Quantlib XL - Permanent Objects

[Sparviero]

Hi all,

I would know if is possible to store/save the schedule and "instrument" objects; maybe the attribute Permanent can help?

The goal is to have schedules and instrument objects (Legs, Cap&Floors, Swaptions, Bonds) mapped in a workbook. The attributes of these objects do not change over time (this is partially true, anyway  is enough a daily recalc ).
in my worksheet these objects are built after a lot of checks on the input data (e.g. payoffs, bond types, payment types etc.) and I do not want to re-build them every time I refresh prices, say, NPVs (usually I do that via a force recalc CTRL+ALT+F9).

So I'm looking for a way to "point" the objects, stored somewhere, and to let refresh only the NPVs and the market data with a force recalc.

I attach here an example.

Many thanks in advance,

Iacopo

P.S. I'm trying upload the xlxs without success.....uploaded here Download at SpeedyShare

[cheng li]

Hi Iacopo,

To save an object which doesn't change often, you can look into QuantLibXL
sterilization mechanism. It can save a object permanently to a file and
reuse it later  

Regards,
Cheng

-----邮件原件-----
发件人: Sparviero [mailto:[hidden email]]
发送时间: 2015年6月9日 1:18
收件人: [hidden email]
主题: [Quantlib-users] Quantlib XL - Permanent Objects

Hi all,

I would know if is possible to store/save the schedule and "instrument"
objects; maybe the attribute Permanent can help?

The goal is to have schedules and instrument objects (Legs, Cap&Floors,
Swaptions, Bonds) mapped in a workbook. The attributes of these objects do
not change over time (this is partially true, anyway  is enough a daily
recalc ).
in my worksheet these objects are built after a lot of checks on the input
data (e.g. payoffs, bond types, payment types etc.) and I do not want to
re-build them every time I refresh prices, say, NPVs (usually I do that via
a force recalc CTRL+ALT+F9).

So I'm looking for a way to "point" the objects, stored somewhere, and to
let refresh only the NPVs and the market data with a force recalc.

I attach here an example.

Many thanks in advance,

Iacopo

Prova_Permanent.xlsx
<http://quantlib.10058.n7.nabble.com/file/n16638/Prova_Permanent.xlsx>  



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[Sparviero]

Many thanks Cheng!

Seems to be what I was looking for, I will study the logic behind and how get things work.

Regards,

Iacopo

[Eric Ehlers-3]

Hello,

You might find this demo useful:

http://quantlib.org/quantlibxl/framework.html#fw_demo_xml1

It relies on the Excel VBA Framework, which was last released in
version 1.4.

Your own solution would not necessarily need to depend on the Framework.

Kind Regards,
Eric

On Tue, 9 Jun 2015 03:00:28 -0700 (MST)
Sparviero <[hidden email]> wrote:

> Many thanks Cheng!
>
> Seems to be what I was looking for, I will study the logic behind and
> how get things work.
>
> Regards,
>
> Iacopo
>
>
>
> --
> View this message in context:
> http://quantlib.10058.n7.nabble.com/Quantlib-XL-Permanent-Objects-tp16638p16643.html
> Sent from the quantlib-users mailing list archive at Nabble.com.
>
> ------------------------------------------------------------------------------
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

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