Re: [Quantlib-dev] Question regarding range of strings in ObjectHandler

[abdelkader r. <abd...@gm...>]

Hi Eric,

Thanks for your reply. I will try definitely this tomorrow (It is almost 9
pm Tokyo Time).

Basically, I need this range of strings as a building blocks for scripted
payoffs, this is what some houses are using
to represent generic instruments where you defined your floating leg and
exotic legs using scripted payoffs.

I want to know if there is any ongoing development project in quantlib to
price such instruments? We may think of using
boost meta-programming for example as a technical solution.

Could you please send me your comments on this topic?

Regards,
Abdel

2008/6/26 Eric Ehlers <eri...@na...>:

> Hello,
>
> On Thu, June 19, 2008 14:48, abdelkader ratnani wrote:
> > Hi,
> >
> > I have just started using ObjectHandler framework; and I am
> > really amazed
> > about the overall professional work that was done so far.
>
> Many thanks for the feedback.
>
> > Actually I am struggling to make a String Range; I would like
> > to implement
> > the same thing as the class Range (which derives from Object)
> > with a vector of strings instead of doubles. I have an error
> > regarding the
> > operttomatrix.
> >
> > Do you guys have any idea how I can make this class or maybe
> > improve the
> > existing Range to accept all types from excel?
>
> Edit file ObjectHandler\gensrc\metadata\Functions\range.xml and
> copy ohRange to a new class, say ohRange2, with datatype string
> instead of double.
>
> You will also need to create a modified copy of file
> ObjectHandler\oh\ValueObjects\vo_range.hpp.  In the next
> release of ObjectHandler this latter step will no longer be
> necessary as this file is autogenerated.
>
> When you rebuild the project, the code for the addin functions
> should be created automatically and you should get an Excel
> addin with your new ohRange2 class.
>
> If you get stuck send another message and I'll send you a quick
> demo project.
>
> Regards,
> Eric
>
>


-- 
Ratnani Abdelkader