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WG: QLXL Error message

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petercaspers

WG: QLXL Error message

seems as if I have to include "qlo / conversions / all.hpp". But in this
file the lines for including "coercequote" and "coercetermstructure" are
commented out. if I include them (at least the second)2 again, my project
compiles.

Is there a special reason, why the two files are not included in "all.hpp"?
I have once again a feeling, that I am doing something which is not meant
like this....

Thanks, Peter

----- Weitergeleitet von Peter Caspers/Controlling und Planung/WGZ BANK/DE
am 29.09.2009 15:03 -----

Peter
Caspers/Controlli
ng und An
Planung/WGZ [hidden email]
BANK/DE et
Kopie
29.09.2009 13:01
Thema
QLXL Error message

Hi everybody,

I have a problem using QLXL again. I want to export the following
constructor to Excel:

CalibrationHelperSwaptionsSimpleSVModel(const
shared_ptr<YieldTermStructure> yts,
const shared_ptr<SwaptionVolatilityCube>
swaptionVolCube,
const vector<Period>& optionTenors,
const vector<Period>& swapTenors,
const vector<double>& strikeSpreads);

I added the following to QuantLibObjects:

namespace QuantLibAddin {

class CalibrationHelperSwaptionsSimpleSVModel : public
ObjectHandler::LibraryObject<QuantLib::CalibrationHelperSwaptionsSimpleSVModel>
{
public:
CalibrationHelperSwaptionsSimpleSVModel(const
boost::shared_ptr<ObjectHandler::ValueObject>& properties,
const boost::shared_ptr<QuantLib::YieldTermStructure> yts,
const boost::shared_ptr<QuantLib::SwaptionVolatilityCube>
swaptionVolCube,
const std::vector<QuantLib::Period>& optionTenors,
const std::vector<QuantLib::Period>& swapTenors,
const std::vector<double>& strikeSpreads,
bool permanent);
protected:
OH_LIB_CTOR(CalibrationHelperSwaptionsSimpleSVModel,
QuantLib::CalibrationHelperSwaptionsSimpleSVModel)
};

}

CalibrationHelperSwaptionsSimpleSVModel::CalibrationHelperSwaptionsSimpleSVModel(const
boost::shared_ptr<ObjectHandler::ValueObject>& properties,
const boost::shared_ptr<QuantLib::YieldTermStructure> yts,
const boost::shared_ptr<QuantLib::SwaptionVolatilityCube>
swaptionVolCube,
const std::vector<QuantLib::Period>& optionTenors,
const std::vector<QuantLib::Period>& swapTenors,
const std::vector<double>& strikeSpreads,
bool permanent) :
ObjectHandler::LibraryObject<QuantLib::CalibrationHelperSwaptionsSimpleSVModel>(properties,
permanent) {

libraryObject_ =
boost::shared_ptr<QuantLib::CalibrationHelperSwaptionsSimpleSVModel>(new

QuantLib::CalibrationHelperSwaptionsSimpleSVModel(yts,swaptionVolCube,optionTenors,swapTenors,strikeSpreads));

}

In qlgensrc I added:

<serializationIncludes>
<include>qlo/calibrationHelperSwaptionsSimpleSVModel.hpp</include>
<include>qlo/swaptionvolstructure.hpp</include>
<include>ql/quantlib.hpp</include>
<include>simulatedAnnealing.hpp</include>
<include>simpleSVModel.hpp</include>
</serializationIncludes>
<addinIncludes>
<include>qlo/calibrationHelperSwaptionsSimpleSVModel.hpp</include>
<include>qlo/swaptionvolstructure.hpp</include>
<include>ql/quantlib.hpp</include>
<include>simulatedAnnealing.hpp</include>
<include>simpleSVModel.hpp</include>
</addinIncludes>

<Constructor name='CalibrationHelperSwaptionsSimpleSVModel'>

<libraryFunction>CalibrationHelperSwaptionsSimpleSVModel</libraryFunction>
<SupportedPlatforms>

<SupportedPlatform name='Excel' calcInWizard='false'/>
<SupportedPlatform name='Cpp'/>
</SupportedPlatforms>
<ParameterList>
<Parameters>
<Parameter name='Yts'>
<type>QuantLib::YieldTermStructure</type>
<superType>libraryClass</superType>
<tensorRank>scalar</tensorRank>
<description>Yield Curve</description>
</Parameter>
<Parameter name='VolCube'>
<type>QuantLib::SwaptionVolatilityCube</type>
<superType>libraryTermStructure</superType>
<tensorRank>scalar</tensorRank>
<description>Swaption volatility Cube</description>
</Parameter>
<Parameter name='OptionTenors'>
<type>QuantLib::Period</type>
<tensorRank>vector</tensorRank>
<description>Option Tenors of swaptions in the calibration
basket</description>
</Parameter>
<Parameter name='SwapTenors'>
<type>QuantLib::Period</type>
<tensorRank>vector</tensorRank>
<description>Swap Tenors of swaptions in the calibration
basket</description>
</Parameter>
<Parameter name='StrikeSpreads'>
<type>QuantLib::Real</type>
<tensorRank>vector</tensorRank>
<description>Common smile strike spreads</description>
</Parameter>
</Parameters>
</ParameterList>
</Constructor>

When I build the project I get the following error messages compiling
QuantLibObjects:

vo_calibrationHelperSwaptionsSimpleSVModel.cpp
serialization_calibrationHelperSwaptionsSimpleSVModel.cpp
create_calibrationHelperSwaptionsSimpleSVModel.cpp
.\qlo\serialization\create\create_calibrationHelperSwaptionsSimpleSVModel.cpp(81)
: error C2039: 'CoerceTermStructure': Ist kein Element von 'QuantLibAddin'
.\qlo\serialization\create\create_calibrationHelperSwaptionsSimpleSVModel.cpp(81)
: error C2065: 'CoerceTermStructure': nichtdeklarierter Bezeichner
.\qlo\serialization\create\create_calibrationHelperSwaptionsSimpleSVModel.cpp(82)
: error C2275: 'QuantLibAddin::SwaptionVolatilityCube': Ungültige
Verwendung dieses Typs als Ausdruck
.\qlo\serialization\create\create_calibrationHelperSwaptionsSimpleSVModel.cpp(83)
: error C2888: 'QuantLib::SwaptionVolatilityCube': Symbol kann nicht im
Namespace 'QuantLibAddin' definiert werden
.\qlo\serialization\create\create_calibrationHelperSwaptionsSimpleSVModel.cpp(83)
: error C2143: Syntaxfehler: Es fehlt ';' vor '>'
.\qlo\serialization\create\create_calibrationHelperSwaptionsSimpleSVModel.cpp(83)
: error C2143: Syntaxfehler: Es fehlt ';' vor '>'

Can someone please help me to fix this?

Thank you, best regards
Peter

------------------------------------------------------------------------------------------------------------------------------------------------------
WGZ BANK AG Westdeutsche Genossenschafts-Zentralbank
Sitz: Düsseldorf, Registergericht: Amtsgericht Düsseldorf, HRB 52363
Vorstand: Werner Böhnke (Vors.), Karl-Heinz Moll, Thomas Ullrich,
Hans-Bernd Wolberg
Vorsitzender des Aufsichtsrats: Dieter Philipp

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