Sorry for the barrage, but . .
Should I expect the 1.2.0 versions of gensrc and ObjectHandler to work with QuantLib 1.3 to allow me to compile a fully featured, 32 bit update to the QuantLibXL
add-in, providing I am using a supported version of Visual Studio, i.e. 2008 or 2010?
-Nick
From: Nicholas Manganaro [[hidden email]]
Sent: Monday, December 09, 2013 11:18 PM
To: '[hidden email]'
Subject: RE: [Quantlib-users] Yield, Macaulay duration and Convexity calculation for Notes/Bonds
Digging around, I found the following reference in the document for QuantLibAddin, which I’m trying to follow:
http://quantlib.org/quantlibaddin/extend_enum_tutorial.html
Since the type is in ..\QuantLibAddin\gensrc\metadata\enumerations\enumeratedtypes.xml and ..\QuantLibAddin\gensrc\metadata\types\types.xml, I do not think
I have to add anything under instruction #2 to get “SimpleThenCompounded” to be exposed to Excel, but when I look at
..\QuantLib\ql\pricingengines\bond\bondfunctions.hpp there are only three compounded conventions in the description (which may well just be a text string),
and only 3 work in the QLXL function.
Where would the exclusion of the “SimpleThenCompounded” element of the “Compounded” type happen? And how can I undo the exclusion once identified?
Digging, but not buried.
-Nick
From: Nicholas Manganaro [[hidden email]]
Sent: Monday, December 09, 2013 5:51 PM
To: 'Jean-Mathieu Vermosen'
Cc: [hidden email]
Subject: Re: [Quantlib-users] Yield, Macaulay duration and Convexity calculation for Notes/Bonds
Jean-Mathieu,
Thanks for your speedy response.
While I see your reference in the QuantLibAddin folder, I could not something similar in the QuantLibXL folder generated during the compilation process.
As a result, the type did not work as an input for QLXL in my recent experiment using MS Office 2010, 32 bit.
Is there a reference source for a way to create or expose the enumerations through the QL_XL add-in?
-Nick
<SNIP>
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