Hi Eric,One piece of a puzzle is missing.QuantLibAddin/qlo/valueobjects/vo_model.*ppQuantLibAddin/qlo/serialization/create/create_model.*ppQuantLibAddin/qlo/serialization/register/serialization_model.*pphave not been created. Where should I modify to create them?- HyungOn Fri, Jul 27, 2012 at 1:17 PM, Hyung-Seok Hahm <[hidden email]> wrote:
Hi Eric,Works like a charm. ;-) I'll probably need to overcome a couple of more things to get Bermudan swaptions working in QuantLibXL, but this is a breakthrough.Appreciate your help!!- HyungOn Thu, Jul 26, 2012 at 9:17 PM, Eric Ehlers <[hidden email]> wrote:
Hi Hyung,
On 2012-07-26 03:07, Hyung-Seok Hahm wrote:
Eric,underlyingClass is supposed to convert to the type of CONST
I'm still getting "error C2664: Can't convert
QuantLib::CalibrateModel::calibrate : 'const
QuantLib::OptimizationMethod' to 'QuantLib::OptimizationMethod &'".
It kinda makes sense in that the superType of
QuantLib::OptimizationMethod is set to underlyingClass in model.xml
and according to supertypes.xml,
<!-- from ObjectHandler::Object to const QuantLib::xx & -->
<SuperType name='underlyingClass' nativeType='string'
conversionSuffix='LibObj' memberAccess='.'/>
QUANTLIB::XX &. If I'm right, can you suggest any other superType that
converts to QUANTLIB::XX &?
There isn't one, because the cases where we need a non-const reference are so rare that we didn't get around to defining the relevant supertype.
Instead we use supertype underlyingClass, then implement a little override as I described in my previous message:This works already for QuantLib::SequenceStatistics and you could refer to that example.
2) QuantLibAddin\gensrc\metadata\rules\excel.xml
In the RuleGroup called referenceConversions, add this line:
<Rule tensorRank='scalar' superType='underlyingClass'
type='QuantLib::OptimizationMethod' codeID='code49'/>
I implemented the fix for your code and it seems to work. Attached are the files that I changed as explained in my previous message. To try this out, please:
- Do a clean install of 1.1 (full build) as explained here: http://quantlib.org/quantlibaddin/build_qlxl.html
- Detach the attached file to C:/build_ql_1_1_0/patch.zip and uncompress it there.
- Build C:/build_ql_1_1_0/QuantLibXL/QuantLibXL_full_vc9.sln
That should do it, any problems please let me know.
Kind Regards,
Eric
===================================================
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
* Distributed computing for pricing analytics
* Use Microsoft Excel as a client to the Grid------------------------------------------------------------------------------
Live Security Virtual Conference
Exclusive live event will cover all the ways today's security and
threat landscape has changed and how IT managers can respond. Discussions
will include endpoint security, mobile security and the latest in malware
threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
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]
Yahoo Msn : hyungseok.hahm
Google Talk : hs.hahm.ibk[hidden email]
LinkedIn: http://kr.linkedin.com/pub/dir/Hyung-seok/Hahm
| Free forum by Nabble | Edit this page |