problem with qlRand() and some other Math functions

[fredrik.dahlqvist]

Hi,

I've recently installed QuantLibXL 0.9.0 (on Excel 2003) and most things
work fine. But I have a strange problem with some Math functions. It seems
that all the Math functions for which there is an Excel equivalent return
0. For example qlRand() returns 0.000000 in the RandomNumbers.xls workbook.
Same thing for all the functions in the normdist.xls workbook (eg
qlNormSInv return 0.00000). I haven't found any help on t he internet. Is
this something you've come across before?

Many thanks and well done for this brilliant tool,

Fredrik Dahlqvist
Quant Fixed Income Strategist
HSBC

************************************************************
HSBC Bank plc may be solicited in the course of its placement efforts for a
new issue, by investment clients of the firm for whom the Bank as a firm
already provides other services. It may equally decide to allocate to its
own proprietary book or with an associate of HSBC Group. This represents a
potential conflict of interest. HSBC Bank plc has internal arrangements
designed to ensure that the firm would give unbiased and full advice to the
corporate finance client about the valuation and pricing of the offering as
well as internal systems, controls and procedures to identify and manage
conflicts of interest.

HSBC Bank plc
Registered Office: 8 Canada Square, London E14 5HQ, United Kingdom
Registered in England - Number 14259
Authorised and regulated by the Financial Services Authority.
************************************************************


-----------------------------------------
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attached hereto must be read in conjunction with any disclaimer
which forms part of it. Unless otherwise stated, this transmission
is neither an offer nor the solicitation of an offer to sell or
purchase any investment. Its contents are based on information
obtained from sources believed to be reliable but HSBC makes no
representation and accepts no responsibility or liability as to its
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[Ferdinando M. Ametrano-3]

Hi Fredrik

> qlRand() returns 0.000000 in the RandomNumbers.xls workbook.
It doesn't happen to me. Did you try to force recalculation with Cntrl+Alt+F9?

Btw RandomNumbers.xls is in the Draft folder, which should have not
been distributed as those workbooks aren't finished yet. Anyway I have
no problem with qlRandomize() and qlRand() with both 0.9.0 and (the
forthcoming) 0.9.6

> Same thing for all the functions in the normdist.xls workbook
again I have no problem with both 0.9.0 and 0.9.6

ciao -- Nando

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[fredrik.dahlqvist]

ok. Here it is again.
Tks

Hi Fernandino,
thanks for your reply.
I've installed QuantLibXL on 3 machines at work and I have the same problem
on each one of them. Some (most) functions return 0.0000000. And not just
math functions, bond yield, acrrued,... returns 0.000000. But then
InterpolationInterpolate() works! I've even re-built the whole project in
Visual Studio (with ObjectHandler,...) and debugged the code. The code for
qlRand() works fine, it's when the code jumps back to Excel that I get 0. I
have the sneaking suspicion that I'm getting the address of some pointer in
my spreadsheet because the 0.00000000 is actually often something to the
E-238 or some ridiculous number like that. Do you think it could be a
problem with my Excel settings?
I would really like to use QuantLibXL and teach it to my collegues..
Many thanks for you help,
Fredrik

************************************************************
HSBC Bank plc may be solicited in the course of its placement efforts for a
new issue, by investment clients of the firm for whom the Bank as a firm
already provides other services. It may equally decide to allocate to its
own proprietary book or with an associate of HSBC Group. This represents a
potential conflict of interest. HSBC Bank plc has internal arrangements
designed to ensure that the firm would give unbiased and full advice to the
corporate finance client about the valuation and pricing of the offering as
well as internal systems, controls and procedures to identify and manage
conflicts of interest.

HSBC Bank plc
Registered Office: 8 Canada Square, London E14 5HQ, United Kingdom
Registered in England - Number 14259
Authorised and regulated by the Financial Services Authority.
************************************************************


-----------------------------------------
SAVE PAPER - THINK BEFORE YOU PRINT!

This transmission has been issued by a member of the HSBC Group
"HSBC" for the information of the addressee only and should not be
reproduced and/or distributed to any other person. Each page
attached hereto must be read in conjunction with any disclaimer
which forms part of it. Unless otherwise stated, this transmission
is neither an offer nor the solicitation of an offer to sell or
purchase any investment. Its contents are based on information
obtained from sources believed to be reliable but HSBC makes no
representation and accepts no responsibility or liability as to its
completeness or accuracy.

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[Eric Ehlers-2]

Hi Frederik,

Could you let me know the exact version numbers and service packs for your
Windows and Excel - I'll check if there is a known problem with XLLs on your
platform.

If possible pls visit the Updates sites for Windows and Excel and see if that
fixes the problem.

Would you mind sending me a small workbook which illustrates the problem?
Perhaps it will work fine on my machine and tell me nothing, but I'd be
interested to see.

Thanks,
Eric

On Tue, August 26, 2008 12:36, [hidden email] wrote:

> ok. Here it is again.
> Tks
>
> Hi Fernandino,
> thanks for your reply.
> I've installed QuantLibXL on 3 machines at work and I have the same problem
> on each one of them. Some (most) functions return 0.0000000. And not just
> math functions, bond yield, acrrued,... returns 0.000000. But then
> InterpolationInterpolate() works! I've even re-built the whole project in
> Visual Studio (with ObjectHandler,...) and debugged the code. The code for
> qlRand() works fine, it's when the code jumps back to Excel that I get 0. I
> have the sneaking suspicion that I'm getting the address of some pointer in
> my spreadsheet because the 0.00000000 is actually often something to the
> E-238 or some ridiculous number like that. Do you think it could be a
> problem with my Excel settings?
> I would really like to use QuantLibXL and teach it to my collegues..
> Many thanks for you help,
> Fredrik
>
> ************************************************************
> HSBC Bank plc may be solicited in the course of its placement efforts for a
> new issue, by investment clients of the firm for whom the Bank as a firm
> already provides other services. It may equally decide to allocate to its
> own proprietary book or with an associate of HSBC Group. This represents a
> potential conflict of interest. HSBC Bank plc has internal arrangements
> designed to ensure that the firm would give unbiased and full advice to the
> corporate finance client about the valuation and pricing of the offering as
> well as internal systems, controls and procedures to identify and manage
> conflicts of interest.
>
> HSBC Bank plc
> Registered Office: 8 Canada Square, London E14 5HQ, United Kingdom
> Registered in England - Number 14259
> Authorised and regulated by the Financial Services Authority.
> ************************************************************
>
>
> -----------------------------------------
> SAVE PAPER - THINK BEFORE YOU PRINT!
>
> This transmission has been issued by a member of the HSBC Group
> "HSBC" for the information of the addressee only and should not be
> reproduced and/or distributed to any other person. Each page
> attached hereto must be read in conjunction with any disclaimer
> which forms part of it. Unless otherwise stated, this transmission
> is neither an offer nor the solicitation of an offer to sell or
> purchase any investment. Its contents are based on information
> obtained from sources believed to be reliable but HSBC makes no
> representation and accepts no responsibility or liability as to its
> completeness or accuracy.
>
> -------------------------------------------------------------------------
> This SF.Net email is sponsored by the Moblin Your Move Developer's challenge
> Build the coolest Linux based applications with Moblin SDK & win great prizes
> Grand prize is a trip for two to an Open Source event anywhere in the world
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> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

-------------------------
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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[fredrik.dahlqvist]

Hi Eric,

thanks for your reply.
My Settings are as follows:

Microsoft Office Excel 2003
Microsoft Windows XP, Version 2002, Service Pack 2
QuantLibXL -0.9.0

Here's a workbook with some functions that do work and some functions that
don't.
I will try to find XL updates as you recommended.

Thanks for your help,

Fredrik

(See attached file: QuantLibXL_problem_example.xls)




                                                                           
             "Eric Ehlers"                                                
             <eric.ehlers@nazc                                            
             atech.be>                                                  To
                                       Fredrik DAHLQVIST/IBEU/HSBC@HSBC    
             27/08/2008 11:03                                           cc
             Mail Size: 7645           "Ferdinando Ametrano"              
                                       <[hidden email]>,              
             Please respond to         [hidden email],      
             eric.ehlers@nazca         [hidden email]        
                  tech.be                                          Subject
                                       Re: [Quantlib-users] problem with  
                                       qlRand() and some other Math        
                                       functions                          
                                                                    Entity
                                       Investment Banking Europe - IBEU    
                                                                           
                                                                           
                                                                           
                                                                           
                                                                           
                                                                           




Hi Frederik,

Could you let me know the exact version numbers and service packs for your
Windows and Excel - I'll check if there is a known problem with XLLs on
your
platform.

If possible pls visit the Updates sites for Windows and Excel and see if
that
fixes the problem.

Would you mind sending me a small workbook which illustrates the problem?
Perhaps it will work fine on my machine and tell me nothing, but I'd be
interested to see.

Thanks,
Eric

On Tue, August 26, 2008 12:36, [hidden email] wrote:
> ok. Here it is again.
> Tks
>
> Hi Fernandino,
> thanks for your reply.
> I've installed QuantLibXL on 3 machines at work and I have the same
problem
> on each one of them. Some (most) functions return 0.0000000. And not just
> math functions, bond yield, acrrued,... returns 0.000000. But then
> InterpolationInterpolate() works! I've even re-built the whole project in
> Visual Studio (with ObjectHandler,...) and debugged the code. The code
for
> qlRand() works fine, it's when the code jumps back to Excel that I get 0.
I
> have the sneaking suspicion that I'm getting the address of some pointer
in
> my spreadsheet because the 0.00000000 is actually often something to the
> E-238 or some ridiculous number like that. Do you think it could be a
> problem with my Excel settings?
> I would really like to use QuantLibXL and teach it to my collegues..
> Many thanks for you help,
> Fredrik
>
> ************************************************************
> HSBC Bank plc may be solicited in the course of its placement efforts for
a
> new issue, by investment clients of the firm for whom the Bank as a firm
> already provides other services. It may equally decide to allocate to its
> own proprietary book or with an associate of HSBC Group. This represents
a
> potential conflict of interest. HSBC Bank plc has internal arrangements
> designed to ensure that the firm would give unbiased and full advice to
the
> corporate finance client about the valuation and pricing of the offering
as

> well as internal systems, controls and procedures to identify and manage
> conflicts of interest.
>
> HSBC Bank plc
> Registered Office: 8 Canada Square, London E14 5HQ, United Kingdom
> Registered in England - Number 14259
> Authorised and regulated by the Financial Services Authority.
> ************************************************************
>
>
> -----------------------------------------
> SAVE PAPER - THINK BEFORE YOU PRINT!
>
> This transmission has been issued by a member of the HSBC Group
> "HSBC" for the information of the addressee only and should not be
> reproduced and/or distributed to any other person. Each page
> attached hereto must be read in conjunction with any disclaimer
> which forms part of it. Unless otherwise stated, this transmission
> is neither an offer nor the solicitation of an offer to sell or
> purchase any investment. Its contents are based on information
> obtained from sources believed to be reliable but HSBC makes no
> representation and accepts no responsibility or liability as to its
> completeness or accuracy.
>
> -------------------------------------------------------------------------
> This SF.Net email is sponsored by the Moblin Your Move Developer's

challenge
> Build the coolest Linux based applications with Moblin SDK & win great

prizes
> Grand prize is a trip for two to an Open Source event anywhere in the
world
> http://moblin-contest.org/redirect.php?banner_id=100&url=/
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>


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





************************************************************
HSBC Bank plc may be solicited in the course of its placement efforts for a
new issue, by investment clients of the firm for whom the Bank as a firm
already provides other services. It may equally decide to allocate to its
own proprietary book or with an associate of HSBC Group. This represents a
potential conflict of interest. HSBC Bank plc has internal arrangements
designed to ensure that the firm would give unbiased and full advice to the
corporate finance client about the valuation and pricing of the offering as
well as internal systems, controls and procedures to identify and manage
conflicts of interest.

HSBC Bank plc
Registered Office: 8 Canada Square, London E14 5HQ, United Kingdom
Registered in England - Number 14259
Authorised and regulated by the Financial Services Authority.
************************************************************


-----------------------------------------
SAVE PAPER - THINK BEFORE YOU PRINT!

This transmission has been issued by a member of the HSBC Group
"HSBC" for the information of the addressee only and should not be
reproduced and/or distributed to any other person. Each page
attached hereto must be read in conjunction with any disclaimer
which forms part of it. Unless otherwise stated, this transmission
is neither an offer nor the solicitation of an offer to sell or
purchase any investment. Its contents are based on information
obtained from sources believed to be reliable but HSBC makes no
representation and accepts no responsibility or liability as to its
completeness or accuracy.
-------------------------------------------------------------------------
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[Eric Ehlers-2]

Hi Fredrik,

On Tue, September 2, 2008 10:37, [hidden email] wrote:
> Hi Eric,
>
> thanks for your reply.
> My Settings are as follows:
>
> Microsoft Office Excel 2003

Exactly what value do you get for the version number, when you do Help |
About?  I get
Microsoft Office Excel 2003 (11.8211.8202) SP3

> Microsoft Windows XP, Version 2002, Service Pack 2
> QuantLibXL -0.9.0

Looks good.  For the sake of consistency I suggest performing all
troubleshooting with the QuantLibXL-vc80-mt-s-0_9_0.xll from the binary
release unless of course you decide to do more debugging.

> Here's a workbook with some functions that do work and some functions that
> don't.

Thanks very much for sending that.  I was really hoping that the workbook
would give me some clue as to the problem and I scoured it for any glitch I
could think of, but sadly the thing just works normally on my machine and
tells me nothing at all.

> I will try to find XL updates as you recommended.

Great.  You're the first to report this problem so I would bet that the error
is triggered at least in part by some property which is shared by the three
machines on which you observe a failure.  For the sake of comparison it would
be great to get a build somewhere on your side which works correctly so I
would try the Windows and Office updates and maybe also install on whatever
other machine is available to you, a laptop or your home PC.

Please keep me posted.

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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[fredrik.dahlqvist]

Hi Eric,

here are my full Excel settings

Microsoft Office Excel 2003 (11.8169.8172) SP3

I will keep you updated if I find a solution to my problem.

Fredrik

PS: nice too see a fellow Belgian involved in this stuff ;)

************************************************************
HSBC Bank plc may be solicited in the course of its placement efforts for a
new issue, by investment clients of the firm for whom the Bank as a firm
already provides other services. It may equally decide to allocate to its
own proprietary book or with an associate of HSBC Group. This represents a
potential conflict of interest. HSBC Bank plc has internal arrangements
designed to ensure that the firm would give unbiased and full advice to the
corporate finance client about the valuation and pricing of the offering as
well as internal systems, controls and procedures to identify and manage
conflicts of interest.

HSBC Bank plc
Registered Office: 8 Canada Square, London E14 5HQ, United Kingdom
Registered in England - Number 14259
Authorised and regulated by the Financial Services Authority.
************************************************************


-----------------------------------------
SAVE PAPER - THINK BEFORE YOU PRINT!

This transmission has been issued by a member of the HSBC Group
"HSBC" for the information of the addressee only and should not be
reproduced and/or distributed to any other person. Each page
attached hereto must be read in conjunction with any disclaimer
which forms part of it. Unless otherwise stated, this transmission
is neither an offer nor the solicitation of an offer to sell or
purchase any investment. Its contents are based on information
obtained from sources believed to be reliable but HSBC makes no
representation and accepts no responsibility or liability as to its
completeness or accuracy.

-------------------------------------------------------------------------
This SF.Net email is sponsored by the Moblin Your Move Developer's challenge
Build the coolest Linux based applications with Moblin SDK & win great prizes
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[Eric Ehlers-2]

Hi Fredrik,

On Thu, September 4, 2008 16:59, [hidden email] wrote:
> Hi Eric,
> here are my full Excel settings
> Microsoft Office Excel 2003 (11.8169.8172) SP3

We're both on SP3 so it seems unlikely that the Excel version alone explains
the bug.  There have been numerous cases over the years where a given build of
Excel causes XLLs to malfunction but I've Googled all over for anything that
might explain your problem, no joy.

> I will keep you updated if I find a solution to my problem.

Thanks, I'll be interested to hear whatever info you discover.  In the
meantime I can't think what else I can do to help from here.

> Fredrik
> PS: nice too see a fellow Belgian involved in this stuff ;)

I'm just a guest here.  I do love this place though, most particulary its
beverage department. ;)

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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