How to enhance QuantLibXL without breaking anything?
URL: http://quantlib.414.s1.nabble.com/How-to-enhance-QuantLibXL-without-breaking-anything-tp12970.html
Guys,
I am trying to enhance the FixedRateBond function of QuantLibXL but I can't find a way to do that without breaking compatibility. Below you can see the all current arguments of the function. In order to correctly represent that NTNF bond I need that coupon rate is 10% Annual 30/360 (30/360 just to count integer months).
I believe there are at least two ways to do that:
- Change coupons from scalar to InterestRate object - it means that any current spreadsheet will fail because it is a new type for the field
- Include fields to the compounding rule and day counter - it meas that some spreadsheet will fail because that trigger field is always the last one (you don't setup it in bonds.xml)
It is a bit weird because I enhanced QuantLib's FixedRateBond to include proper behavior and kept backward compatibility (test suite just ran 
), but can't do the same for QuantLibXL. However, main main purpose doing that was ehancing QuantLibXL).
How could I finish this work? Should I create a new function (like newFixedRateBond), generate the diff file, attach a spreadsheet use case and let maintainers decide what to do with it?
I believe any object exposed to QuantLibXL may have this problem because make spreadsheet functions backward compatible is much harder than making it for C++ classes.
Regards,
ObjectID Description NTNF Currency BRL SettlementDays 3 FaceAmount 1000 ScheduleID obj_0000f#0003 Coupons 10.0000% DayCounter Business252 PaymentBDC Following Redemption IssueDate Permanent Trigger
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