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QLXL Error message

petercaspers

Hi everybody,

I have a problem using QLXL again. I want to export the following
constructor to Excel:


CalibrationHelperSwaptionsSimpleSVModel(const
shared_ptr<YieldTermStructure> yts,
                        const shared_ptr<SwaptionVolatilityCube>
swaptionVolCube,
                        const vector<Period>& optionTenors,
                        const vector<Period>& swapTenors,
                        const vector<double>& strikeSpreads);



I added the following to QuantLibObjects:


namespace QuantLibAddin {

    class CalibrationHelperSwaptionsSimpleSVModel : public
ObjectHandler::LibraryObject<QuantLib::CalibrationHelperSwaptionsSimpleSVModel>
  {
      public:
         CalibrationHelperSwaptionsSimpleSVModel(const
boost::shared_ptr<ObjectHandler::ValueObject>& properties,
               const boost::shared_ptr<QuantLib::YieldTermStructure> yts,
               const boost::shared_ptr<QuantLib::SwaptionVolatilityCube>
swaptionVolCube,
               const std::vector<QuantLib::Period>& optionTenors,
               const std::vector<QuantLib::Period>& swapTenors,
               const std::vector<double>& strikeSpreads,
               bool permanent);
         protected:
            OH_LIB_CTOR(CalibrationHelperSwaptionsSimpleSVModel,
QuantLib::CalibrationHelperSwaptionsSimpleSVModel)
      };

}

CalibrationHelperSwaptionsSimpleSVModel::CalibrationHelperSwaptionsSimpleSVModel(const
 boost::shared_ptr<ObjectHandler::ValueObject>& properties,
               const boost::shared_ptr<QuantLib::YieldTermStructure> yts,
               const boost::shared_ptr<QuantLib::SwaptionVolatilityCube>
swaptionVolCube,
               const std::vector<QuantLib::Period>& optionTenors,
               const std::vector<QuantLib::Period>& swapTenors,
               const std::vector<double>& strikeSpreads,
               bool permanent) :
ObjectHandler::LibraryObject<QuantLib::CalibrationHelperSwaptionsSimpleSVModel>(properties,
 permanent) {

                     libraryObject_ =
boost::shared_ptr<QuantLib::CalibrationHelperSwaptionsSimpleSVModel>(new

QuantLib::CalibrationHelperSwaptionsSimpleSVModel(yts,swaptionVolCube,optionTenors,swapTenors,strikeSpreads));

      }


In qlgensrc I added:


<serializationIncludes>
    <include>qlo/calibrationHelperSwaptionsSimpleSVModel.hpp</include>
    <include>qlo/swaptionvolstructure.hpp</include>
    <include>ql/quantlib.hpp</include>
    <include>simulatedAnnealing.hpp</include>
    <include>simpleSVModel.hpp</include>
  </serializationIncludes>
  <addinIncludes>
    <include>qlo/calibrationHelperSwaptionsSimpleSVModel.hpp</include>
    <include>qlo/swaptionvolstructure.hpp</include>
    <include>ql/quantlib.hpp</include>
    <include>simulatedAnnealing.hpp</include>
    <include>simpleSVModel.hpp</include>
  </addinIncludes>

<Constructor name='CalibrationHelperSwaptionsSimpleSVModel'>

<libraryFunction>CalibrationHelperSwaptionsSimpleSVModel</libraryFunction>
      <SupportedPlatforms>
        <!--SupportedPlatform name='Excel' calcInWizard='false'/-->
        <SupportedPlatform name='Excel' calcInWizard='false'/>
        <SupportedPlatform name='Cpp'/>
      </SupportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='Yts'>
            <type>QuantLib::YieldTermStructure</type>
            <superType>libraryClass</superType>
            <tensorRank>scalar</tensorRank>
            <description>Yield Curve</description>
          </Parameter>
          <Parameter name='VolCube'>
            <type>QuantLib::SwaptionVolatilityCube</type>
            <superType>libraryTermStructure</superType>
            <tensorRank>scalar</tensorRank>
            <description>Swaption volatility Cube</description>
          </Parameter>
          <Parameter name='OptionTenors'>
            <type>QuantLib::Period</type>
            <tensorRank>vector</tensorRank>
            <description>Option Tenors of swaptions in the calibration
basket</description>
          </Parameter>
          <Parameter name='SwapTenors'>
            <type>QuantLib::Period</type>
            <tensorRank>vector</tensorRank>
            <description>Swap Tenors of swaptions in the calibration
basket</description>
          </Parameter>
          <Parameter name='StrikeSpreads'>
            <type>QuantLib::Real</type>
            <tensorRank>vector</tensorRank>
            <description>Common smile strike spreads</description>
          </Parameter>
        </Parameters>
      </ParameterList>
    </Constructor>


When I build the project I get the following error messages compiling
QuantLibObjects:


vo_calibrationHelperSwaptionsSimpleSVModel.cpp
serialization_calibrationHelperSwaptionsSimpleSVModel.cpp
create_calibrationHelperSwaptionsSimpleSVModel.cpp
.\qlo\serialization\create\create_calibrationHelperSwaptionsSimpleSVModel.cpp(81)
 : error C2039: 'CoerceTermStructure': Ist kein Element von 'QuantLibAddin'
.\qlo\serialization\create\create_calibrationHelperSwaptionsSimpleSVModel.cpp(81)
 : error C2065: 'CoerceTermStructure': nichtdeklarierter Bezeichner
.\qlo\serialization\create\create_calibrationHelperSwaptionsSimpleSVModel.cpp(82)
 : error C2275: 'QuantLibAddin::SwaptionVolatilityCube': Ungültige
Verwendung dieses Typs als Ausdruck
.\qlo\serialization\create\create_calibrationHelperSwaptionsSimpleSVModel.cpp(83)
 : error C2888: 'QuantLib::SwaptionVolatilityCube': Symbol kann nicht im
Namespace 'QuantLibAddin' definiert werden
.\qlo\serialization\create\create_calibrationHelperSwaptionsSimpleSVModel.cpp(83)
 : error C2143: Syntaxfehler: Es fehlt ';' vor '>'
.\qlo\serialization\create\create_calibrationHelperSwaptionsSimpleSVModel.cpp(83)
 : error C2143: Syntaxfehler: Es fehlt ';' vor '>'


Can someone please help me to fix this?

Thank you, best regards
Peter








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