QuantlibXL LMM issue

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QuantlibXL LMM issue

nedorub
I am trying to use =qlAccountingEngineMultiplePathValues function in order to perform LMM simulation. However, I am getting the following error message using =ohRangeRetrieveError:

"qlAccountingEngineMultiplePathValues - Error retrieving object with id 'SequenceStatistics#0002' - unable to convert reference to type 'class QuantLibAddin::SequenceStatisticsInc' found instead 'class QuantLibAddin::SequenceStatistics'
"
I am wondering if there is a easy way to fix it?

Thank you very much in advance!
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Re: QuantlibXL LMM issue

Bojan Nikolic

nedorub <[hidden email]> writes:

> I am trying to use =qlAccountingEngineMultiplePathValues function in order to
> perform LMM simulation. However, I am getting the following error message
> using =ohRangeRetrieveError:
>
> "qlAccountingEngineMultiplePathValues - Error retrieving object with id
> 'SequenceStatistics#0002' - unable to convert reference to type 'class
> QuantLibAddin::SequenceStatisticsInc' found instead 'class
> QuantLibAddin::SequenceStatistics'
> "
> I am wondering if there is a easy way to fix it?

I think you need to use the =qlSequenceStatisticsInc() function to
create the object which is fed into
=qlAccountingEngineMultiplePathValues() function.

Best,
Bojan

--
Bojan Nikolic          ||          http://www.bnikolic.co.uk

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Re: QuantlibXL LMM issue

nedorub
Thank you, Bojan. I did it - =qlSequenceStatisticsInc() is my 'SequenceStatistics#0002' from below, but unfortunately it does not work.

Bojan Nikolic wrote
nedorub <nazar.sushko@gmail.com> writes:

> I am trying to use =qlAccountingEngineMultiplePathValues function in order to
> perform LMM simulation. However, I am getting the following error message
> using =ohRangeRetrieveError:
>
> "qlAccountingEngineMultiplePathValues - Error retrieving object with id
> 'SequenceStatistics#0002' - unable to convert reference to type 'class
> QuantLibAddin::SequenceStatisticsInc' found instead 'class
> QuantLibAddin::SequenceStatistics'
> "
> I am wondering if there is a easy way to fix it?

I think you need to use the =qlSequenceStatisticsInc() function to
create the object which is fed into
=qlAccountingEngineMultiplePathValues() function.

Best,
Bojan

--
Bojan Nikolic          ||          http://www.bnikolic.co.uk

------------------------------------------------------------------------------
Learn Windows Azure Live!  Tuesday, Dec 13, 2011
Microsoft is holding a special Learn Windows Azure training event for
developers. It will provide a great way to learn Windows Azure and what it
provides. You can attend the event by watching it streamed LIVE online.  
Learn more at http://p.sf.net/sfu/ms-windowsazure
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QuantlibXL as RTD Server

YuHong-4

Hello,

May I have a question about QuantLib and QuantLibXL components?  Can they run and serve as kind of RTD Server, and feed data to spawned EXCEL display in real time?  Thanks a lot!

Best regards,

Hong Yu


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