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Re: QLXL matrix parameter type conversion/translation question

Posted by Eric Ehlers-2 on Oct 11, 2013; 8:48am
URL: http://quantlib.414.s1.nabble.com/QLXL-matrix-parameter-type-conversion-translation-question-tp14152p14581.html

Hi Pepe,

On 2013-03-20 18:04, [hidden email] wrote:

> Hello all,
> Why is it when I write:
>
>           <Parameter name='SomeVectorVector'>
>             <type>QuantLib::Real</type>
>             <tensorRank>matrix</tensorRank>
>             <description>My Matrix.</description>
>           </Parameter>
>
> the code generated in create_myspaguetti.cpp does not write the
> conversion. The variable SomeVectorVectorLib is not declared but
> invoked when calling the constructor/meber/procedure.
>
> Of course I can live with it since:
>           <Parameter name='SomeVectorVector'>
>             <type>double</type>
>             <tensorRank>matrix</tensorRank>
>             <description>My Matrix.</description>
>           </Parameter>
> goes fine.
> But I must be missing something.
> ?
> Apologies if it is documented somewhere already.
>
> Best regards
> Pepe

There must be a rule defined for double but not for QuantLib::Real.  To
get it to work for QuantLib::Real, you could copy the rule for double
and change the type.  The rule in question probably lives in file
QuantLibAddin\gensrc\metadata\rules\excel.xml.  Within that file you
would have to figure out which RuleGroup to edit, that depends on which
section of source code is being generated.  Unfortunately none of this
is documented, sorry about that.

Kind 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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