Re: [Quantlib-dev] Fwd: QuantLibAddin, Addin/Cpp

[Roland L. <rol...@go...>]

>
> > if I want to expose more functionality to Calc (that is already
> > exposed to XL), does this mean I have to add <SupportedPlatform
> > name='Calc'/> to the desired functions in
> > QuantLibAddin/gensrc/metadata/functions/*.xml?
>
> Yes, that would be the very first step.  But it would take a whole lot
> more work to get the Calc addin to the stage where it supports
> YieldTermStructures.xls and InterestRateDerivatives.xls.
>
> Setting <SupportedPlatform name='Calc'/> will tell gensrc to attempt to
> autogenerate the source code for the relevant function in the Calc
> addin.  But for many functions, the autogenerated code will not compile,
> or will compile and then fail at runtime.  The main things that are
> missing are conversion functions, plus various other features of
> ObjectHandler which are further advanced for Excel than for Calc.
>
Hi Eric,
yes, I noticed the limits :-). I have modified calc.py and functions/*.xml
to produce the basic files/functions in Addins/Calc2, and I am now trying
to include more functions. It worked for some termstructures and
instruments etc.,  but indeed I'll have to look into conversions now.
Indeed, quite some work ahead.
Do you consider including Calc2 into the QuantLibAddin-0.9.9 release?
Regards,
Roland