Re: [Quantlib-dev] A few questions...

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

Hi Richard,

Wow, that's great progress!

1. At present there is no support for overriding the description that is 
automatically generated for a constructor.  You would have to enhance 
the python script (gensrc) that automatically generates the source code.

2. I don't know, hopefully somebody else could chime in on this point.

3. You can export to Excel two different addin functions which call the 
same underlying QuantLib function.  So, for example, you could export 
both qlAonia() and qlAudOcr().

4. A Processor is a module which performs some intialization of an 
object after it is deserialized.  The processors for indexes will 
reattach to the index any fixings that were saved at the same time as 
the index.  As you can see from the comment in the XML, when these 
classes were implemented, there was some confusion as to how best to set 
up the processors - I think the confusion related to people not 
understanding how the processors behave for derived classes.  If you 
need to save your data to XML, and if you want the data to be 
initialized properly when it's reloaded, then you might need to 
troubleshoot this a bit.  If not then you can just preserve that comment 
for future generations.

Kind Regards,
Eric

On 2018-07-05 18:52, dr....@gm... wrote:
>
> Hi Eric,
>
> As a first step I’ve exposed 7 IR indexes in ql to Excel…
>
> Bkbm, Bbsw, CDOR, YenTibor, FedFunds, NzOcr, AudOcr
>
> All in one file, following the Libor.hpp file / process (and it works!).
>
> But in that’s generated a few questions on my side…
>
>  1. How do I add a nicer description of the XL function to the
>     index.xml file, rather than the generic auto generated one? The
>     “construct an object of class FedFunds”, whilst perfectly
>     accurate, could be so much better…
>  2. Indexes usually have rounding conventions, does QL include those
>     in the definition? I don’t know how / where to look for the answer
>     to this?
>  3. Names…
>      1. Aonia – ohh yuk! No one uses that name, qlAudOcr(), or
>         similar, would be much more obvious / user friendly. However,
>         I exposed Aonia using qlAonia(), to keep naming conventions
>         1:1 between QL and QLXL. But it felt really bad. Can we (how
>         do we) do things differently?
>      2. Tibor – the QL definition is actually for Yen-Tibor (Japanese
>         bank, domestic rate), not to be confused with EuroYen-Tibor
>         (Japanese bank, overseas rate). qlTibor() is not really
>         specific enough to be as helpful as it could be, especially as
>         I don’t know how to add a description to the function to tell
>         the user exactly what it is.
>  4. In the index.xml file in the in the qlSonia() constructor there is
>     the line
>
>       <!--FIXME should we add this? 
> processorName>IndexProcessor</processorName-->
>
> I have copied this line in my new xml constructors, because I used the 
> qlSonia() constructor as my template, but I’m sure that’s not really 
> the right thing to do…
>
> Kind Regards
> Richard
>
> Dr....@Gm... <mailto:Dr....@Gm...>
>
>
>