Re: Yield, Macaulay duration and Convexity calculation for Notes/Bonds, etc.
Locked
Re: Yield, Macaulay duration and Convexity calculation for Notes/Bonds, etc.
 
|
Sorry for the barrage, but . . Should I expect the 1.2.0 versions of gensrc and ObjectHandler to work with QuantLib 1.3 to allow me to compile a fully featured, 32 bit update to the QuantLibXL add-in, providing I am using a supported version of Visual Studio, i.e. 2008 or 2010? -Nick From: Nicholas Manganaro [[hidden email]] Digging around, I found the following reference in the document for QuantLibAddin, which I’m trying to follow: http://quantlib.org/quantlibaddin/extend_enum_tutorial.html Since the type is in ..\QuantLibAddin\gensrc\metadata\enumerations\enumeratedtypes.xml and ..\QuantLibAddin\gensrc\metadata\types\types.xml, I do not think I have to add anything under instruction #2 to get “SimpleThenCompounded” to be exposed to Excel, but when I look at ..\QuantLib\ql\pricingengines\bond\bondfunctions.hpp there are only three compounded conventions in the description (which may well just be a text string), and only 3 work in the QLXL function. Where would the exclusion of the “SimpleThenCompounded” element of the “Compounded” type happen? And how can I undo the exclusion once identified? Digging, but not buried. -Nick From: Nicholas Manganaro [[hidden email]] Jean-Mathieu, Thanks for your speedy response. While I see your reference in the QuantLibAddin folder, I could not something similar in the QuantLibXL folder generated during the compilation process. As a result, the type did not work as an input for QLXL in my recent experiment using MS Office 2010, 32 bit. Is there a reference source for a way to create or expose the enumerations through the QL_XL add-in? -Nick <SNIP> ------------------------------------------------------------------------------ Sponsored by Intel(R) XDK Develop, test and display web and hybrid apps with a single code base. Download it for free now! http://pubads.g.doubleclick.net/gampad/clk?id=111408631&iu=/4140/ostg.clktrk _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: Yield, Macaulay duration and Convexity calculation for Notes/Bonds, etc.
|
|
Hi
I did it with microsoft visual c 10 and it worked like a breeze Almost no warning Just be careful about the paths in the various sub projects Rgds
De : Nicholas Manganaro [mailto:[hidden email]]
Envoyé : Tuesday, December 10, 2013 05:40 AM À : [hidden email] <[hidden email]> Objet : Re: [Quantlib-users] Yield, Macaulay duration and Convexity calculation for Notes/Bonds, etc. Sorry for the barrage, but . . Should I expect the 1.2.0 versions of gensrc and ObjectHandler to work with QuantLib 1.3 to allow me to compile a fully featured, 32 bit update to the QuantLibXL
add-in, providing I am using a supported version of Visual Studio, i.e. 2008 or 2010? -Nick From: Nicholas Manganaro [[hidden email]]
Digging around, I found the following reference in the document for QuantLibAddin, which I’m trying to follow: http://quantlib.org/quantlibaddin/extend_enum_tutorial.html
Since the type is in ..\QuantLibAddin\gensrc\metadata\enumerations\enumeratedtypes.xml and ..\QuantLibAddin\gensrc\metadata\types\types.xml, I do not think
I have to add anything under instruction #2 to get “SimpleThenCompounded” to be exposed to Excel, but when I look at
..\QuantLib\ql\pricingengines\bond\bondfunctions.hpp there are only three compounded conventions in the description (which may well just be a text string),
and only 3 work in the QLXL function. Where would the exclusion of the “SimpleThenCompounded” element of the “Compounded” type happen? And how can I undo the exclusion once identified? Digging, but not buried. -Nick From: Nicholas Manganaro [[hidden email]]
Jean-Mathieu, Thanks for your speedy response. While I see your reference in the QuantLibAddin folder, I could not something similar in the QuantLibXL folder generated during the compilation process. As a result, the type did not work as an input for QLXL in my recent experiment using MS Office 2010, 32 bit. Is there a reference source for a way to create or expose the enumerations through the QL_XL add-in? -Nick <SNIP> ------------------------------------------------------------------------------ Sponsored by Intel(R) XDK Develop, test and display web and hybrid apps with a single code base. Download it for free now! http://pubads.g.doubleclick.net/gampad/clk?id=111408631&iu=/4140/ostg.clktrk _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
| Free forum by Nabble | Edit this page |