QuantLibXL-what is going on?
Posted by
JURAJ HUSKA on
URL: http://quantlib.414.s1.nabble.com/QuantLibXL-what-is-going-on-tp779.html
Hello Team,
I tried to use QuantLibXL to build a vanilla swap object. I defined the fixed and floating schedules, discount curve, etc. and passed it to qlVanillaSwap function.It seems that I created the object but then when I called related functions such as qlVanillaSwapFairRate I never was able to get a result (I got #NUM error, the log file said "empty object handle cannot be dereferenced"). Interestingly, some functions
(e.g. qlVanillaSwapNominal) worked for the same object. It seems that only those functions which needed to calculate something returned an error.
Is there anything I need to understand in the architecture of QuantLibXL to get this right? (I tried deleting all objects and some other stuff, nothing helped)
On a similar note: when I close the worksheet and open it again, none of the created objects (fixed leg schedule, discount curve etc.) comes to existence, they do only after I click the corresponding cell and hit enter (I checked this using
ohListObjectIDs and ohObjectCount. Does this make sense? (automatic or manual recalculation setting didn't make any difference here...)
Experts, please help.
Thank you,
Juraj
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