Posted by
cheng li on
URL: http://quantlib.414.s1.nabble.com/Quantlib-XL-Permanent-Objects-tp16638p16642.html
Hi Iacopo,
To save an object which doesn't change often, you can look into QuantLibXL
sterilization mechanism. It can save a object permanently to a file and
reuse it later
Regards,
Cheng
-----邮件原件-----
发件人: Sparviero [mailto:
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发送时间: 2015年6月9日 1:18
收件人:
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主题: [Quantlib-users] Quantlib XL - Permanent Objects
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
Prova_Permanent.xlsx
<
http://quantlib.10058.n7.nabble.com/file/n16638/Prova_Permanent.xlsx>
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