Posted by
Nicholas Manganaro on
Jan 02, 2014; 3:19pm
URL: http://quantlib.414.s1.nabble.com/Re-QuantLibXL-VBA-Attempt-tp14802p14805.html
Thanks to one and all, including Michael who advised me to move to Scala.
Now I have a path to address this surprise, which is much appreciated. I
will seriously consider the pull request route, as I think it would be
generally beneficial.
The funny thing is that I pulled much of the example (modified to test the
query from the qlTimeSeries object) out of a response for an earlier inquiry
on how to use QuantLibXL with VBA, and there was no response indicating that
his situation might result.
Excelsior!
-Nick
-----Original Message-----
From: Luigi Ballabio [mailto:
[hidden email]]
Sent: Thursday, January 02, 2014 6:16 AM
To: Peter Caspers
Cc:
[hidden email]; QuantLib users
Subject: Re: [Quantlib-users] QuantLibXL - VBA Attempt
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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