Posted by
eric ehlers on
URL: http://quantlib.414.s1.nabble.com/QuantLibXL-what-is-going-on-tp779p780.html
Hi Juraj,
On 4/14/07, JURAJ HUSKA <
[hidden email]> wrote:
> 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)
That error message would suggest some mistake in identifying the
vanilla swap object on which to call the qlVanillaSwapFairRate()
function (or a similar error to identify some other object of
interest). That particular error is generated by QLXL, before QL is
ever called, so my first guess would be that it's just a coincidence
that you see the error only on functions which attempt a calculation.
The 0.4.0 release of QuantLibXL includes an example workbook for
vanilla swaps, you could have a look at that.
> 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...)
When you open a workbook you need to hit Ctrl-Alt-F9 to force a full
recalculation.
Regards,
Eric
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