Re: Expose a QuantLib class method to QuantLibAddin

Posted by Don Stewart-3 on
URL: http://quantlib.414.s1.nabble.com/Expose-a-QuantLib-class-method-to-QuantLibAddin-tp319p320.html

Hi there,
For the purpose of the discussion below I'm using Microsoft Visual C++
with the QuantLibXL__full_vc9 solution containing the QuantLibXLStatic
project. The overview of exposing a method is:-
 
1 - In qlgensrc, add a <Member> element to the objects .xml file.
2 - Rebuild qlgensrc project which auto generates/updates the necessary
files in QuantLibObjects and QuantLibXLStatic projects.
3 - Build the QuantLibObjects and QuantLibXLStatic (or rebuild the
solution).

As an example, lets say we wanted to expose the
QuantLib::CapFloor::capRates() method (its already exposed so take a
look at the files mentioned).

1 - Add to \QuantLibAddin\gensrc\metadata\functions\capfloor.xml the
element
 <Member name='qlCapFloorCapRates' type='QuantLib::CapFloor'>
   <description>Returns the cap rates for the given CapFloor
object.</description>
   <libraryFunction>capRates</libraryFunction>
   <SupportedPlatforms>
     <SupportedPlatform name='Excel'/>
    </SupportedPlatforms>
    <ParameterList>
      <Parameters/>
    </ParameterList>
    <ReturnValue>
      <type>QuantLib::Rate</type>
      <tensorRank>vector</tensorRank>
    </ReturnValue>
 </Member>

2 - Rebuild the qlgensrc project which updates
\QuantLibXL\qlxl/register/register_capfloor.cpp
\QuantLibXL\qlxl/functions/capfloor.cpp
\QuantLibXL\qlxl/functions/functioncount.hpp
\QuantLibAddin\Docs\auto.pages/volatility.docs
\QuantLibAddin\Docs\auto.pages/capfloor.doc

3 - Build QuantLibXLStatic
In this example no files were change in QuantLibObjects so there was no
need to build that project. If you are unsure then build the solution
and it will determine what projects need building.

Some things to keep in mind.
If your exposing activity results in qlgensrc creating files, make sure
you include those created files in their projects otherwise you will get
a link error.

If the method you are exposing requires any processing of what is
returned by the underlying QuantLib method call then add this processing
to \QuantLibAddin\qlo\xxx.cpp,hpp. For an example see qlBondDescription
in \QuantLibAddin\gensrc\metadata\functions\bond.xml and associated
description() method in \QuantLibAddin\qlo\bond.cpp,hpp

If you get compilation errors in QuantLibObjects/QuantLibXLStatic or
link errors in QuantLibXLStatic  which you can't explain then I've found
the cause usually to be missing <include></include> file(s) in
\QuantLibAddin\gensrc\metadata\functions\xxx.xml.



>From a previous post (I didn't record which one) Andrew Downes sent the
attached documents which may be of some help when you get to a more
advance stage.

Regards Don Stewart
[hidden email]


________________________________

From: g m [mailto:[hidden email]]
Sent: 29 June 2011 12:51
To: [hidden email]
Subject: [Quantlib-users] Expose a QuantLib class method to
QuantLibAddin


Hi,
What is the key stages to expose a quantLib class method to
QuantlibAddin ?
Unfortunately in the Stock class used in the tutorial here =>
http://quantlib.org/quantlibaddin//extend_tutorial.html there is no
class method.
Many thanks.




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