Re: Question regarding range of strings in ObjectHandler
Posted by
abdelkader ratnani on
URL: http://quantlib.414.s1.nabble.com/Question-regarding-range-of-strings-in-ObjectHandler-tp12078p12080.html
Hi Eric,
Thanks for your reply. I will try definitely this tomorrow (It is almost 9 pm Tokyo Time).
Basically, I need this range of strings as a building blocks for scripted payoffs, this is what some houses are using
to represent generic instruments where you defined your floating leg and exotic legs using scripted payoffs.
I want to know if there is any ongoing development project in quantlib to price such instruments? We may think of using
boost meta-programming for example as a technical solution.
Could you please send me your comments on this topic?
Regards,
Abdel
2008/6/26 Eric Ehlers <
[hidden email]>:
Hello,
On Thu, June 19, 2008 14:48, abdelkader ratnani wrote:
> Hi,
>
> I have just started using ObjectHandler framework; and I am
> really amazed
> about the overall professional work that was done so far.
Many thanks for the feedback.
> Actually I am struggling to make a String Range; I would like
> to implement
> the same thing as the class Range (which derives from Object)
> with a vector of strings instead of doubles. I have an error
> regarding the
> operttomatrix.
>
> Do you guys have any idea how I can make this class or maybe
> improve the
> existing Range to accept all types from excel?
Edit file ObjectHandler\gensrc\metadata\Functions\range.xml and
copy ohRange to a new class, say ohRange2, with datatype string
instead of double.
You will also need to create a modified copy of file
ObjectHandler\oh\ValueObjects\vo_range.hpp. In the next
release of ObjectHandler this latter step will no longer be
necessary as this file is autogenerated.
When you rebuild the project, the code for the addin functions
should be created automatically and you should get an Excel
addin with your new ohRange2 class.
If you get stuck send another message and I'll send you a quick
demo project.
Regards,
Eric
--
Ratnani Abdelkader
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