Question regarding range of strings in ObjectHandler

[abdelkader ratnani]

Hi,

I have just started using ObjectHandler framework; and I am really amazed  about the overall professional work that was done so far.
Actually I am struggling to make a String Range; I would like to implement the same thing as the class Range (which derives from Object)
with a vector of strings instead of doubles. I have an error regarding the operttomatrix. 

Do you guys have any idea how I can make this class or maybe improve the existing Range to accept all types from excel?

Thanks a lot for your help.

Regards
--
Ratnani Abdelkader
-------------------------------------------------------------------------
Check out the new SourceForge.net Marketplace.
It's the best place to buy or sell services for
just about anything Open Source.
http://sourceforge.net/services/buy/index.php
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev

[Eric Ehlers-2]

Hello,

On Thu, June 19, 2008 14:48, abdelkader ratnani wrote:
> Hi,
>
> I have just started using ObjectHandler framework; and I am
> really amazed
> about the overall professional work that was done so far.

Many thanks for the feedback.

> Actually I am struggling to make a String Range; I would like
> to implement
> the same thing as the class Range (which derives from Object)
> with a vector of strings instead of doubles. I have an error
> regarding the
> operttomatrix.
>
> Do you guys have any idea how I can make this class or maybe
> improve the
> existing Range to accept all types from excel?

Edit file ObjectHandler\gensrc\metadata\Functions\range.xml and
copy ohRange to a new class, say ohRange2, with datatype string
instead of double.

You will also need to create a modified copy of file
ObjectHandler\oh\ValueObjects\vo_range.hpp.  In the next
release of ObjectHandler this latter step will no longer be
necessary as this file is autogenerated.

When you rebuild the project, the code for the addin functions
should be created automatically and you should get an Excel
addin with your new ohRange2 class.

If you get stuck send another message and I'll send you a quick
demo project.

Regards,
Eric


-------------------------------------------------------------------------
Check out the new SourceForge.net Marketplace.
It's the best place to buy or sell services for
just about anything Open Source.
http://sourceforge.net/services/buy/index.php
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev

[abdelkader ratnani]

Hi Eric,

Thanks for your reply. I will try definitely this tomorrow (It is almost 9 pm Tokyo Time).

Basically, I need this range of strings as a building blocks for scripted payoffs, this is what some houses are using
to represent generic instruments where you defined your floating leg and exotic legs using scripted payoffs.

I want to know if there is any ongoing development project in quantlib to price such instruments? We may think of using
boost meta-programming for example as a technical solution.

Could you please send me your comments on this topic?

Regards,
Abdel

2008/6/26 Eric Ehlers <[hidden email]>:

Hello,

On Thu, June 19, 2008 14:48, abdelkader ratnani wrote:
> Hi,
>
> I have just started using ObjectHandler framework; and I am
> really amazed
> about the overall professional work that was done so far.

Many thanks for the feedback.

> Actually I am struggling to make a String Range; I would like
> to implement
> the same thing as the class Range (which derives from Object)
> with a vector of strings instead of doubles. I have an error
> regarding the
> operttomatrix.
>
> Do you guys have any idea how I can make this class or maybe
> improve the
> existing Range to accept all types from excel?

Edit file ObjectHandler\gensrc\metadata\Functions\range.xml and
copy ohRange to a new class, say ohRange2, with datatype string
instead of double.

You will also need to create a modified copy of file
ObjectHandler\oh\ValueObjects\vo_range.hpp.  In the next
release of ObjectHandler this latter step will no longer be
necessary as this file is autogenerated.

When you rebuild the project, the code for the addin functions
should be created automatically and you should get an Excel
addin with your new ohRange2 class.

If you get stuck send another message and I'll send you a quick
demo project.

Regards,
Eric

--
Ratnani Abdelkader
-------------------------------------------------------------------------
Check out the new SourceForge.net Marketplace.
It's the best place to buy or sell services for
just about anything Open Source.
http://sourceforge.net/services/buy/index.php
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev

[Ferdinando M. Ametrano-3]

On Thu, Jun 26, 2008 at 2:02 PM, abdelkader ratnani
<[hidden email]> wrote:

> Basically, I need this range of strings as a building blocks for scripted
> payoffs, this is what some houses are using
> to represent generic instruments where you defined your floating leg and
> exotic legs using scripted payoffs.
>
> I want to know if there is any ongoing development project in quantlib to
> price such instruments? We may think of using
> boost meta-programming for example as a technical solution.
>
> Could you please send me your comments on this topic?

As far as I know, nobody is working on payoff scripting, and this
would be a very worth contribution to QuantLib

ciao -- Nando

-------------------------------------------------------------------------
Sponsored by: SourceForge.net Community Choice Awards: VOTE NOW!
Studies have shown that voting for your favorite open source project,
along with a healthy diet, reduces your potential for chronic lameness
and boredom. Vote Now at http://www.sourceforge.net/community/cca08
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev

[Neil Firth]

I know a number of places use Flex/Bison or Lex/Yacc to implement payoff
scripting. The advantages being that it is well tested, and very fast. A
fast implementation is needed as the payoff scripting will be used
inside an American Monte Carlo engine.

http://www.monmouth.com/~wstreett/lex-yacc/lex-yacc.html

Neil

-----Original Message-----
From: [hidden email]
[mailto:[hidden email]] On Behalf Of
Ferdinando Ametrano
Sent: 07 July 2008 10:47
To: abdelkader ratnani
Cc: [hidden email]
Subject: Re: [Quantlib-dev] Question regarding range of strings
inObjectHandler

On Thu, Jun 26, 2008 at 2:02 PM, abdelkader ratnani
<[hidden email]> wrote:
> Basically, I need this range of strings as a building blocks for
scripted
> payoffs, this is what some houses are using
> to represent generic instruments where you defined your floating leg
and
> exotic legs using scripted payoffs.
>
> I want to know if there is any ongoing development project in quantlib
to
> price such instruments? We may think of using
> boost meta-programming for example as a technical solution.
>
> Could you please send me your comments on this topic?

As far as I know, nobody is working on payoff scripting, and this
would be a very worth contribution to QuantLib

ciao -- Nando

------------------------------------------------------------------------
-
Sponsored by: SourceForge.net Community Choice Awards: VOTE NOW!
Studies have shown that voting for your favorite open source project,
along with a healthy diet, reduces your potential for chronic lameness
and boredom. Vote Now at http://www.sourceforge.net/community/cca08
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev


-------------------------------------------------------------------------
Sponsored by: SourceForge.net Community Choice Awards: VOTE NOW!
Studies have shown that voting for your favorite open source project,
along with a healthy diet, reduces your potential for chronic lameness
and boredom. Vote Now at http://www.sourceforge.net/community/cca08
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev