Re: Timing issues when recalculating an XL spreadsheet with Quantlib
Posted by
japari on
Jun 13, 2013; 3:10pm
URL: http://quantlib.414.s1.nabble.com/Timing-issues-when-recalculating-an-XL-spreadsheet-with-Quantlib-tp14368p14369.html
Are you using the dependency trigger?
In
qlInstrumentNPV("InstrumentCELL", "CellWhereEngineIsSetToTheInstrument")
is the second entry.
Sometimes it bites me if I dont set the dependencies in an orderly manner (that one depends on others and so on...)
Best
pp
----- Original Message -----
From: "Grześ Andruszkiewicz" <
[hidden email]>
To:
[hidden email]
Sent: Thursday, 13 June, 2013 4:47:27 PM
Subject: [Quantlib-dev] Timing issues when recalculating an XL spreadsheet with Quantlib
Hi,
I just noticed that my QuantLib spreadsheet has issues when recalculating in Excel: sometimes Excel reads the value of the instrument before the pricing engine is set, hence resulting in an error. Any ideas how to get around it?
Regards,
Grzegorz
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