Posted by
Eric Ehlers-2 on
URL: http://quantlib.414.s1.nabble.com/quantlibXL-avoiding-full-calculation-Ctrl-Alt-F9-tp7411p7412.html
Hi Stefano,
> Hi, I'm a newbie of QuantlibXL e probably this is a stupid
> question... I wrote my first file simply mimicking a quantlibXL
> example (BS europ option), but every time I open Excel, I must do a
> full calculation (Ctrl-Alt-F9), otherwise the quantlibXL functions
> give me #NUM! or #VALUE... Why? Is it possible to avoid this?
> Thx a lot
> Stefano
One approach to workbook design is
1) Ensure that calculation is set to manual.
2) Require the user to do a full calculation (Ctrl-Alt-F9) once after
the workbook is open.
3) Configure cell dependencies and triggers such that after subsequent
updates an incremental calculation (F9) is sufficient.
The above setup is nice if the user wants a little more control over
the calculation event. It would not work in the case of a live market
data feed, where the rates are updated in (almost) real time and the
PV must continuously be updated to reflect changes in market data.
In that case you would set calculation to automatic. You would still
set up triggers and dependencies such that updates to market data
cause a recalculation of PV. You might still require a single full
recalc at startup, you could avoid that by creating additional
triggers but it would make the workbook more complicated.
See also:
http://quantlib.org/quantlibaddin/observer.html.
Regards,
Eric
------------------------------------------------------------------------------
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users