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QuantLibXL regression?

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Ballabio Gerardo-4

QuantLibXL regression?

Hi all,
I compiled QuantLibXL from the subversion branch for 1.2 release
(R01020x-branch) and I'm trying it. Most things work fine but I found
one which does not.

In the attached test case I try to generate a floating rate bond with
qlFloatingRateBond. When I register with Excel the QuantLibXL addin
released with version 1.1.0 (QuantLibXL-vc90-mt-s-1_1_0.xll), the
function creates the object as expected. When instead I replace the
released addin with the one I compiled, it fails with this error message
(you might have to recreate the schedule and index objects in cells B2,
B20 to see it):

qlFloatingRateBond - Date's serial number (366) outside allowed
range [367-109574], i.e. [January 1st, 1901-December 31st, 2199]

Looks like it's reading a dates difference as if it was a single date,
but anyway, I suppose it's either a regression in QuantLibXL code, or a
compilation issue on my part. Could you please check whether it works
for you, and in that case, help me find what went wrong?

I compiled with Visual Studio 2005 (Visual C++ 8) and the unmodified
QuantLibXL_full_vc8.sln from the subversion tree, selecting "Release
(static runtime)" as stated in the instructions. Compilation apparently
went all well, in the end I got this message:

Build: 10 succeeded, 0 failed, 0 up-to-date, 0 skipped

Thank you
Gerardo

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test-bond.xlsx (14K) Download Attachment