Re: QuantLibAddin - initial questions

Posted by Mark Knecht on
URL: http://quantlib.414.s1.nabble.com/QuantLibAddin-initial-questions-tp14656p14700.html

On Mon, Dec 9, 2013 at 3:00 AM, Eric Ehlers <[hidden email]> wrote:
> Hi Mark,
>
> Sorry for the long delay in responding.  Is late better than never?
>

Absolutely! I appreciate the answers whenever they come.

<SNIP>

>
>> 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.
>

Yes, a while into the process I recreated some of the examples from
scratch and convinced myself the installation is indeed running
correctly as best I can tell. I've got a simple example open now that
has cell B3 populated with

=qlBlackConstantVol(,B1,"target",B2)

where B1 = today() and B2=20%. If I hit Calculate Now the cell seems
to update. However as a complete newbie to the addin I'm not the least
bit clear what the result means. What I see is

obj_00000#0003

I need to get some understand where this object is kept, what's in it,
what other functions are able to access it. Clearly other cells like

=qlTermStructureReferenceDate(B3)

read it and do reasonable things, but again, as a newbie it's really
unclear what that object in B3 is or how I study how this fits
together. I feel like I'm not yet finding some piece of basic
documentation that covers the overall structure of these tools. (I'm
not a strong programmer so I've not tried to read any code. Maybe
that's where I need to go?)

Anyway, there is no problem here other than my learning curve!

Thanks,
Mark

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