Quantlib XL - Permanent Objects

Posted by Sparviero on
URL: http://quantlib.414.s1.nabble.com/Quantlib-XL-Permanent-Objects-tp16638.html

Hi all,

I would know if is possible to store/save the schedule and "instrument" objects; maybe the attribute Permanent can help?

The goal is to have schedules and instrument objects (Legs, Cap&Floors, Swaptions, Bonds) mapped in a workbook. The attributes of these objects do not change over time (this is partially true, anyway  is enough a daily recalc ).
in my worksheet these objects are built after a lot of checks on the input data (e.g. payoffs, bond types, payment types etc.) and I do not want to re-build them every time I refresh prices, say, NPVs (usually I do that via a force recalc CTRL+ALT+F9).

So I'm looking for a way to "point" the objects, stored somewhere, and to let refresh only the NPVs and the market data with a force recalc.

I attach here an example.

Many thanks in advance,

Iacopo

P.S. I'm trying upload the xlxs without success.....uploaded here Download at SpeedyShare