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Re: Stale handles from objectHandler?

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rohan talwar

Re: Stale handles from objectHandler?

Hi all, I posted this a couple of weeks ago.

It would be really helpful if someone could let me know whether there are additional configuration steps involved with getting the implementation working robustly. Particularly whether xl version has anything to do with it, and even more remotely, the vista operating system.

Basically, nothing recalcs on a worksheet (reliably - vanilla options, across a many point strike structure, calls and puts) - I don't think it is [generally] an issue with XL, per se, since any user defined functions work as expected with appropriate behavior vis-a-vis dirty precedents [cells].

Would appreciate some help/feedback, as I am at a bit of a standstill. I don't want to junk the sheet.

Thanks in advance

Rohan Talwar

From: rohan talwar <[hidden email]>
To: [hidden email]
Sent: Mon, 10 January, 2011 21:48:07
Subject: Stale handles from objectHandler?

Hi, I am a new member of the quantlib user group, and new in general to this type of thing. I am not sure how to address this group, as I don't know who will answer.

My setup is a folllows:
OS=Windows Vista (32bit)
XL = 2010

I have written a worksheet which is fairly complicated by my own admission, and I am having troubles with stale handles or something like that. I think there is some issue with dependency tree/calc tree. When I full calc a sheet (the workbook), many cells do not update. When I visit an individual cell (recalc via F2) the value is updated. Prior to that it is #NUM! and there is no error - ie F2 provides value. I have a large table of values, which seems to never update.

Also, I am trying to remove explicit trigger params, since I do not manually reference objects, but do so via reference (to cells). Does this affect performace - vis-a-vis dependency tracking and the calc tree?

There are some related queries, but I will leave these for follow on.

Kind regards
Rohan Talwar

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Eric Ehlers-2

Re: Stale handles from objectHandler?

Hi Rohan,

Welcome to the mailing list and apologies for the delay in responding.

Do you have calculation set to manual or automatic? The latter would
be the usual choice for a workbook receiving a live data feed.

In a correctly designed workbook, under automatic calculation, any
change in inputs should result in an automatic update of outputs (i.e.
dependent cells). With calculation set to manual, then after a change
in inputs, hitting F9 to invoke an incremental recalculation should be
sufficient to update all outputs. You can use Ctrl-Alt-F9 to force a
full recalculation of all cells, this is a brute force measure which
should not normally be required during production usage, perhaps once
just after opening workbook(s). Hitting F2 to refresh individual
cells shouldn't be necessary.

If a change in inputs does not result in the expected change in
outputs, this almost certainly points to a flaw in the design of the
workbook. I doubt that the versions of Excel and Windows are likely
to be relevant. It is a question of ensuring that each formula refers
to the cells on which it depends. Usually explicit cell references
are preferred, though in some cases triggers might be required, please
see http://quantlib.org/objecthandler/references.html.

Regards,
Eric

===================================================
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
* Distributed computing for pricing analytics
* Use Microsoft Excel as a client to the Grid

Quoting rohan talwar <[hidden email]>:

> Hi all, I posted this a couple of weeks ago.
> It would be really helpful if someone could let me know whether there are
> additional configuration steps involved with getting the
> implementation working
> robustly. Particularly whether xl version has anything to do with
> it, and even
> more remotely, the vista operating system.
>
> Basically, nothing recalcs on a worksheet (reliably - vanilla
> options, across a
> many point strike structure, calls and puts) - I don't think it is
> [generally]
> an issue with XL, per se, since any user defined functions work as
> expected with
> appropriate behavior vis-a-vis dirty precedents [cells].
>
> Would appreciate some help/feedback, as I am at a bit of a
> standstill. I don't
> want to junk the sheet.
>
> Thanks in advance
> Rohan Talwar
>
>
>
> ________________________________
> From: rohan talwar <[hidden email]>
> To: [hidden email]
> Sent: Mon, 10 January, 2011 21:48:07
> Subject: Stale handles from objectHandler?
>
>
> Hi, I am a new member of the quantlib user group, and new in general to this
> type of thing. I am not sure how to address this group, as I don't
> know who will
> answer.
>
> My setup is a folllows:
> OS=Windows Vista (32bit)
> XL = 2010
>
> I have written a worksheet which is fairly complicated by my own
> admission, and
> I am having troubles with stale handles or something like that. I
> think there is
> some issue with dependency tree/calc tree. When I full calc a sheet (the
> workbook), many cells do not update. When I visit an individual cell
> (recalc via
> F2) the value is updated. Prior to that it is #NUM! and there is no
> error - ie
> F2 provides value. I have a large table of values, which seems to
> never update.
>
> Also, I am trying to remove explicit trigger params, since I do not manually
> reference objects, but do so via reference (to cells). Does this affect
> performace - vis-a-vis dependency tracking and the calc tree?
>
> There are some related queries, but I will leave these for follow on.
>
> Kind regards
> Rohan Talwar

rohan talwar

Fw: Stale handles from objectHandler?

Eric

Thanks for coming back to me. I am not sure it is a design flaw as such. But I know it is definitely not perfect.

I normally set calc to manual, due to habit, but I also don't want recalcs too often (I have some volatile functions, like offset, and index, etc.). What I can say, is that even after brute force (Ctrl-Alt-F9) cells are still not refreshing (on screen). It is only after I navigate and F2 in each [and every] cell individually that the value comes up visible (as opposed to the normal object handler error of #NUM!). This issue is that It is not errored, but will not spontaneously recalc (in visible terms into the contents of the cell).

I create a strike curve (discrete) into cells, and then build a new =qlBlackConstantVol(...), and then a =qlGeneralizedBlackScholesProcess(...). I then create a bumped (shifted surface) and calc prices on this also. So the effect is a large table of handles (strings), to calls and puts, and bumped calls and puts. The table measures about r60*c16), and there are explicit dependencies, which is a preference, indeed. Problem is it's full of #NUM! until I go and F2 them and then go to the inquiry cells ( =qlInstrumentNPV(...) ).

Has anyone else reported any similar issues to this sort of thing?

Kind regards

Rohan Talwar

From: Eric Ehlers <[hidden email]>
To: rohan talwar <[hidden email]>
Cc: [hidden email]
Sent: Sat, 22 January, 2011 4:05:21
Subject: Re: [Quantlib-users] Stale handles from objectHandler?

Hi Rohan,

Welcome to the mailing list and apologies for the delay in responding.

Do you have calculation set to manual or automatic? The latter would be the usual choice for a workbook receiving a live data feed.

In a correctly designed workbook, under automatic calculation, any change in inputs should result in an automatic update of outputs (i.e. dependent cells). With calculation set to manual, then after a change in inputs, hitting F9 to invoke an incremental recalculation should be sufficient to update all outputs. You can use Ctrl-Alt-F9 to force a full recalculation of all cells, this is a brute force measure which should not normally be required during production usage, perhaps once just after opening workbook(s). Hitting F2 to refresh individual cells shouldn't be necessary.

If a change in inputs does not result in the expected change in outputs, this almost certainly points to a flaw in the design of the workbook. I doubt that the versions of Excel and Windows are likely to be relevant. It is a question of ensuring that each formula refers to the cells on which it depends. Usually explicit cell references are preferred, though in some cases triggers might be required, please see http://quantlib.org/objecthandler/references.html.

Regards,
Eric

===================================================
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
* Distributed computing for pricing analytics
* Use Microsoft Excel as a client to the Grid

Quoting rohan talwar <[hidden email]>:

> Hi all, I posted this a couple of weeks ago.
> It would be really helpful if someone could let me know whether there are
> additional configuration steps involved with getting the implementation working
> robustly. Particularly whether xl version has anything to do with it, and even
> more remotely, the vista operating system.
>
> Basically, nothing recalcs on a worksheet (reliably - vanilla options, across a
> many point strike structure, calls and puts) - I don't think it is [generally]
> an issue with XL, per se, since any user defined functions work as expected with
> appropriate behavior vis-a-vis dirty precedents [cells].
>
> Would appreciate some help/feedback, as I am at a bit of a standstill. I don't
> want to junk the sheet.
>
> Thanks in advance
> Rohan Talwar
>
>
>
> ________________________________
> From: rohan talwar <[hidden email]>
> To: [hidden email]
> Sent: Mon, 10 January, 2011 21:48:07
> Subject: Stale handles from objectHandler?
>
>
> Hi, I am a new member of the quantlib user group, and new in general to this
> type of thing. I am not sure how to address this group, as I don't know who will
> answer.
>
> My setup is a folllows:
> OS=Windows Vista (32bit)
> XL = 2010
>
> I have written a worksheet which is fairly complicated by my own admission, and
> I am having troubles with stale handles or something like that. I think there is
> some issue with dependency tree/calc tree. When I full calc a sheet (the
> workbook), many cells do not update. When I visit an individual cell (recalc via
> F2) the value is updated. Prior to that it is #NUM! and there is no error - ie
> F2 provides value. I have a large table of values, which seems to never update.
>
> Also, I am trying to remove explicit trigger params, since I do not manually
> reference objects, but do so via reference (to cells). Does this affect
> performace - vis-a-vis dependency tracking and the calc tree?
>
> There are some related queries, but I will leave these for follow on.
>
> Kind regards
> Rohan Talwar