quantlibXL: avoiding full calculation Ctrl-Alt-F9

Hi, I'm a newbie of QuantlibXL e probably this is a stupid question... I wrote my first file simply mimicking a quantlibXL example (BS europ option), but every time I open Excel, I must do a full calculation (Ctrl-Alt-F9), otherwise the quantlibXL functions give me #NUM! or #VALUE... Why? Is it possible to avoid this?
Thx a lot
Stefano


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[Andrew Downes]

 Hi,

I think the reason you need to do this is dependencies - Excel doesn't
evaluate cells in the correct order so is missing some information when
it comes to evaluate some cells. You can evaluate them in the correct
order by hand, but I usually use Ctrl-Alt-F9 to save time.

Cheers,

Andrew



>Institutional Portfolio Management
>Australia and New Zealand Banking Group Limited
>18/100 Queen St, Melbourne, 3000
>phone: [phone]

-----Original Message-----
From: [hidden email] [mailto:[hidden email]]
Sent: Wednesday, 7 April 2010 7:09 PM
To: quantlib-users
Subject: [Quantlib-users] quantlibXL: avoiding full calculation
Ctrl-Alt-F9

Hi, I'm a newbie of QuantlibXL e probably this is a stupid question... I
wrote my first file simply mimicking a quantlibXL example (BS europ
option), but every time I open Excel, I must do a full calculation
(Ctrl-Alt-F9), otherwise the quantlibXL functions give me #NUM! or
#VALUE... Why? Is it possible to avoid this?
Thx a lot
Stefano




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[Eric Ehlers-2]

Hi Stefano,

> Hi, I'm a newbie of QuantlibXL e probably this is a stupid  
> question... I wrote my first file simply mimicking a quantlibXL  
> example (BS europ option), but every time I open Excel, I must do a  
> full calculation (Ctrl-Alt-F9), otherwise the quantlibXL functions  
> give me #NUM! or #VALUE... Why? Is it possible to avoid this?
> Thx a lot
> Stefano

One approach to workbook design is
1) Ensure that calculation is set to manual.
2) Require the user to do a full calculation (Ctrl-Alt-F9) once after  
the workbook is open.
3) Configure cell dependencies and triggers such that after subsequent  
updates an incremental calculation (F9) is sufficient.

The above setup is nice if the user wants a little more control over  
the calculation event.  It would not work in the case of a live market  
data feed, where the rates are updated in (almost) real time and the  
PV must continuously be updated to reflect changes in market data.

In that case you would set calculation to automatic.  You would still  
set up triggers and dependencies such that updates to market data  
cause a recalculation of PV.  You might still require a single full  
recalc at startup, you could avoid that by creating additional  
triggers but it would make the workbook more complicated.

See also: http://quantlib.org/quantlibaddin/observer.html.

Regards,
Eric


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