[Quantlib-dev] Issues about QuantLibAddin/XL release

[Ferdinando A. <na...@am...>]

Hi Eric and Plamen

few issues about QuantLibAddin/XL release (I'm CCing ql-dev)

1) R000909-branch\QuantLibXL\Workbooks\Math\Interpolation.xls is
broken because some time ago I've changed interpolation signature from
vector<Real> to vector<Quote>.
This is a quite relevant improvement because it allows to have
dynamically changing interpolants without having to recreate it
(hopefully one day Luigi might agree to move the implementation from
QLA to QL)
Unfortunately there is not coercion from string of comma separated
numbers to vector<Quote>, equivalent to the one available for
vector<Real>.
Could this coercion be coded before 0.9.9 release ?

2) the only major problem I have with the current QLXL is the compile
time definition of enumerated type/class aliases (e.g. act/360,
actual/360, etc). This makes difficult the quick reception of other
systems (Bloomberg, Reuters, Murex. etc) names. Initially I hoped for
an xml run-time definition of aliases, but lately I've been thinking
about special simple objects called Alias which would be created as
qlAlias(foo, bar), bar being an object of some given class MyClass.
Then when foo is used as input it is just replaced by bar before being
processed by coercion, etc
Is this feasible?

3) the other minor issue I have with the current QLXL is that when
returning the name of anonymous object (as in RatehelperSelection) an
empty string is returned, instead of obj_012ab

4) you might have noticed that I've added
R000909-branch\QuantLibXL\framework\QuantLibXL.launch.xml to quickly
parametrize xlls to be loaded and actions to be performed at startup.
This would be very effective for our release process if the VBA code
would handle relative path too. I've been unable to do this VBA
change.
If it is feasible and quick it would be much better than maintaining
hardcoded defaults in the vba code

5) are you willing to invest some time in Launcher and VBA framework
before 1.0 ?
I have some ideas about a better and simpler portable
Luncher/startup-process, but I'm not comfortable yet working on my own
when it comes to xml and c#.
It would also involve removing all framework code from QuantLibXL.xla
to a new framework.xla, leaving in QuantLibXL.xla only the start-up
process and generic menus

ciao -- Nando