Posted by
Peter Caspers-4 on
URL: http://quantlib.414.s1.nabble.com/Exposing-GeneralizedHullWhite-in-QuantLibXL-tp14826p14835.html
Hi Hyungseok,
ok, then the question is how to expose methods to excel with
non-native return type, right ? This is not straightforward, I had the
same question some time ago:
http://quantlib.10058.n7.nabble.com/Return-object-in-QLXL-td8942.htmlProbably you have to wrap boost::function into a ql object to follow
the path described in the thread, though (not sure about that, it's
been a time since I worked
with the addin).
Peter
On 10 January 2014 00:48, Hyung-Seok Hahm <
[hidden email]> wrote:
> Hi Peter,
>
> In fact, I moved the methods from private to public. I know it is not the
> smartest thing to do, but for the sake of practicality. After being sure
> that the code works, I will make the code prettier.
>
> Thanks for the heads up. I'll look into that then.
>
> Cheers,
>
> Hyungseok
>
>
> On Thu, Jan 9, 2014 at 7:44 PM, Peter Caspers <
[hidden email]>
> wrote:
>>
>> > The corresponding part of GeneralizedHullWhite.hpp in QuantLib is
>> >
>> > boost::function<Real (Time)> speed() const;
>> > boost::function<Real (Time)> vol() const;
>>
>> no, it isn't. These are private methods of the class, if I am not
>> mistaken, not part of the constructor. The
>> latter reads
>>
>> GeneralizedHullWhite(
>> const Handle<YieldTermStructure>& yieldtermStructure,
>> const std::vector<Date>& speedstructure,
>> const std::vector<Date>& volstructure,
>> const std::vector<Real>& speed,
>> const std::vector<Real>& vol);
>>
>> so you should check your wrapper code (or post it here for further
>> clarification).
>>
>> Depending on what you are planning to do, a look into the sister
>> folder ql/experimental/models might also
>> be interesting (well at the moment probably only if you connect to the
>> current git master, not on a released
>> version).
>>
>> Best regards
>> Peter
>
>
>
>
> --
>
> Hyungseok Hahm, PhD, FRM
>
> Quantitative Analyst
>
> Industrial Bank of Korea
>
> Trading Department
>
> Tel : 82-2-729-7081
>
> Fax : 82-2-729-6084
>
> E-mail :
[hidden email]
>
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>
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>
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http://kr.linkedin.com/pub/dir/Hyung-seok/Hahm------------------------------------------------------------------------------
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