QuantLibXL function in Excel, limit in number of arguments?
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Hi,
It seems that the function exposed to Excel by QuantLibXL has a limit in number of arguments, 15. If I have more than 15 arguments in function, although I can compile xll successfully, when I click the function in Excel, nothing happens. But if I reduced the arguments to less than 15 without doing anything else, it works. Any idea? Thanks. |
Re: QuantLibXL function in Excel, limit in number of arguments?
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Hello,
There is a limit of 20 arguments to QuantLibXL functions. I have added a new item in the FAQ to document this issue: http://quantlib.org/quantlibaddin/faq.html#faq_item_numparams I cannot explain why you are hitting a limit of 15. How are you going about adding the additional arguments? Are you editing the XML function metadata for gensrc? Or are you manually editing the C++ source files that were autogenerated by gensrc? Regards, Eric On Tue, July 15, 2008 13:59, willshaw wrote: > > Hi, > > It seems that the function exposed to Excel by QuantLibXL has a > limit in > number of arguments, 15. If I have more than 15 arguments in > function, > although I can compile xll successfully, when I click the > function in Excel, > nothing happens. But if I reduced the arguments to less than 15 > without > doing anything else, it works. > > Any idea? > > Thanks. > -- > View this message in context: > http://www.nabble.com/QuantLibXL-function-in-Excel%2C-limit-in-number-of-arguments--tp18464649p18464649.html Sent from the quantlib-dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------- This SF.Net email is sponsored by the Moblin Your Move > Developer's challenge > Build the coolest Linux based applications with Moblin SDK & > win great prizes > Grand prize is a trip for two to an Open Source event anywhere > in the world > http://moblin-contest.org/redirect.php?banner_id=100&url=/ > _______________________________________________ > QuantLib-dev mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > ------------------------- Eric Ehlers nazcatech sprl | Brussels | http://www.nazcatech.be Distributed computing for pricing analytics - Use Microsoft Excel as a client to the Grid ------------------------------------------------------------------------- This SF.Net email is sponsored by the Moblin Your Move Developer's challenge Build the coolest Linux based applications with Moblin SDK & win great prizes Grand prize is a trip for two to an Open Source event anywhere in the world http://moblin-contest.org/redirect.php?banner_id=100&url=/ _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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Hi, to expose a function to Excel, I first define the function interface in project "QuantLibObjects" under namespace QuantLibAddin, it should call the real function in QuantLib, then edit the xml in project "qlgensrc", then compile. No edit of autogenerated files. I use Excel 2003.
Regards,
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Re: QuantLibXL function in Excel, limit in number of arguments?
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Hello,
On Wed, July 23, 2008 02:14, willshaw wrote: > > Hi, to expose a function to Excel, I first define the function > interface in > project "QuantLibObjects" under namespace QuantLibAddin, it > should call the > real function in QuantLib, then edit the xml in project > "qlgensrc", then > compile. No edit of autogenerated files. I use Excel 2003. Very strange. Please send me the smallest possible patch which would allow me to recreate the problem - e.g. a handful of files containing your edits which I could unzip onto a clean install of 0.9.0. Thanks, Eric ------------------------- Eric Ehlers nazcatech sprl | Brussels | http://www.nazcatech.be Distributed computing for pricing analytics - Use Microsoft Excel as a client to the Grid ------------------------------------------------------------------------- This SF.Net email is sponsored by the Moblin Your Move Developer's challenge Build the coolest Linux based applications with Moblin SDK & win great prizes Grand prize is a trip for two to an Open Source event anywhere in the world http://moblin-contest.org/redirect.php?banner_id=100&url=/ _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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Hi, Eric,
I just double check again. I defined own function with 15 arguments. But with extra 3 arguments, namely Permanent, Trigger, and Overwrite, there are actually 18 in Excel. But this does not matter really because I assume you will upgrade QuantLibXL to take advantage of Excel 2007. May I ask another question? What serializationIncludes and addinIncludes mean in XML files? Thanks.
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Re: QuantLibXL function in Excel, limit in number of arguments?
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Hello,
On Wed, August 6, 2008 03:09, willshaw wrote: > > Hi, Eric, > > I just double check again. I defined own function with 15 > arguments. But > with extra 3 arguments, namely Permanent, Trigger, and > Overwrite, there are > actually 18 in Excel. That's a very good point. Certain parameters are generated automatically: - 4 for a Constructor - ObjectId, Permanent, Trigger, Overwrite - 2 for a Member - ObjectId, Trigger - 1 for a Utility - Trigger These need to be taken into account when ensuring that the total number of parameters does not exceed the limit of 20. I just did a quick test, adding dummy parameters to a constructor function to get a total of 20 parameters (16 user defined + 4 autogenerated). I tested the function in Excel and it looks OK - it displays correctly in the Function Wizard and seems to function as expected. Are you saying that a similar test still fails for you? If so I again invite you to send me your modifications so that I can recreate the problem on my machine. I mentioned in an earlier email that it's possible to define user functions with up to 30 parameters, with the limitation that the Function Wizard displays descriptions for only the first 20. I thought QuantLibXL did not support this trick but I have just noticed that there is in fact an attempt to implement this feature, but it is broken. I'll try to resolve this when I can, for now I would advise sticking to the 20 parameter limit. > But this does not matter really because I assume you will > upgrade QuantLibXL > to take advantage of Excel 2007. I certainly intend to but I don't need the upgrade myself right now so it's not on my immediate todo list. > May I ask another question? What serializationIncludes and > addinIncludes > mean in XML files? serializationIncludes specifies the #include directives for files autogenerated to QuantLibAddin\qlo\Serialization. addinIncludes specifies the #include directives for files autogenerated to QuantLibXL\qlxl\Functions. The two values are usually the same. 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 ------------------------------------------------------------------------- This SF.Net email is sponsored by the Moblin Your Move Developer's challenge Build the coolest Linux based applications with Moblin SDK & win great prizes Grand prize is a trip for two to an Open Source event anywhere in the world http://moblin-contest.org/redirect.php?banner_id=100&url=/ _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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Hi, Eric,
I just reinstalled my Excel 2003 this weekend. Now it works fine with 20 arguments. Thanks. BTW. My previous constructor function has 14 own-defined arguments, another is ObjectID. So plus Permanent, Trigger, Overwrite is 18. Just to clarify. Now it's all ok with 20 arguments.
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