From: eric e. <eri...@gm...> - 2007-04-16 08:08:21
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Hi Juraj, On 4/14/07, JURAJ HUSKA <jur...@gm...> 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 |