QuantLibXL-what is going on?

[JURAJ HUSKA]

Hello Team,

I tried to use QuantLibXL to build a vanilla swap object.  I defined the fixed and floating schedules, discount curve, etc. and passed it to qlVanillaSwap function.It seems that I created the object but then when I called related functions such as qlVanillaSwapFairRate I never was able to get a result (I got #NUM error, the log file said "empty object handle cannot be dereferenced"). Interestingly, some functions (e.g. qlVanillaSwapNominal) worked for the same object. It seems that only those functions which needed to calculate something returned an error.
Is there anything I need to understand in the architecture of QuantLibXL to get this right? (I tried deleting all objects and some other stuff, nothing helped)

On a similar note: when I close the worksheet and open it again, none of the created objects (fixed leg schedule, discount curve etc.) comes to existence, they do only after I click the corresponding cell and hit enter (I checked this using  ohListObjectIDs and ohObjectCount. Does this make sense? (automatic or manual recalculation setting didn't make any difference here...)

Experts, please help.

Thank you,

Juraj

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[JURAJ HUSKA]

Hello Team,

I tried to use QuantLibXL to build a vanilla swap object.  I defined the fixed and floating schedules, discount curve, etc. and passed it to qlVanillaSwap function.It seems that I created the object but then when I called related functions such as qlVanillaSwapFairRate I never was able to get a result (I got #NUM error, the log file said "empty object handle cannot be dereferenced"). Interestingly, some functions (e.g. qlVanillaSwapNominal) worked for the same object. It seems that only those functions which needed to calculate something returned an error.
Is there anything I need to understand in the architecture of QuantLibXL to get this right? (I tried deleting all objects and some other stuff, nothing helped)

On a similar note: when I close the worksheet and open it again, none of the created objects (fixed leg schedule, discount curve etc.) comes to existence, they do only after I click the corresponding cell and hit enter (I checked this using  ohListObjectIDs and ohObjectCount. Does this make sense? (automatic or manual recalculation setting didn't make any difference here...)

Experts, please help.

Thank you,

Juraj

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[eric ehlers]

Hi Juraj,

On 4/14/07, JURAJ HUSKA <[hidden email]> wrote:

> Hello Team,
>
> I tried to use QuantLibXL to build a vanilla swap object.  I defined the
> fixed and floating schedules, discount curve, etc. and passed it to
> qlVanillaSwap function.It seems that I created the object but then when I
> called related functions such as qlVanillaSwapFairRate I never was able to
> get a result (I got #NUM error, the log file said "empty object handle
> cannot be dereferenced"). Interestingly, some functions (e.g.
> qlVanillaSwapNominal) worked for the same object. It seems that only those
> functions which needed to calculate something returned an error.
> Is there anything I need to understand in the architecture of QuantLibXL to
> get this right? (I tried deleting all objects and some other stuff, nothing
> helped)

That error message would suggest some mistake in identifying the
vanilla swap object on which to call the qlVanillaSwapFairRate()
function (or a similar error to identify some other object of
interest).  That particular error is generated by QLXL, before QL is
ever called, so my first guess would be that it's just a coincidence
that you see the error only on functions which attempt a calculation.

The 0.4.0 release of QuantLibXL includes an example workbook for
vanilla swaps, you could have a look at that.

> On a similar note: when I close the worksheet and open it again, none of the
> created objects (fixed leg schedule, discount curve etc.) comes to
> existence, they do only after I click the corresponding cell and hit enter
> (I checked this using  ohListObjectIDs and ohObjectCount. Does this make
> sense? (automatic or manual recalculation setting didn't make any difference
> here...)

When you open a workbook you need to hit Ctrl-Alt-F9 to force a full
recalculation.

Regards,
Eric

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