Re: QuantLibAddin: Serialization extension

Posted by Lapin on May 11, 2009; 6:46am
URL: http://quantlib.414.s1.nabble.com/QuantLibAddin-Serialization-extension-tp7496p7500.html

Hi Eric,

Thanks but I have found the solution.
You need in fact to add ome code in the serialization module (in the create_volatilities.hpp/cpp and in the serialization_volatilities.hpp/cpp)

> In the meantime I have a question: How do the serialization module decides
> which member to export?

 From the XML metadata.

Do you mean the qlgensrc/functions/volatilities.xml?

Thanks anyway

Eric Ehlers-2 wrote

Hi Yomi,

Quoting Yomi <[e-mail]>:

> Hi,
>
> I am playing with the serialization module but I am facing an issue.
> I have extended the BlackVarianceSurface calibration method (by adding a new
> constructor, with additional arguments).
> I have followed the tutorial and everything is fine. The Object is created
> in Excel...
> I now try the serialization doing an export of the object.
> The file is created in the good directory but it is clearly incomplete.
>
> <?xml version="1.0" encoding="UTF-8" standalone="yes" ?>
> <!DOCTYPE boost_serialization>
> <boost_serialization signature="serialization::archive" version="4">
> <object_list class_id="1" tracking_level="1" version="0" object_id="_0">
> <count>1</count>
> <item_version>1</item_version>
> <item class_id="0" tracking_level="0" version="1">
> <px</boost_serialization>
>
> Any idea why it is crashing?
> Anything that I should add to make it work?
> I have done nothing else that adding a new constructor. Moreover with a flat
> vol it does not work either.

I also encountered that error during the development of serialization,  
unfortunately now I cannot remember the solution.  Very sorry for this  
useless response, I will continue to rack my brain and let you know if  
anything comes to me.  What version of QuantLib are you using?

> In the meantime I have a question: How do the serialization module decides
> which member to export?

 From the XML metadata.

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


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