XLL

[amandine vincotte]

Hi,

I am trying to Create an XLL with C++ code which contains QuantLib info.
I do not know how to pass the QuantLib parameters such as "Frequency", "Calendar" etc...
Could someone help me to get started?

Thanks a lot in advance

Amandine


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[Eric Ehlers-2]

Hi Amandine,

> Hi,
>
> I am trying to Create an XLL with C++ code which contains QuantLib info.
> I do not know how to pass the QuantLib parameters such as "Frequency",
> "Calendar" etc...
> Could someone help me to get started?

You will need to write some code to translate the datatypes supported by
the Excel interface, such as char*, into the required QuantLib types.

You can look at QuantLibXL for one example of how to do this.  QuantLibXL
uses an Enumeration Registry which maps strings to function pointers that
return the corresponding types.  The documentation of the supported
QuantLib::Frequency values is here:

http://quantlib.org/quantlibaddin/auto/enums.html#enum_type_11

Steps for building QuantLibXL are here:

http://quantlib.org/quantlibaddin/build_tutorial.html

The code to populate the map for QuantLib::Frequency values is found in file

QuantLibAddin\qlo\enumtyperegistry.cpp

One example of an Excel function which receives a char* as input and calls
in to the Enumeration Registry to retrieve the corresponding
QuantLib::Frequency value is function qlPeriodFromFrequency() in file

QuantLibXL\qlxl\Functions\date.cpp

Regards,
Eric


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