Re: [Quantlib-dev] QuantLibXL function in Excel, limit in number of arguments?

[Eric E. <eri...@na...>]

Hello,

On Wed, August 6, 2008 03:09, willshaw wrote:
>
> Hi, Eric,
>
> I just double check again. I defined own function with 15
> arguments. But
> with extra 3 arguments, namely Permanent, Trigger, and
> Overwrite, there are
> actually 18 in Excel.

That's a very good point.  Certain parameters are generated
automatically:
- 4 for a Constructor - ObjectId, Permanent, Trigger, Overwrite
- 2 for a Member - ObjectId, Trigger
- 1 for a Utility - Trigger
These need to be taken into account when ensuring that the
total number of parameters does not exceed the limit of 20.

I just did a quick test, adding dummy parameters to a
constructor function to get a total of 20 parameters (16 user
defined + 4 autogenerated).  I tested the function in Excel and
it looks OK - it displays correctly in the Function Wizard and
seems to function as expected.  Are you saying that a similar
test still fails for you?  If so I again invite you to send me
your modifications so that I can recreate the problem on my
machine.

I mentioned in an earlier email that it's possible to define
user functions with up to 30 parameters, with the limitation
that the Function Wizard displays descriptions for only the
first 20.  I thought QuantLibXL did not support this trick but
I have just noticed that there is in fact an attempt to
implement this feature, but it is broken.  I'll try to resolve
this when I can, for now I would advise sticking to the 20
parameter limit.

> But this does not matter really because I assume you will
> upgrade QuantLibXL
> to take advantage of Excel 2007.

I certainly intend to but I don't need the upgrade myself right
now so it's not on my immediate todo list.

> May I ask another question? What serializationIncludes and
> addinIncludes
> mean in XML files?

serializationIncludes specifies the #include directives for
files autogenerated to QuantLibAddin\qlo\Serialization.
addinIncludes specifies the #include directives for files
autogenerated to QuantLibXL\qlxl\Functions.
The two values are usually the same.

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