Posted by
Luigi Ballabio on
Jan 02, 2014; 11:16am
URL: http://quantlib.414.s1.nabble.com/Re-QuantLibXL-VBA-Attempt-tp14802p14804.html
Yes, it's a null. The time series is telling you that there's no value
at that date. I was puzzled that a value = 0 should be discarded, but
it turns out that there's some code added in the Excel wrappers that
filter zeroes out: see
<
https://github.com/lballabio/quantlib/blob/master/QuantLibAddin/qlo/timeseries.cpp>
on line 53 and following. If you want to enable zero values, just
remove the check for values[i] != 0.0 and recompile. Once you've done
it, you might also send a pull request to Eric (his repo is at
<
https://github.com/eehlers/quantlib/>) or Ferdinando
(<
https://github.com/fametrano/quantlib/>) so that they consider
including the change in the official addin.
Luigi
On Thu, Jan 2, 2014 at 12:00 PM, Peter Caspers <
[hidden email]> wrote:
>> and got 40910 and 3.40282346638529E+38, respectively. Something
>> happened to make the 0 value very large.
>
> this second value looks like Null<Real>(), i.e. the way QuantLib represents
> a null floating point value. maybe this helps somehow already ?
>
> best regards
> Peter
>
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