Timing issues when recalculating an XL spreadsheet with Quantlib

[Grześ Andruszkiewicz]

Hi,

I just noticed that my QuantLib spreadsheet has issues when recalculating in Excel: sometimes Excel reads the value of the instrument before the pricing engine is set, hence resulting in an error. Any ideas how to get around it?

Regards,

Grzegorz

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[japari]

Are you using the dependency trigger?
In
qlInstrumentNPV("InstrumentCELL", "CellWhereEngineIsSetToTheInstrument")

is the second entry.

Sometimes it bites me if I dont set the dependencies in an orderly manner (that one depends on others and so on...)

Best
pp


----- Original Message -----
From: "Grześ Andruszkiewicz" <[hidden email]>
To: [hidden email]
Sent: Thursday, 13 June, 2013 4:47:27 PM
Subject: [Quantlib-dev] Timing issues when recalculating an XL spreadsheet with Quantlib






Hi,

I just noticed that my QuantLib spreadsheet has issues when recalculating in Excel: sometimes Excel reads the value of the instrument before the pricing engine is set, hence resulting in an error. Any ideas how to get around it?

Regards,
Grzegorz

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[Eric Ehlers-2]

Hi Grzegorz,

On 2013-06-13 16:47, Grześ Andruszkiewicz wrote:
> Hi,
>
> I just noticed that my QuantLib spreadsheet has issues when
> recalculating in Excel: sometimes Excel reads the value of the
> instrument before the pricing engine is set, hence resulting in an
> error. Any ideas how to get around it?

Please see

     http://quantlib.org/objecthandler/references.html

Kind 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

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