Re: QuantLibXL - VBA Attempt

Posted by Peter Caspers-4 on
URL: http://quantlib.414.s1.nabble.com/Re-QuantLibXL-VBA-Attempt-tp14802p14808.html

I think this is just a copy/paste thing (from the index wrapper)

qlo/index.cpp, lines 40-51 => qlo/timeseries.cpp, lines 49-60

In addition to the values[i]!=0.0 check, the restriction to positive
values (QL_REQUIRE(...)) does not make sense either for the time
series, nor does the comment / the exception message apply there.

However also for indexes one could think of allowing for zero or
negative fixings.

Peter

On 2 January 2014 16:19, Nicholas Manganaro <[hidden email]> wrote:

> 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/timeser
> ies.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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>
>
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