -Nick
> >> -----Original Message-----
> >> From: Peter Caspers [mailto:[hidden email]]
> >> Sent: Friday, March 06, 2015 5:19 AM
> >> To: [hidden email]
> >> Cc: Luigi Ballabio; QuantLib users
> >> Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?
> >>
> >> can you send the complete message for this one (I remember there
> >> were fixes recently) Peter
> >>
> >> error C2664: 'QuantLib::CmsMarket::CmsMarket(const
> >> std::vector<_Ty> &,const std::vector<boost::shared_ptr<T>> &,const
> >> boost::shared_ptr<QuantLib::IborIndex> &,const
> >> std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>>
> >> &,const std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>>
> >> &,const QuantLib::Handle<QuantLib::YieldTermStructure> &)' :
> >> cannot convert parameter 5 from 'std::vector<_Ty>' to 'const
> >> std::vector<_Ty> &'
> >>
> >> On 6 March 2015 at 01:34, Nicholas Manganaro
> >> <[hidden email]> wrote:
> >>> That made the project visible.
> >>>
> >>> Thanks for the quick response.
> >>>
> >>>
> >>>
> >>> Now the process raises two processing errors and one fatal errors.
> >>>
> >>> If you have the patience and inclination, I could use some
> >>> additional help.
> >>>
> >>>
> >>>
> >>> Errors:
> >>>
> >>>>
> >>>
> >>> error C2664: 'QuantLib::CmsMarket::CmsMarket(const
> >>> std::vector<_Ty> &,const std::vector<boost::shared_ptr<T>> &,const
> >>> boost::shared_ptr<QuantLib::IborIndex> &,const
> >>> std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>>
> >>> &,const std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>>
> >>> &,const QuantLib::Handle<QuantLib::YieldTermStructure> &)' :
> >>> cannot convert parameter 5 from 'std::vector<_Ty>' to 'const
> >>> std::vector<_Ty> &'
> >>>
> >>> <
> >>>
> >>> From file: C:\build_ql_1_4_0\QuantLibAddin\qlo\cmsmarket.cpp,
> >>> Line:61, Column Number: 1, Project: QuantLibObjects
> >>>
> >>>
> >>>
> >>>>
> >>>
> >>> Fatal error LNK1181: cannot open input file
> >>> 'C:\build_ql_1_4_0\QuantLibAddin\lib\QuantLibObjects-vc110-mt-s-1_4_0.lib'
> >>>
> >>> <
> >>>
> >>> From file: C:\build_ql_1_4_0\QuantLibXL\qlxl\LINK Project:
> >>> QuantLibXLStatic
> >>>
> >>>
> >>>
> >>> Note: The file QuantLibObjects-vc110-mt-s-1_4_0.lib does not
> >>> exist, and perhaps should have been created in an earlier part in
> >>> the process, but there was a fatal error in its creation.
> >>>
> >>>
> >>>
> >>> The final process of building the add-in for Excel, identified as
> >>> “10” in Visual Studio 2012 Express, suffers an error with the
> >>> message:
> >>>
> >>> The referenced project '..\QuantLib\QuantLib_vc11.vcxproj' does
> >>> not exist.
> >>>
> >>> This seems to result from the same problem with the reference for
> >>> the file, which I would change, but I do not know where to find
> >>> this one.
> >>>
> >>> I have been looking for much of the day for where this reference
> >>> is, but could not find it.
> >>>
> >>>
> >>>
> >>> -Nick
> >>>
> >>>
> >>>
> >>> From: Luigi Ballabio [mailto:[hidden email]]
> >>> Sent: Thursday, March 05, 2015 8:52 AM
> >>> To: [hidden email]
> >>> Cc: Eric Ehlers; QuantLib users
> >>> Subject: Re: [Quantlib-users] QLXL 1.5 - unified project
> >>> discovery?
> >>>
> >>>
> >>>
> >>> I would try opening the solution file in a text editor and
> >>> replacing the old project references with the new ones (e.g.,
> >>> QuantLib_vc10.vcxproj should become QuantLib.vcxproj).
> >>>
> >>>
> >>>
> >>> Luigi
> >>>
> >>>
> >>>
> >>>
> >>>
> >>> On Thu, Mar 5, 2015 at 2:47 PM, Nicholas Manganaro
> >>> <[hidden email]>
> >>> wrote:
> >>>
> >>> Moving slowly forward. . .
> >>> I downloaded the modified files from Eric's links, below, updated
> >>> Boost to
> >>> 1.57 for good measure, but I have been unable to actually compile
> >>> the code, because Visual Studio cannot find the project file for
> >>> QuantLib, whether I try to build it in vs-10 or vs-11.
> >>> What do I have to change or set to enable the discovery of the
> >>> unified project, so I can move along with this effort?
> >>> Any help appreciated.
> >>> Thanks.
> >>> Nick
> >>> -----Original Message-----
> >>> From: Eric Ehlers [mailto:[hidden email]]
> >>> Sent: Friday, February 13, 2015 5:40 AM
> >>> To: Nicholas Manganaro
> >>> Cc: Luigi Ballabio; QuantLib users
> >>> Subject: Re: [Quantlib-users] QLXL 1.5
> >>>
> >>> There is a bug fix to QuantLibXL that you might want to pick up:
> >>>
> >>> https://github.com/eehlers/quantlib/commit/59b6cbd3fce3a28b1625dafe22
> >>> 7
> >>> 522a94
> >>> bb5df08
> >>> https://github.com/eehlers/quantlib/commit/8c65551f376e7dbec7738f7592
> >>> 5
> >>> dcc7d8
> >>> fdbf25e
> >>>
> >>> It fixes a problem where a spreadsheet opens up and calls
> >>> qlSetQuote() with an old, stale value, then if the real live
> >>> value is #NA the quote object does not get invalidated. The bug
> >>> fix allows #NA as an input to
> >>> qlSetQuote() to invalidate the quote object.
> >>>
> >>> I plan to get QuantLibXL 1.5 out in March.
> >>>
> >>> Regards,
> >>> Eric
> >>>
> >>> On Fri, 13 Feb 2015 10:03:15 +0100
> >>> Luigi Ballabio <[hidden email]> wrote:
> >>>
> >>>> QuantLib 1.5 is backwards compatible, so you can build QuantLibXL
> >>>> 1.4 with QuantLib 1.5 and get any bug fixes included in the
> >>>> release. Of course, new features won't be exported.
> >>>>
> >>>> Luigi
> >>>>
> >>>> On Thu, Feb 12, 2015 at 7:39 PM, Nicholas Manganaro <
> >>>> [hidden email]> wrote:
> >>>>
> >>>> > Have there been changes to the process for building QuantLibXL
> >>>> > since 1.4? At that time various auxiliary programs (gensrc,
> >>>> > ObjectHandler, and QuantLibAddin) all had version number 1.4.
> >>>> > There was also a QuantLibXL-1.4.0-framework.
> >>>> > Will I need to wait for the version 1.5 of these in order to
> >>>> > build QuantLibXL 1.5?
> >>>> > Thanks,
> >>>> > Nick
> >>>> >
> >>>> >
> >>>> > ------------------------------------------------------------------
> >>>> > -
> >>>> > -
> >>>> > ---------- Dive into the World of Parallel Programming. The Go
> >>>> > Parallel Website, sponsored by Intel and developed in
> >>>> > partnership with Slashdot Media, is your hub for all things
> >>>> > parallel software development, from weekly thought leadership
> >>>> > blogs to news, videos, case studies, tutorials and more. Take
> >>>> > a look and join the conversation now.
> >>>> > http://goparallel.sourceforge.net/
> >>>> > _______________________________________________ QuantLib-users
> >>>> > mailing list [hidden email]
> >>>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
> >>>> >
> >>>> >
> >>>>
> >>>>
> >>>
> >>>
> >>>
> >>>
> >>>
> >>> --
> >>>
> >>> <https://implementingquantlib.blogspot.com>
> >>> <https://twitter.com/lballabio>
> >>>
> >>>
> >>> ---------------------------------------------------------------------
> >>> -
> >>> -------- Dive into the World of Parallel Programming The Go
> >>> Parallel Website, sponsored by Intel and developed in partnership
> >>> with Slashdot Media, is your hub for all things parallel software
> >>> development, from weekly thought leadership blogs to news, videos,
> >>> case studies, tutorials and more. Take a look and join the
> >>> conversation now. http://goparallel.sourceforge.net/
> >>> _______________________________________________
> >>> QuantLib-users mailing list
> >>> [hidden email]
> >>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
> >>>
> >>
> >
>
> ------------------------------------------------------------------------------
> Dive into the World of Parallel Programming The Go Parallel Website,
> sponsored by Intel and developed in partnership with Slashdot Media,
> is your hub for all things parallel software development, from weekly
> thought leadership blogs to news, videos, case studies, tutorials and
> more. Take a look and join the conversation now.
> http://goparallel.sourceforge.net/
> _______________________________________________ QuantLib-users
> mailing list [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

Nicholas Manganaro-2

Re: QLXL 1.5 - unified project discovery?

Peter, Eric, & Luigi:
I used the files Eric pointed me to via links, copied the cmsmarket.cpp from GitHub that Peter advised me about, Quantlib v 1_5_0 "Quantlib\QuantLibAddin\qlo", and made the change to QuantLibXL_full_vc11.sln as Luigi advised.
Now it has compiled, thanks to all.
It still generated 3 warning messages that make me wonder if the internals for QL_XL are going to be ok:

9>------ Build started: Project: QuantLibObjects, Configuration: Release (static runtime) Win32 ------
9>C:\Windows\Microsoft.NET\Framework\v4.0.30319\Microsoft.Common.Targets(1422,5): warning : The referenced project '..\QuantLib\QuantLib_vc11.vcxproj' does not exist.

10>------ Build started: Project: QuantLibXLStatic, Configuration: Release (static runtime) Win32 ------
10>C:\Windows\Microsoft.NET\Framework\v4.0.30319\Microsoft.Common.Targets(1422,5): warning : The referenced project '..\..\QuantLib\QuantLib_vc11.vcxproj' does not exist.

And, at the end of "10"
10>C:\Windows\Microsoft.NET\Framework\v4.0.30319\Microsoft.Common.Targets(1422,5): warning : The referenced project '..\QuantLib\QuantLib_vc11.vcxproj' does not exist.

Is there an easy fix, or a test routine at this level of the project to see that all in the resulting xll is as it should be? If the fix is so easy that I could assist (as a troglodyte) to help in producing QL_XL_1.5 so others might benefit, as well as I, I would help.
Please let me know.
Thanks.

-Nick

-----Original Message-----
From: Eric Ehlers [mailto:[hidden email]]
Sent: Saturday, March 07, 2015 6:09 AM
To: Peter Caspers
Cc: [hidden email]; Luigi Ballabio; QuantLib users
Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?

Hi Peter,

I hope to get it out this month.

Kind Regards,
Eric

On Fri, 6 Mar 2015 18:20:57 +0100
Peter Caspers <[hidden email]> wrote:

> no, I think this is it, please try updating these two files I
> mentioned. Is a QLXL 1.5 release planned in the near future, Eric ?
> Peter
>
>
> On 6 March 2015 at 18:09, Nicholas Manganaro <[hidden email]>
> wrote:
> > I am trying to use QuantLib 1.5 with QuantLibXL 1.4, as described.
> >
> > I will try your suggestion, thanks.
> >
> > In the meantime, I looked around and found the following description
> > in the output window (of all places) which should give you more
> > context for what is going on here. I will proceed with your advice,
> > unless or until I hear back that this changes your idea on what is
> > going on.
> >
> > 3>------ Build started: Project: QuantLibObjects, Configuration:
> > 3>Release (static runtime) Win32 ------
> > 3> cmsmarket.cpp
> > 3>qlo\cmsmarket.cpp(61): error C2664:
> > 3>'QuantLib::CmsMarket::CmsMarket(const std::vector<_Ty> &,const
> > 3>std::vector<boost::shared_ptr<T>> &,const
> > 3>boost::shared_ptr<QuantLib::IborIndex> &,const
> > 3>std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>>
> > 3>&,const std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>>
> > 3>&,const QuantLib::Handle<QuantLib::YieldTermStructure> &)' :
> > 3>cannot convert parameter 5 from 'std::vector<_Ty>' to 'const
> > 3>std::vector<_Ty> &'
> > 3> with
> > 3> [
> > 3> _Ty=QuantLib::Period,
> > 3> T=QuantLib::SwapIndex
> > 3> ]
> > 3> and
> > 3> [
> > 3> _Ty=boost::shared_ptr<QuantLib::HaganPricer>
> > 3> ]
> > 3> and
> > 3> [
> > 3> _Ty=boost::shared_ptr<QuantLib::CmsCouponPricer>
> > 3> ]
> > 3> Reason: cannot convert from 'std::vector<_Ty>' to
> > 3>'const std::vector<_Ty>' with
> > 3> [
> > 3> _Ty=boost::shared_ptr<QuantLib::HaganPricer>
> > 3> ]
> > 3> and
> > 3> [
> > 3> _Ty=boost::shared_ptr<QuantLib::CmsCouponPricer>
> > 3> ]
> > 3> No user-defined-conversion operator available that can
> > 3>perform this conversion, or the operator cannot be called
> >
> > Cheers!
> >
> > -Nick
> >
> > -----Original Message-----
> > From: Peter Caspers [mailto:[hidden email]]
> > Sent: Friday, March 06, 2015 12:00 PM
> > To: [hidden email]
> > Cc: Luigi Ballabio; QuantLib users
> > Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?
> >
> > you are trying to use QuantLib 1.5 with QuantLibXL 1.4, right ? I
> > remember these two fixes were necessary for qlxl in order to work
> > with ql 1.5
> >
> > https://github.com/lballabio/quantlib/commit/2c4cd34bdbf3a514ffff121
> > f085938be29197b83
> > https://github.com/lballabio/quantlib/commit/384595ec875734c69a8747a
> > dd6a42125d74e4928
> >
> > so basically you need to update qlo / cmsmarket.hpp and qlo /
> > cmsmarket.cpp to the versions in the 1.5 release.
> >
> > Does that help ?
> >
> > Peter
> >
> >
> >
> > On 6 March 2015 at 17:34, Nicholas Manganaro
> > <[hidden email]> wrote:
> >> Hi, Peter.
> >> I thought that would be the item of most general interest.
> >> That was the full error message(see below), but there was an
> >> "IntelliSence" message as well:
> >>
> >> IntelliSense: no instance of constructor
> >> "QuantLib::CmsMarket::CmsMarket" matches the argument list argument
> >> types are: (const std::vector<QuantLib::Period,
> >> std::allocator<QuantLib::Period>>, const
> >> std::vector<boost::shared_ptr<QuantLib::SwapIndex>,
> >> std::allocator<boost::shared_ptr<QuantLib::SwapIndex>>>, const
> >> boost::shared_ptr<QuantLib::IborIndex>, const
> >> std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>,
> >> std::allocator<QuantLib::Handle<QuantLib::Quote>>>,
> >> std::allocator<std::vector<QuantLib::Handle<QuantLib::Quote>,
> >> std::allocator<QuantLib::Handle<QuantLib::Quote>>>>>,
> >> std::vector<boost::shared_ptr<QuantLib::HaganPricer>,
> >> std::allocator<boost::shared_ptr<QuantLib::HaganPricer>>>, const
> >> QuantLib::Handle<QuantLib::YieldTermStructure>)
> >>
> >> from file: c:\build_ql_1_4_0\QuantLibAddin\qlo\cmsmarket.cpp, line
> >> 56, column 32, in QuantLibObjects
> >>
> >> I hope this provides you what you were hoping for. If not, I am
> >> willing to look elsewhere for info, if told where to look.
> >> Although I've had Visual Studio for a while, I have typically run
> >> it by following specific directions .
> >>
> >> -Nick
> >> -----Original Message-----
> >> From: Peter Caspers [mailto:[hidden email]]
> >> Sent: Friday, March 06, 2015 5:19 AM
> >> To: [hidden email]
> >> Cc: Luigi Ballabio; QuantLib users
> >> Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?
> >>
> >> can you send the complete message for this one (I remember there
> >> were fixes recently) Peter
> >>
> >> error C2664: 'QuantLib::CmsMarket::CmsMarket(const
> >> std::vector<_Ty> &,const std::vector<boost::shared_ptr<T>> &,const
> >> boost::shared_ptr<QuantLib::IborIndex> &,const
> >> std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>>
> >> &,const std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>>
> >> &,const QuantLib::Handle<QuantLib::YieldTermStructure> &)' :
> >> cannot convert parameter 5 from 'std::vector<_Ty>' to 'const
> >> std::vector<_Ty> &'
> >>
> >> On 6 March 2015 at 01:34, Nicholas Manganaro
> >> <[hidden email]> wrote:
> >>> That made the project visible.
> >>>
> >>> Thanks for the quick response.
> >>>
> >>>
> >>>
> >>> Now the process raises two processing errors and one fatal errors.
> >>>
> >>> If you have the patience and inclination, I could use some
> >>> additional help.
> >>>
> >>>
> >>>
> >>> Errors:
> >>>
> >>>>
> >>>
> >>> error C2664: 'QuantLib::CmsMarket::CmsMarket(const
> >>> std::vector<_Ty> &,const std::vector<boost::shared_ptr<T>> &,const
> >>> boost::shared_ptr<QuantLib::IborIndex> &,const
> >>> std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>>
> >>> &,const std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>>
> >>> &,const QuantLib::Handle<QuantLib::YieldTermStructure> &)' :
> >>> cannot convert parameter 5 from 'std::vector<_Ty>' to 'const
> >>> std::vector<_Ty> &'
> >>>
> >>> <
> >>>
> >>> From file: C:\build_ql_1_4_0\QuantLibAddin\qlo\cmsmarket.cpp,
> >>> Line:61, Column Number: 1, Project: QuantLibObjects
> >>>
> >>>
> >>>
> >>>>
> >>>
> >>> Fatal error LNK1181: cannot open input file
> >>> 'C:\build_ql_1_4_0\QuantLibAddin\lib\QuantLibObjects-vc110-mt-s-1_4_0.lib'
> >>>
> >>> <
> >>>
> >>> From file: C:\build_ql_1_4_0\QuantLibXL\qlxl\LINK Project:
> >>> QuantLibXLStatic
> >>>
> >>>
> >>>
> >>> Note: The file QuantLibObjects-vc110-mt-s-1_4_0.lib does not
> >>> exist, and perhaps should have been created in an earlier part in
> >>> the process, but there was a fatal error in its creation.
> >>>
> >>>
> >>>
> >>> The final process of building the add-in for Excel, identified as
> >>> “10” in Visual Studio 2012 Express, suffers an error with the
> >>> message:
> >>>
> >>> The referenced project '..\QuantLib\QuantLib_vc11.vcxproj' does
> >>> not exist.
> >>>
> >>> This seems to result from the same problem with the reference for
> >>> the file, which I would change, but I do not know where to find
> >>> this one.
> >>>
> >>> I have been looking for much of the day for where this reference
> >>> is, but could not find it.
> >>>
> >>>
> >>>
> >>> -Nick
> >>>
> >>>
> >>>
> >>> From: Luigi Ballabio [mailto:[hidden email]]
> >>> Sent: Thursday, March 05, 2015 8:52 AM
> >>> To: [hidden email]
> >>> Cc: Eric Ehlers; QuantLib users
> >>> Subject: Re: [Quantlib-users] QLXL 1.5 - unified project
> >>> discovery?
> >>>
> >>>
> >>>
> >>> I would try opening the solution file in a text editor and
> >>> replacing the old project references with the new ones (e.g.,
> >>> QuantLib_vc10.vcxproj should become QuantLib.vcxproj).
> >>>
> >>>
> >>>
> >>> Luigi
> >>>
> >>>
> >>>
> >>>
> >>>
> >>> On Thu, Mar 5, 2015 at 2:47 PM, Nicholas Manganaro
> >>> <[hidden email]>
> >>> wrote:
> >>>
> >>> Moving slowly forward. . .
> >>> I downloaded the modified files from Eric's links, below, updated
> >>> Boost to
> >>> 1.57 for good measure, but I have been unable to actually compile
> >>> the code, because Visual Studio cannot find the project file for
> >>> QuantLib, whether I try to build it in vs-10 or vs-11.
> >>> What do I have to change or set to enable the discovery of the
> >>> unified project, so I can move along with this effort?
> >>> Any help appreciated.
> >>> Thanks.
> >>> Nick
> >>> -----Original Message-----
> >>> From: Eric Ehlers [mailto:[hidden email]]
> >>> Sent: Friday, February 13, 2015 5:40 AM
> >>> To: Nicholas Manganaro
> >>> Cc: Luigi Ballabio; QuantLib users
> >>> Subject: Re: [Quantlib-users] QLXL 1.5
> >>>
> >>> There is a bug fix to QuantLibXL that you might want to pick up:
> >>>
> >>> https://github.com/eehlers/quantlib/commit/59b6cbd3fce3a28b1625daf
> >>> e22
> >>> 7
> >>> 522a94
> >>> bb5df08
> >>> https://github.com/eehlers/quantlib/commit/8c65551f376e7dbec7738f7
> >>> 592
> >>> 5
> >>> dcc7d8
> >>> fdbf25e
> >>>
> >>> It fixes a problem where a spreadsheet opens up and calls
> >>> qlSetQuote() with an old, stale value, then if the real live value
> >>> is #NA the quote object does not get invalidated. The bug fix
> >>> allows #NA as an input to
> >>> qlSetQuote() to invalidate the quote object.
> >>>
> >>> I plan to get QuantLibXL 1.5 out in March.
> >>>
> >>> Regards,
> >>> Eric
> >>>
> >>> On Fri, 13 Feb 2015 10:03:15 +0100 Luigi Ballabio
> >>> <[hidden email]> wrote:
> >>>
> >>>> QuantLib 1.5 is backwards compatible, so you can build QuantLibXL
> >>>> 1.4 with QuantLib 1.5 and get any bug fixes included in the
> >>>> release. Of course, new features won't be exported.
> >>>>
> >>>> Luigi
> >>>>
> >>>> On Thu, Feb 12, 2015 at 7:39 PM, Nicholas Manganaro <
> >>>> [hidden email]> wrote:
> >>>>
> >>>> > Have there been changes to the process for building QuantLibXL
> >>>> > since 1.4? At that time various auxiliary programs (gensrc,
> >>>> > ObjectHandler, and QuantLibAddin) all had version number 1.4.
> >>>> > There was also a QuantLibXL-1.4.0-framework.
> >>>> > Will I need to wait for the version 1.5 of these in order to
> >>>> > build QuantLibXL 1.5?
> >>>> > Thanks,
> >>>> > Nick
> >>>> >
> >>>> >
> >>>> > ---------------------------------------------------------------
> >>>> > ---
> >>>> > -
> >>>> > -
> >>>> > ---------- Dive into the World of Parallel Programming. The Go
> >>>> > Parallel Website, sponsored by Intel and developed in
> >>>> > partnership with Slashdot Media, is your hub for all things
> >>>> > parallel software development, from weekly thought leadership
> >>>> > blogs to news, videos, case studies, tutorials and more. Take a
> >>>> > look and join the conversation now.
> >>>> > http://goparallel.sourceforge.net/
> >>>> > _______________________________________________ QuantLib-users
> >>>> > mailing list [hidden email]
> >>>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
> >>>> >
> >>>> >
> >>>>
> >>>>
> >>>
> >>>
> >>>
> >>>
> >>>
> >>> --
> >>>
> >>> <https://implementingquantlib.blogspot.com>
> >>> <https://twitter.com/lballabio>
> >>>
> >>>
> >>> ------------------------------------------------------------------
> >>> ---
> >>> -
> >>> -------- Dive into the World of Parallel Programming The Go
> >>> Parallel Website, sponsored by Intel and developed in partnership
> >>> with Slashdot Media, is your hub for all things parallel software
> >>> development, from weekly thought leadership blogs to news, videos,
> >>> case studies, tutorials and more. Take a look and join the
> >>> conversation now. http://goparallel.sourceforge.net/
> >>> _______________________________________________
> >>> QuantLib-users mailing list
> >>> [hidden email]
> >>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
> >>>
> >>
> >
>
> ----------------------------------------------------------------------
> -------- Dive into the World of Parallel Programming The Go Parallel
> Website, sponsored by Intel and developed in partnership with Slashdot
> Media, is your hub for all things parallel software development, from
> weekly thought leadership blogs to news, videos, case studies,
> tutorials and more. Take a look and join the conversation now.
> http://goparallel.sourceforge.net/
> _______________________________________________ QuantLib-users mailing
> list [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

Eric Ehlers-3

Re: QLXL 1.5 - unified project discovery?

Hi Nick,

> QuantLibXL_full_vc11.sln as Luigi advised. Now it has compiled,
> thanks to all. It still generated 3 warning messages that make me
> wonder if the internals for QL_XL are going to be ok:

This build, does it yield a usable XLL file?

> 9>------ Build started: Project: QuantLibObjects, Configuration:
> 9>Release (static runtime) Win32 ------
> 9>C:\Windows\Microsoft.NET\Framework\v4.0.30319\Microsoft.Common.Targets(1422,5):
> 9>warning : The referenced project
> 9>'..\QuantLib\QuantLib_vc11.vcxproj' does not exist.

What could be wrong with that path, from this file...

C:/build_ql/QuantLibAddin/QuantLibObjects_vc11.vcxproj

... to this one:

C:/build_ql/QuantLib/QuantLib_vc11.vcxproj

Have you removed the version number from the QuantLib directory name?

Kind Regards,
Eric

------------------------------------------------------------------------------
Dive into the World of Parallel Programming The Go Parallel Website, sponsored
by Intel and developed in partnership with Slashdot Media, is your hub for all
things parallel software development, from weekly thought leadership blogs to
news, videos, case studies, tutorials and more. Take a look and join the
conversation now. http://goparallel.sourceforge.net/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

Luigi Ballabio

Re: QLXL 1.5 - unified project discovery?

I did. Since 1.5, the core library uses a single project for all VC versions from 10 onwards. The reference in the QLXL solution should be changed.

Luigi

On Mon, Mar 9, 2015 at 8:15 AM, Eric Ehlers <[hidden email]> wrote:

Hi Nick,

> QuantLibXL_full_vc11.sln as Luigi advised. Now it has compiled,
> thanks to all. It still generated 3 warning messages that make me
> wonder if the internals for QL_XL are going to be ok:

This build, does it yield a usable XLL file?

> 9>------ Build started: Project: QuantLibObjects, Configuration:
> 9>Release (static runtime) Win32 ------
> 9>C:\Windows\Microsoft.NET\Framework\v4.0.30319\Microsoft.Common.Targets(1422,5):
> 9>warning : The referenced project
> 9>'..\QuantLib\QuantLib_vc11.vcxproj' does not exist.

What could be wrong with that path, from this file...

C:/build_ql/QuantLibAddin/QuantLibObjects_vc11.vcxproj

... to this one:

C:/build_ql/QuantLib/QuantLib_vc11.vcxproj

Have you removed the version number from the QuantLib directory name?

Kind Regards,
Eric

<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

Nicholas Manganaro-2

Re: QLXL 1.5 - unified project discovery?

I produced an xll file that can be accessed by Excel, and has the initial capabilities that I need for my personal project, but I do not know if it would have all the capabilities it should have as designed, given the warnings thrown during the compilation process.

I removed the -1.5 from the QuantLib directory name.

As indicated below, I modified the QuantLibXL_full_vc11.sln by changing the reference from QuantLib_vc11.vcxproj to QuantLib.vcxproj. There are other files throughout the folders referenced in the compilation process that reference QuantLib_vc11.vcxproj, however, so just changing the one file mentioned did not get rid of all the possible sources of this warning.

I went digging. Here are the files I found with references to QuantLib_vc11.vcxproj:

From the QuantLib folder:

· QuantLib_vc11.sln

From the QuantLibAddin folder:

· QuantLibAddin_vc11.sln

· QuantLibObjects_vc11.vcxproj

· QuantLibObjects2_vc11.vcxproj

· QuantLibObjects3_vc11.vcxproj

· QuantLibObjects4_vc11.vcxproj

From the QuantLibXL folder:

· QuantLibAllDynamic_vc11.sln

· QuantLibXL_full_vc11.sln

· QuantLibXL_basic_vc11.sln

· From the qlxl sub-folder Within the QuantLibXL folder:

o QuantLibXLDynamic_vc11.vcxproj

o QuantLibXLStatic_vc11.vcxproj

o QuantLibXLStatic2_vc11.vcxproj

I modified those files to change those references to QuantLib.vcxproj, and now re-compiled without getting the warnings I had gotten previously.

From the above list, it should be obvious that I have only looked through those files associated with the version of Visual Studio Express I am running. I presume that the files for vc10 and vc12 would have the same references that would need to be modified for the compilations to run smoothly.

Regards,

Nick

From: Luigi Ballabio [mailto:[hidden email]]
Sent: Monday, March 09, 2015 3:39 AM
To: Eric Ehlers
Cc: [hidden email]; Peter Caspers; QuantLib users
Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?

I did. Since 1.5, the core library uses a single project for all VC versions from 10 onwards. The reference in the QLXL solution should be changed.

Luigi

On Mon, Mar 9, 2015 at 8:15 AM, Eric Ehlers <[hidden email]> wrote:

Hi Nick,

> QuantLibXL_full_vc11.sln as Luigi advised. Now it has compiled,
> thanks to all. It still generated 3 warning messages that make me
> wonder if the internals for QL_XL are going to be ok:

This build, does it yield a usable XLL file?

> 9>------ Build started: Project: QuantLibObjects, Configuration:
> 9>Release (static runtime) Win32 ------
> 9>C:\Windows\Microsoft.NET\Framework\v4.0.30319\Microsoft.Common.Targets(1422,5):
> 9>warning : The referenced project
> 9>'..\QuantLib\QuantLib_vc11.vcxproj' does not exist.

What could be wrong with that path, from this file...

C:/build_ql/QuantLibAddin/QuantLibObjects_vc11.vcxproj

... to this one:

C:/build_ql/QuantLib/QuantLib_vc11.vcxproj

Have you removed the version number from the QuantLib directory name?

Kind Regards,
Eric

<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

Eric Ehlers-3

Re: QLXL 1.5 - unified project discovery?

Hi Nicholas,

It sounds like you are all right.

On the one hand, I can't understand how the build ever could have
completed successfully before finding QuantLib.

On the other hand, now than an XLL has been produced it should be OK -
if any functions work I would expect that all of them do.

I use python scripts to do the find-and-replace on the project files -
find_replace.py and upgrade_vc.py in ObjectHandler/dev_tools/.

I will get on to the official release of QuantLibXL 1.5 as soon as I
can.

Kind Regards,
Eric

On Mon, 09 Mar 2015 12:18:25 -0400
"Nicholas Manganaro" <[hidden email]> wrote:

> I produced an xll file that can be accessed by Excel, and has the
> initial capabilities that I need for my personal project, but I do
> not know if it would have all the capabilities it should have as
> designed, given the warnings thrown during the compilation process.
>
> I removed the -1.5 from the QuantLib directory name.
>
> As indicated below, I modified the QuantLibXL_full_vc11.sln by
> changing the reference from QuantLib_vc11.vcxproj to
> QuantLib.vcxproj. There are other files throughout the folders
> referenced in the compilation process that reference
> QuantLib_vc11.vcxproj, however, so just changing the one file
> mentioned did not get rid of all the possible sources of this
> warning.
>
>
>
> I went digging. Here are the files I found with references to
> QuantLib_vc11.vcxproj:
>
>
>
> From the QuantLib folder:
>
> * QuantLib_vc11.sln
>
> From the QuantLibAddin folder:
>
> * QuantLibAddin_vc11.sln
>
> * QuantLibObjects_vc11.vcxproj
>
> * QuantLibObjects2_vc11.vcxproj
>
> * QuantLibObjects3_vc11.vcxproj
>
> * QuantLibObjects4_vc11.vcxproj
>
> From the QuantLibXL folder:
>
> * QuantLibAllDynamic_vc11.sln
>
> * QuantLibXL_full_vc11.sln
>
> * QuantLibXL_basic_vc11.sln
>
> * From the qlxl sub-folder Within the QuantLibXL folder:
>
> o QuantLibXLDynamic_vc11.vcxproj
>
> o QuantLibXLStatic_vc11.vcxproj
>
> o QuantLibXLStatic2_vc11.vcxproj
>
>
>
> I modified those files to change those references to
> QuantLib.vcxproj, and now re-compiled without getting the warnings I
> had gotten previously.
>
>
>
> From the above list, it should be obvious that I have only looked
> through those files associated with the version of Visual Studio
> Express I am running. I presume that the files for vc10 and vc12
> would have the same references that would need to be modified for the
> compilations to run smoothly.
>
>
>
> Regards,
>
> Nick
>
>
>
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: Monday, March 09, 2015 3:39 AM
> To: Eric Ehlers
> Cc: [hidden email]; Peter Caspers; QuantLib users
> Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?
>
>
>
> I did. Since 1.5, the core library uses a single project for all VC
> versions from 10 onwards. The reference in the QLXL solution should
> be changed.
>
>
>
> Luigi
>
>
>
> On Mon, Mar 9, 2015 at 8:15 AM, Eric Ehlers <[hidden email]
> <mailto:[hidden email]> > wrote:
>
> Hi Nick,
>
> > QuantLibXL_full_vc11.sln as Luigi advised. Now it has compiled,
> > thanks to all. It still generated 3 warning messages that make me
> > wonder if the internals for QL_XL are going to be ok:
>
> This build, does it yield a usable XLL file?
>
> > 9>------ Build started: Project: QuantLibObjects, Configuration:
> > 9>Release (static runtime) Win32 ------
> > 9>C:\Windows\Microsoft.NET\Framework\v4.0.30319\Microsoft.Common.Targets(1422,5):
> > 9>warning : The referenced project
> > 9>'..\QuantLib\QuantLib_vc11.vcxproj' does not exist.
>
> What could be wrong with that path, from this file...
>
> C:/build_ql/QuantLibAddin/QuantLibObjects_vc11.vcxproj
>
> ... to this one:
>
> C:/build_ql/QuantLib/QuantLib_vc11.vcxproj
>
> Have you removed the version number from the QuantLib directory name?
>
> Kind Regards,
> Eric
>
>
>
>
>
>
>

Nicholas Manganaro-2

Re: QLXL 1.5 - unified project discovery?

Eric,
I look forward to having more of the QuantLib capabilities exposed through
an official QuantLibXL 1.5 release.
I am glad you have automated process to make the necessary modifications
more efficiently than I did.
-N
-----Original Message-----
From: Eric Ehlers [mailto:[hidden email]]
Sent: Tuesday, March 10, 2015 7:53 AM
To: [hidden email]
Cc: 'Luigi Ballabio'; 'Peter Caspers'; 'QuantLib users'
Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?

Hi Nicholas,

It sounds like you are all right.

On the one hand, I can't understand how the build ever could have completed
successfully before finding QuantLib.

On the other hand, now than an XLL has been produced it should be OK - if
any functions work I would expect that all of them do.

I use python scripts to do the find-and-replace on the project files -
find_replace.py and upgrade_vc.py in ObjectHandler/dev_tools/.

I will get on to the official release of QuantLibXL 1.5 as soon as I can.

Kind Regards,
Eric

On Mon, 09 Mar 2015 12:18:25 -0400
"Nicholas Manganaro" <[hidden email]> wrote:

> I produced an xll file that can be accessed by Excel, and has the
> initial capabilities that I need for my personal project, but I do not
> know if it would have all the capabilities it should have as designed,
> given the warnings thrown during the compilation process.
>
> I removed the -1.5 from the QuantLib directory name.
>
> As indicated below, I modified the QuantLibXL_full_vc11.sln by
> changing the reference from QuantLib_vc11.vcxproj to QuantLib.vcxproj.
> There are other files throughout the folders referenced in the
> compilation process that reference QuantLib_vc11.vcxproj, however, so
> just changing the one file mentioned did not get rid of all the
> possible sources of this warning.
>
>
>
> I went digging. Here are the files I found with references to
> QuantLib_vc11.vcxproj:
>
>
>
> From the QuantLib folder:
>
> * QuantLib_vc11.sln
>
> From the QuantLibAddin folder:
>
> * QuantLibAddin_vc11.sln
>
> * QuantLibObjects_vc11.vcxproj
>
> * QuantLibObjects2_vc11.vcxproj
>
> * QuantLibObjects3_vc11.vcxproj
>
> * QuantLibObjects4_vc11.vcxproj
>
> From the QuantLibXL folder:
>
> * QuantLibAllDynamic_vc11.sln
>
> * QuantLibXL_full_vc11.sln
>
> * QuantLibXL_basic_vc11.sln
>
> * From the qlxl sub-folder Within the QuantLibXL folder:
>
> o QuantLibXLDynamic_vc11.vcxproj
>
> o QuantLibXLStatic_vc11.vcxproj
>
> o QuantLibXLStatic2_vc11.vcxproj
>
>
>
> I modified those files to change those references to QuantLib.vcxproj,
> and now re-compiled without getting the warnings I had gotten
> previously.
>
>
>
> From the above list, it should be obvious that I have only looked
> through those files associated with the version of Visual Studio
> Express I am running. I presume that the files for vc10 and vc12 would
> have the same references that would need to be modified for the
> compilations to run smoothly.
>
>
>
> Regards,
>
> Nick
>
>
>
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: Monday, March 09, 2015 3:39 AM
> To: Eric Ehlers
> Cc: [hidden email]; Peter Caspers; QuantLib users
> Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?
>
>
>
> I did. Since 1.5, the core library uses a single project for all VC
> versions from 10 onwards. The reference in the QLXL solution should be
> changed.
>
>
>
> Luigi
>
>
>
> On Mon, Mar 9, 2015 at 8:15 AM, Eric Ehlers <[hidden email]
> <mailto:[hidden email]> > wrote:
>
> Hi Nick,
>
> > QuantLibXL_full_vc11.sln as Luigi advised. Now it has compiled,
> > thanks to all. It still generated 3 warning messages that make me
> > wonder if the internals for QL_XL are going to be ok:
>
> This build, does it yield a usable XLL file?
>
> > 9>------ Build started: Project: QuantLibObjects, Configuration:
> > 9>Release (static runtime) Win32 ------
> >

9>C:\Windows\Microsoft.NET\Framework\v4.0.30319\Microsoft.Common.Targets(142
2,5):

> > 9>warning : The referenced project
> > 9>'..\QuantLib\QuantLib_vc11.vcxproj' does not exist.
>
> What could be wrong with that path, from this file...
>
> C:/build_ql/QuantLibAddin/QuantLibObjects_vc11.vcxproj
>
> ... to this one:
>
> C:/build_ql/QuantLib/QuantLib_vc11.vcxproj
>
> Have you removed the version number from the QuantLib directory name?
>
> Kind Regards,
> Eric
>
>
>
>
>
>
>