QuantLibAddin: Serialization extension
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Hi,
I am playing with the serialization module but I am facing an issue. I have extended the BlackVarianceSurface calibration method (by adding a new constructor, with additional arguments). I have followed the tutorial and everything is fine. The Object is created in Excel... I now try the serialization doing an export of the object. The file is created in the good directory but it is clearly incomplete. <?xml version="1.0" encoding="UTF-8" standalone="yes" ?> <!DOCTYPE boost_serialization> <boost_serialization signature="serialization::archive" version="4"> <object_list class_id="1" tracking_level="1" version="0" object_id="_0"> <count>1</count> <item_version>1</item_version> <item class_id="0" tracking_level="0" version="1"> <px</boost_serialization> Any idea why it is crashing? Anything that I should add to make it work? I have done nothing else that adding a new constructor. Moreover with a flat vol it does not work either. Regards |
Re: QuantLibAddin: Serialization extension
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On Fri, May 8, 2009 at 4:11 PM, Yomi <[hidden email]> wrote:
> I am playing with the serialization module but I am facing an issue. > [...] > > Any idea why it is crashing? > Anything that I should add to make it work? I didn't perform any investigation, but it's probably a boost issue. Switch to a more recent boost version and I bet it will work ciao -- Nando ------------------------------------------------------------------------------ The NEW KODAK i700 Series Scanners deliver under ANY circumstances! Your production scanning environment may not be a perfect world - but thanks to Kodak, there's a perfect scanner to get the job done! With the NEW KODAK i700 Series Scanner you'll get full speed at 300 dpi even with all image processing features enabled. http://p.sf.net/sfu/kodak-com _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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Ciao Nando,
I have installed boost 1.38 but it does not solve the issue. In the meantime I have a question: How do the serialization module decides which member to export? Cheers
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Re: QuantLibAddin: Serialization extension
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On Fri, May 8, 2009 at 6:29 PM, Yomi <[hidden email]> wrote:
> How do the serialization module decides > which member to export? I'm not familiar with it, it has been coded by Eric Ehlers using boost serialization. I just use it in QuantLibXL and I haven't experienced any problem so far, but once trying to use an old boot library ciao -- Nando ------------------------------------------------------------------------------ The NEW KODAK i700 Series Scanners deliver under ANY circumstances! Your production scanning environment may not be a perfect world - but thanks to Kodak, there's a perfect scanner to get the job done! With the NEW KODAK i700 Series Scanner you'll get full speed at 300 dpi even with all image processing features enabled. http://p.sf.net/sfu/kodak-com _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: QuantLibAddin: Serialization extension
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In reply to this post by Lapin
Hi Yomi,
Quoting Yomi <[hidden email]>: > Hi, > > I am playing with the serialization module but I am facing an issue. > I have extended the BlackVarianceSurface calibration method (by adding a new > constructor, with additional arguments). > I have followed the tutorial and everything is fine. The Object is created > in Excel... > I now try the serialization doing an export of the object. > The file is created in the good directory but it is clearly incomplete. > > <?xml version="1.0" encoding="UTF-8" standalone="yes" ?> > <!DOCTYPE boost_serialization> > <boost_serialization signature="serialization::archive" version="4"> > <object_list class_id="1" tracking_level="1" version="0" object_id="_0"> > <count>1</count> > <item_version>1</item_version> > <item class_id="0" tracking_level="0" version="1"> > <px</boost_serialization> > > Any idea why it is crashing? > Anything that I should add to make it work? > I have done nothing else that adding a new constructor. Moreover with a flat > vol it does not work either. I also encountered that error during the development of serialization, unfortunately now I cannot remember the solution. Very sorry for this useless response, I will continue to rack my brain and let you know if anything comes to me. What version of QuantLib are you using? > In the meantime I have a question: How do the serialization module decides > which member to export? From the XML metadata. Regards, Eric =================================================== Eric Ehlers nazcatech sprl | Brussels | http://www.nazcatech.be * Distributed computing for pricing analytics * Use Microsoft Excel as a client to the Grid ------------------------------------------------------------------------------ The NEW KODAK i700 Series Scanners deliver under ANY circumstances! Your production scanning environment may not be a perfect world - but thanks to Kodak, there's a perfect scanner to get the job done! With the NEW KODAK i700 Series Scanner you'll get full speed at 300 dpi even with all image processing features enabled. http://p.sf.net/sfu/kodak-com _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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Hi Eric,
Thanks but I have found the solution. You need in fact to add ome code in the serialization module (in the create_volatilities.hpp/cpp and in the serialization_volatilities.hpp/cpp) > In the meantime I have a question: How do the serialization module decides > which member to export? From the XML metadata. Do you mean the qlgensrc/functions/volatilities.xml? Thanks anyway
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Re: QuantLibAddin: Serialization extension
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Hi Yomi,
> Thanks but I have found the solution. > You need in fact to add ome code in the serialization module (in the > create_volatilities.hpp/cpp and in the serialization_volatilities.hpp/cpp) What code did you add? The files you mention are autogenerated and I would be surprised if they require amendment else serialization would be broken everywhere. Very glad in any case to hear that you got it working! :) >> In the meantime I have a question: How do the serialization module decides >> which member to export? > > From the XML metadata. > > Do you mean the qlgensrc/functions/volatilities.xml? Yes. Kind Regards, Eric ------------------------------------------------------------------------------ The NEW KODAK i700 Series Scanners deliver under ANY circumstances! Your production scanning environment may not be a perfect world - but thanks to Kodak, there's a perfect scanner to get the job done! With the NEW KODAK i700 Series Scanner you'll get full speed at 300 dpi even with all image processing features enabled. http://p.sf.net/sfu/kodak-com _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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