Re: QuantLibAddin - initial questions

Posted by Eric Ehlers-2 on
URL: http://quantlib.414.s1.nabble.com/QuantLibAddin-initial-questions-tp14656p14697.html

Hi Mark,

Sorry for the long delay in responding.  Is late better than never?

> FIRST QUESTION: Is there anything about the above combination that
> would cause a problem for QuantLibAddin?

I think it should be OK.

>   OK, so I have almost no experience with Excel AddIns so I hope I'm
> not doing something stupid here. I've installed
> QuantLibXL-bin-1.2.0.exe on the system and in Excel I've added
>
> C:\Program Files
> (x86)\QuantLibXL-1.2.0\xll\QuantLibXL-vc90-mt-s-1_2_0.xll
>
> as an AddIn. I also added the path to it the Trust Center.
>
>    At this point I do not see an AddIn tab at the top of Excel but if
> I try to add a function to a random cell in Excel I do see and can add
> a QuantLib function so the library seems to be there.

This is what you would expect.  The XLL implements worksheet functions,
but does not create any menu items.  You do get a QuantLibXL menu when
you install the VBA Framework
(http://quantlib.org/quantlibxl/framework.html).

> SECOND QUESTION: In the simplest of example files
> (BlackConstantVol.xls) there is a cell that shows 'obj_0000#0001'. If
> I hit Calculate Now this cell updates (0002, 0003, etc) Can I assume
> that the installation is basically working?

Yes that looks OK.

> LAST QUESTION: If I attempt the same test with YieldCurveBootstrapping
> I see yellow cells everywhere. As this is in the Stand Alone Samples
> directory and talked about as a test file on the web site I want to
> make sure I'm at least set up to make it run if it should.

I am not sure what you mean when you say that you see yellow cells
everywhere.  I just tested that workbook and it seems to me to be
functioning OK, I get the yield curve constructed in cell
=Bootstrapping!F8.

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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