http://quantlib.414.s1.nabble.com/LibreOffice-Calc-addin-tp18009p18096.html
The enum (QuantLib::Position) does works, it is just that it worked by moving the code to a separate python file rather than having it within my own creditdefaultswap.py file.
The date in the worksheet I was talking about is a user defined one, not the system date. I was not referring to your sample worksheet. But as I said, do not take my word on this before I had properly define a user case that can be reproduced easily.
Happy to be a tester; in fact I think I will ditch my own stuff since yours is more clear and far easier to use; I hope I am contributing somehow
> Hi,
>
> Enums are not generated automatically. They have to be defined in
> conversions. For further discussions please provide the metadata code
> you generated. Without it I cannot assist you ...
>
> A remark concerning the spreadsheet: under "Settings" the
> evaluationdate is set to Today(). So calculations might change from
> day
> to day since schedules are generated based on this date (schedules
> are
> not defined statically, they are calculated based on evaluationdate
> and
> the calendar (holidays) is different from NullCalendar ...). If you
> would like to change this: just replace Today() with the date of your
> choice in "Settings". Then everything should work as you expect.
>
>
> Best regards,
> Lars
>
>
>
> Am Donnerstag, den 16.02.2017, 11:02 +0100 schrieb
[hidden email]:
> > Hello Lars, thank you for the reply.
> > Somehow the Position enum wasnt being generated in the sources and
> > I
> > realized it has to be declared in a separate file; is this
> > intended?
> >
> > Theres some chaotic behaviour, like default TS calibrating to
> > different values to the previous time I openend the worksheet but I
> > dont know if this is a serialization or a Calc problem. Looks like
> > resetting the eval date cleans up things. I'll try to get an
> > specific
> > user case.
> >
> > I just sent a pr
> > Best
> > pp
> >
> >
> > ----- Original Message -----
> > >
> > > Hi,
> > >
> > > some comments below.
> > >
> > >
> > > Best regards,
> > > Lars
> > >
> > >
> > >
> > > Am Dienstag, den 14.02.2017, 11:31 +0100 schrieb
[hidden email]:
> > > >
> > > > Hi,
> > > > I did realize I dont need abstract base classes. I had declared
> > > > RiskyFixedBond and therefore I needed to have currencies, that
> > > > went
> > > > all right. Also I am declaring CDS but I get problems with the
> > > > type
> > > > conversion of the protection side and the schedule type (also
> > > > in
> > > > the
> > > > defaultable bond). If I understood your doc I wrote:
> > > >
> > > > ImplicitConversionsCalc = [
> > > > ("QuantLib::Protection::Side", "std::string", "string",
> > > > "EnumeratedType", "<<"),
> > > > ]
> > > >
> > > > QuantLibTypes = [
> > > > ("EnumeratedType", "ql/default.hpp",
> > > > "QuantLib::Protection::Side", "std::string", "Buyer",
> > > > "QuantLib::Protection::Buyer"),
> > > > ("EnumeratedType", "ql/default.hpp",
> > > > "QuantLib::Protection::Side", "std::string", "Seller",
> > > > "QuantLib::Protection::Seller"),
> > > > ]
> > > >
> > > ###
> > > That declaration should work (analoguous to Option::Type). The
> > > parameter type in the addin interface should be
> > > QuantLib::Protection::Side.
> > > ###
> > > >
> > > > is that ok? For the scehdule I will pull your code and figure
> > > > it
> > > > out.
> > > >
> > > > Also I have moved the code under "./gensrc/code" to
> > > > "./gensrc/codesrc" the reason is that if I want to debug the
> > > > python
> > > > tools with eclipse or any other debugger it gets confused with
> > > > /code/
> > > > and the python libraries.
> > > ###
> > > I will change it ...
> > > ###
> > > >
> > > > Antoher minor point is that the parser is very picky on not
> > > > having
> > > > carriage returns on the parameter list of constructors, it
> > > > fails
> > > > if
> > > > theres one.
> > > ###
> > > The *.py files under the metadata directory are parsed in python
> > > syntax. It should be possible to use a backslash at the end of a
> > > line
> > > for a line break like
> > >
> > > ("Constructor", "ql/experimental/credit/riskybond.hpp",
> > > "QuantLib::RiskyFixedBond(std::string Name,
> > > QuantLib::Currency
> > > Ccy, \
> > > QuantLib::Real RecoveryRate,
> > > QuantLib::Handle<QuantLib::DefaultProbabilityTermStructure>
> > > DefaultTS,
> > > \
> > > QuantLib::Schedule Schedule, QuantLib::Real Rate,
> > > QuantLib::DayCounter DayCounter, \
> > > QuantLib::BusinessDayConvention PaymentConvention,
> > > std::vector<QuantLib::Real> Notionals, \
> > > QuantLib::Handle<QuantLib::YieldTermStructure> YieldTS)",
> > > "", "qlRiskyFixedBond"),
> > > ###
> > > >
> > > > Best regards
> > > > pp
> > > >
> > > >
> > > >
> > > >
> > > > ----- Original Message -----
> > > > >
> > > > >
> > > > > Hello,
> > > > >
> > > > > I have added an example under
> > > > > experimental/credit/riskybond.py
> > > > > and
> > > > > in
> > > > > the spreadsheet.
> > > > >
> > > > > You need not define the base class - except you would like to
> > > > > refer
> > > > > to
> > > > > member functions of it. I assume that it is not necessary to
> > > > > instantiate a base class (like RiskyBond which has virtual
> > > > > functions).
> > > > >
> > > > > I also added code to handle 1D return types of
> > > > > enumeratedobjects
> > > > > (ccy()
> > > > > function of RiskyBond) in calc.py and for the correct
> > > > > handling
> > > > > of
> > > > > std::string input parameters (like 'name' of riskybond - not
> > > > > handled
> > > > > like objects) in addinclasses.py.
> > > > >
> > > > > In some part of the code I have left statements of the type
> > > > > --- if __name__ == "__main__": ---. You can ignore them since
> > > > > you
> > > > > invoke 'python main.py -o'. The previous statement --- if
> > > > > __name__
> > > > > ...
> > > > > --- is for debugging since I can execute the file alone
> > > > > without
> > > > > executing main.py.
> > > > >
> > > > >
> > > > > Regards,
> > > > > Lars Callenbach
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > Am Montag, den 13.02.2017, 14:20 +0100 schrieb
> > > > >
[hidden email]:
> > > > > >
> > > > > >
> > > > > > Hi again,
> > > > > > I am not sure what I was asking makes sense anymore;
> > > > > > something
> > > > > > is
> > > > > > failing when I add some extra functions but not sure where.
> > > > > > Some add ok some do not, so it might just be syntax staring
> > > > > > in
> > > > > > front
> > > > > > of my nose.
> > > > > >
> > > > > > I am looking at the code and some files contain non
> > > > > > portable
> > > > > > paths
> > > > > > like line 275 of enumeratedobjects.py :
> > > > > > pmd = ParseMetaData('/work/QuantLib-
> > > > > > Addin/gensrc/metadata',
> > > > > > 'Calc')
> > > > > > this does not prevent things from working on my side
> > > > > > however.
> > > > > > guess it is not being used?
> > > > > >
> > > > > > Best
> > > > > > PP
> > > > > >
> > > > > >
> > > > > > ----- Original Message -----
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > Hi Lars,
> > > > > > > How do you declare and use abstract types? Say I want to
> > > > > > > define
> > > > > > > a
> > > > > > > new
> > > > > > > constructor (e.g. riskybond.py) which needs an pointer in
> > > > > > > its
> > > > > > > constructor of a virtual base type (defaulttermstructure)
> > > > > > > How
> > > > > > > do
> > > > > > > I
> > > > > > > declare that type? I see there are methods for the type
> > > > > > > (defaulttermstructure.py) so they can be used from all
> > > > > > > derived
> > > > > > > classes but how does one declares the abstract type to be
> > > > > > > recognised?
> > > > > > > Best
> > > > > > > pp
> > > > > > >
> > > > > > >
> > > > > > > ----- Original Message -----
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > > Hi,
> > > > > > > > I like its simplicity. It works very well on my
> > > > > > > > mint/ubuntu
> > > > > > > > with
> > > > > > > > the
> > > > > > > > last version of libreoffice + sdk. I can drive the
> > > > > > > > debugger
> > > > > > > > directly
> > > > > > > > from Calc.
> > > > > > > > Too bad the worksheets need to be rewritten but that's
> > > > > > > > a
> > > > > > > > minor
> > > > > > > > inconvenience.
> > > > > > > > Something I am wondering, what happens now with the
> > > > > > > > dependencies?
> > > > > > > > Can
> > > > > > > > they be forced now?
> > > > > > > > Would it be possible to get the doxygen c++ doc for
> > > > > > > > free
> > > > > > > > into
> > > > > > > > the
> > > > > > > > parameters of the functions? Through an hypothetical
> > > > > > > > doxy-c++-py
> > > > > > > > module?
> > > > > > > > I might pr new functions as I use them.
> > > > > > > > Best and thank you
> > > > > > > > pp
> > > > > > > >
> > > > > > > > ----- Original Message -----
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > Hi,
> > > > > > > > >
> > > > > > > > > it is independent of Reposit and has a modified
> > > > > > > > > version
> > > > > > > > > of
> > > > > > > > > the
> > > > > > > > > "old"
> > > > > > > > > repository/objecthandler code of the QuantLibAddin in
> > > > > > > > > the
> > > > > > > > > folder
> > > > > > > > > oh.
> > > > > > > > >
> > > > > > > > > The other code components are generated by python
> > > > > > > > > code
> > > > > > > > > based
> > > > > > > > > on
> > > > > > > > > metadata defined under gensrc/metadata (similar to
> > > > > > > > > SWIG
> > > > > > > > > but
> > > > > > > > > without
> > > > > > > > > the
> > > > > > > > > class hierarchy redefinitions).
> > > > > > > > >
> > > > > > > > > I assume that Mac-OS is a quick win - but I have had
> > > > > > > > > some
> > > > > > > > > problems
> > > > > > > > > compiling the examples of LibreOffice/SDK under
> > > > > > > > > Windows
> > > > > > > > > (unix
> > > > > > > > > convention of paths in the SDK files which do not
> > > > > > > > > work
> > > > > > > > > under
> > > > > > > > > Windows
> > > > > > > > > -
> > > > > > > > > help appreciated since my license of VS-C++ is
> > > > > > > > > expired).
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > Kind regards,
> > > > > > > > > Lars
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > Am Donnerstag, den 26.01.2017, 18:50 +0100 schrieb
> > > > > > > > >
[hidden email]:
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > > > That's very good news,
> > > > > > > > > > I know I could look and I will but, is that working
> > > > > > > > > > ok
> > > > > > > > > > for
> > > > > > > > > > all
> > > > > > > > > > OS?
> > > > > > > > > > Is
> > > > > > > > > > it based on the previous OH or on the new Reposit
> > > > > > > > > > framework?
> > > > > > > > > > Thank you
> > > > > > > > > > pp
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > > > ----- Original Message -----
> > > > > > > > > > >
> > > > > > > > > > >
> > > > > > > > > > >
> > > > > > > > > > >
> > > > > > > > > > > Good evening,
> > > > > > > > > > >
> > > > > > > > > > > I have a running version for the addin for
> > > > > > > > > > > LibreOffice/Calc.
> > > > > > > > > > > On
> > > > > > > > > > > GitHub
> > > > > > > > > > > I have a first prototype for automatic addin code
> > > > > > > > > > > generation
> > > > > > > > > > > of
> > > > > > > > > > > QuantLib functions and classes for Calc
> > > > > > > > > > > (github.com/lcallenbach/quantlibaddin).
> > > > > > > > > > >
> > > > > > > > > > > Feedback (and testing on other platforms)
> > > > > > > > > > > welcome.
> > > > > > > > > > >
> > > > > > > > > > >
> > > > > > > > > > > Kind regards,
> > > > > > > > > > > Lars
> > > > > > > > > > >
> > > > > > > > > > > -------------------------------------------------
> > > > > > > > > > > ----
> > > > > > > > > > > ----
> > > > > > > > > > > --------
> > > > > > > > > > > -------------
> > > > > > > > > > > Check out the vibrant tech community on one of
> > > > > > > > > > > the
> > > > > > > > > > > world's
> > > > > > > > > > > most
> > > > > > > > > > > engaging tech sites, SlashDot.org!
> > > > > > > > > > >
http://sdm.link/slashdot> > > > > > > > > > > _______________________________________________
> > > > > > > > > > > QuantLib-dev mailing list
> > > > > > > > > > >
[hidden email]
> > > > > > > > > > >
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> > > > > > > > > > > ev
> > > > > > > > > > >
> > > > > > > > >
> > > > > > > >
> > > > > > > > -------------------------------------------------------
> > > > > > > > ----
> > > > > > > > ----
> > > > > > > > ---------------
> > > > > > > > Check out the vibrant tech community on one of the
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> > > > > > > > most
> > > > > > > > engaging tech sites, SlashDot.org!
> > > > > > > >
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> > > > > > > > _______________________________________________
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> > > > > > > >
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> > > > > > > >
https://lists.sourceforge.net/lists/listinfo/quantlib-dev> > > > > > > >
> > > > > > >
> > > > > > > ---------------------------------------------------------
> > > > > > > ----
> > > > > > > ----
> > > > > > > -------------
> > > > > > > Check out the vibrant tech community on one of the
> > > > > > > world's
> > > > > > > most
> > > > > > > engaging tech sites, SlashDot.org!
> > > > > > >
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> > > > > > >
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> > > > >
> > >
>