Posted by
Eric Ehlers-2 on
URL: http://quantlib.414.s1.nabble.com/QuantLibAddin-initial-questions-tp14656p14711.html
>>> 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?)
No question that the documentation is thin but I hope that it is
possible for a non-programmer to get up to speed on the usage of
QuantLibXL without referring to source code.
> =qlBlackConstantVol(,B1,"target",B2)
Please try replacing that call with
=qlBlackConstantVol("my_vol", B1, "target", B2)
In other words, for the first parameter, in place of a null string, pass
in your own string that you would like to use as the object name. This
might make the behavior clearer to start. Later on you can go back to
using anonymous objects if you prefer.
Some functions that should help you to understand the behavior of
ObjectHandler (upon which QuantLibXL is built):
ohRepositoryObjectCount(), ohRepositoryListObjectIDs(),
ohObjectCallerAddress(), ohRangeRetrieveErro()
Links to some documents that should help you get up to speed:
http://quantlib.org/objecthandler/manual.htmlhttp://quantlib.org/objecthandler/references.htmlhttp://quantlib.org/objecthandler/allfunctions.htmlhttp://quantlib.org/quantlibxl/manual.htmlhttp://quantlib.org/quantlibxl/allfunctions.htmlhttp://quantlib.org/quantlibxl/enums.htmlKind 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
------------------------------------------------------------------------------
Sponsored by Intel(R) XDK
Develop, test and display web and hybrid apps with a single code base.
Download it for free now!
http://pubads.g.doubleclick.net/gampad/clk?id=111408631&iu=/4140/ostg.clktrk_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users