Posted by
Nicholas Manganaro on
Jan 02, 2014; 10:59pm
URL: http://quantlib.414.s1.nabble.com/Re-QuantLibXL-VBA-Attempt-tp14802p14811.html
Peter,
Thanks for finding the evil twins ;).
If I'm going to recompile after making some changes along the line you
mention, I might as well update to 1.3 at the same time.
Negatives and zeroes seem like possible index or time series elements to me
too.
-Nick
-----Original Message-----
From: Peter Caspers [mailto:
[hidden email]]
Sent: Thursday, January 02, 2014 12:43 PM
To: Nicholas Manganaro
Cc: Luigi Ballabio; QuantLib users
Subject: Re: [Quantlib-users] QuantLibXL - VBA Attempt
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/t> imeser
> 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
?
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