QuantLibXL / ObjectHandler 1.0.1 Prerelease Files

[Eric Ehlers-2]

Hi All,

The prerelease files for version 1.0.1 of QuantLibAddin, QuantLibXL,
ObjectHandler and gensrc are available at this link:

http://sourceforge.net/projects/quantlib/files/prerelease/

I'd be grateful to anyone who could spare some time to test the files and let
me know how it goes.

There was no 1.0.0 release.  These files are compatible with QuantLib  
1.0.0 and 1.0.1.

Kind Regards,
Eric

===================================================
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
* Distributed computing for pricing analytics
* Use Microsoft Excel as a client to the Grid


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[Ferdinando M. Ametrano-3]

Hi Eric,

I've downloaded and tested the QuantLibXL-bin.exe release candidate:
there were few workbooks which needed an update. I fixed all of them
but Interpolation.xls.

Interpolation.xls fails because of a broken feature: we used to be
able to input a comma separated string instead of a vector of numbers,
now it's not possible anymore.
The code must be there somewhere and we also have the function
ohStringSplit which implements that functionality in an effective way.
Unfortunately nesting ohStringSplit inside a function call does not
solve the issue. Could you take a look at it?

The most elegant solution would probably be to just fix the call

=myFunction(..., ohStringSplit(myvectorAsString, ","), ...)

so that it would up to the user to do the conversion and to provide
the delimiter (which is regional settings dependant)
The optional next step might be to also attempt a last-resort coercion
to vector<Whatever> at the C++ layer, in which case the delimiter
should be the regional setting default

thank you anyway

ciao -- Nando

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[Georgy Jikia]

Hi Eric,

it seems the QuantLibXL Framework is not included in this release, as
it was in  0.9.7.
Does it mean the Framework will not be supported anymore? Or will it
reappear in some future releases?

Best regards,
Georgy

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[Ferdinando M. Ametrano-3]

Georgy Jikia wrote:
> it seems the QuantLibXL Framework is not included in this release, as
> it was in  0.9.7.
> Does it mean the Framework will not be supported anymore? Or will it
> reappear in some future releases?

is it actively maintained by me on the trunk, since that is the
version I use on daily basis.
For 0.9.7 and 1.0.1 I suggested not to release it since it is not
documented and, most of all, it was outdated and I don't have time and
energy to support on the mailing lists something I don't use

This is a structural problem because 0.9.7 is more than a year old and
1.0.x is more than 6 months old. I advocate more frequent releases,
and I actually do more frequent releases for my daily work.

The current trunk is stable enough for an immediate release, but Luigi
prefer not to release before VC10 support is added...
I can commit to share an unofficial QLXL 1.1 release (fremework
included) next week.

ciao -- Nando

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[Georgy Jikia]

As far as I remember some Quantlib functionality (e.g. LMM?) was only
available in Excel through QuantLibXL Framework. So I think those of
Quantlib users, who prefer to use an Excel interface, would be
definitely interested to be able to use the Framework also with a
version 1.01.
--
Georgy

On Thu, Sep 30, 2010 at 9:48 AM, Ferdinando Ametrano <[hidden email]> wrote:

> Georgy Jikia wrote:
>> it seems the QuantLibXL Framework is not included in this release, as
>> it was in  0.9.7.
>> Does it mean the Framework will not be supported anymore? Or will it
>> reappear in some future releases?
>
> is it actively maintained by me on the trunk, since that is the
> version I use on daily basis.
> For 0.9.7 and 1.0.1 I suggested not to release it since it is not
> documented and, most of all, it was outdated and I don't have time and
> energy to support on the mailing lists something I don't use
>
> This is a structural problem because 0.9.7 is more than a year old and
> 1.0.x is more than 6 months old. I advocate more frequent releases,
> and I actually do more frequent releases for my daily work.
>
> The current trunk is stable enough for an immediate release, but Luigi
> prefer not to release before VC10 support is added...
> I can commit to share an unofficial QLXL 1.1 release (fremework
> included) next week.
>
> ciao -- Nando
>

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[Ferdinando M. Ametrano-3]

On Thu, Sep 30, 2010 at 10:39 PM, Georgy Jikia <[hidden email]> wrote:
> As far as I remember some Quantlib functionality (e.g. LMM?) was only
> available in Excel through QuantLibXL Framework.

not really: the QuantLib analytics available in Excel do not need the framework.
The framework is an Excel-based application using those analytics, so
it's more powerful than the analytics alone, but it's very fragile,
complex and undocumented

> So I think those of
> Quantlib users, who prefer to use an Excel interface, would be
> definitely interested to be able to use the Framework also with a
> version 1.01.

what's good about open-source it's that you can do it by yourself:
check out the 1.0 branch and the framework it's there...
or just wait a couple of weeks and use it in 1.1

ciao -- Nando

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[Georgy Jikia]

I've checked again: the problem with earlier release was, that some
broken workbooks were included, if on the installation the framework
had been selected. So they did not work neither with nor without
framework. If version 1.1 is going to be  released in a couple of
weeks, I'll just wait for it.
--
Georgy

On Fri, Oct 1, 2010 at 12:20 AM, Ferdinando Ametrano <[hidden email]> wrote:

> On Thu, Sep 30, 2010 at 10:39 PM, Georgy Jikia <[hidden email]> wrote:
>> As far as I remember some Quantlib functionality (e.g. LMM?) was only
>> available in Excel through QuantLibXL Framework.
>
> not really: the QuantLib analytics available in Excel do not need the framework.
> The framework is an Excel-based application using those analytics, so
> it's more powerful than the analytics alone, but it's very fragile,
> complex and undocumented
>
>> So I think those of
>> Quantlib users, who prefer to use an Excel interface, would be
>> definitely interested to be able to use the Framework also with a
>> version 1.01.
>
> what's good about open-source it's that you can do it by yourself:
> check out the 1.0 branch and the framework it's there...
> or just wait a couple of weeks and use it in 1.1
>
> ciao -- Nando
>

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[Ferdinando M. Ametrano-3]

On Tue, Oct 5, 2010 at 10:14 PM, Georgy Jikia <[hidden email]> wrote:
> If version 1.1 is going to be  released in a couple of
> weeks, I'll just wait for it.

yes it is, officially or informally I don't know yet, but you'll get
it in a couple of weeks

ciao -- Nando

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