Re: [Quantlib-dev] QuantLib-dev Digest, Vol 152, Issue 3

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Hi Richard,

Thanks for your feedbacks.

Actually, I am more comfortable with QuantLib C++/Python on Linux as I have
been working under this framework since more than seven years now. QuantLib
Excel is a project that I have been observing for a long time, and I
recently decided to go for it, so I am simply a newbie - both for Excel and
Windows :)
Your idea to work with a VM is interesting, and I am wondering if you are
working through command line or did you use a GUI ? For the issue I faced
and discussed earlier in this thread, I resigned myself to compile in 64
bit, and I decided to install Excel 32 bit instead. If I need to compile in
64 bit, I let it run overnight....it works like that.

Another question I had in mind was related to the use of Pyxll or xlwings
for developing Excel UDFs from QuantLib Python. I made a try a long time
ago but was not satisfied with the results, particularly because the
concept of "cached object" was not as advanced as the one developed by
QuantlibXL (the so-called Object Handler project). I saw that Open Source
Risk Engine uses it but for reading and writing in Excel spreadsheets (if I
remember well). Is there anyone who has already tried them?

Of course, happy to chat next time I will go to London ! Looking forward to
discussing further about this,

Alix

Le mer. 12 juin 2019 à 22:42, <dr....@gm...> a écrit :

> Hi Alix,
>         Well done on having a go!
>
>         I have tried to expand the XL addin as well. Unfortunately I have
> only achieved limited results, due to time constraints of getting a job...
>
>         I have managed to make some interest rate swap index definitions,
> for indexes that did not already exist. But I haven't distributed them,
> because I didn't really get how git worked before I ran out of time...
> Also,
> I tried to add inflation swaps, but unfortunately that was rather
> incomplete.
>
>         One idea that you may find useful - I used a google virtual machine
> (you can get free credits for 1 year). The point was I could use my laptop
> while the VM complied the code. Also, I could work anywhere with no need to
> worry about how long things took with my laptop switching on / off etc. I'm
> not pushing google btw, others offer the similar deals.
>
>         Finally, I'm no expert, but if you're passing through London and
> want to catch up for a chat about ql, just get in touch.
>
> Kind regards
> Richard
>
>
> -----Original Message-----
> From: qua...@li...
> <qua...@li...>
> Sent: 07 June 2019 13:08
> To: qua...@li...
> Subject: QuantLib-dev Digest, Vol 152, Issue 3
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>    1. Re: QuantLib Excel project (ALIX LASSAUZET)
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> ----------------------------------------------------------------------
>
> Message: 1
> Date: Thu, 6 Jun 2019 14:29:18 +0200
> From: ALIX LASSAUZET <al...@la...>
> To: Eric Ehlers <eri...@re...>
> Cc: qua...@li...
> Subject: Re: [Quantlib-dev] QuantLib Excel project
> Message-ID:
>         <CAGRg+E=d=
> nJ5...@ma...>
> Content-Type: text/plain; charset="utf-8"
>
> Hi Eric,
>
> Thanks again for your help. I managed to generate the 64 bit version of the
> addin. It took approximately ~2/3 hours. But I still don't know why and how
> it worked.
>
> Looking at the differences between your repo and my local files, I can only
> notice that a new XML tag has been added in QuantLibXLStatic_vc12.vcxproj
> following the selection of "Machine X64" in the field named "Target
> Machine"
> (Properties > Linker > Advanced > "Target Machine"). I am not sure this is
> the right reason ; for me it shoud be the default value when compiling in
> x64 mode - to be confirmed.
>
> I will share my investigations if I find out something interesting.
>
> Thanks,
> Alix
>
> Le mer. 5 juin 2019 ? 12:42, Eric Ehlers <eri...@re...> a ?crit
> :
>
> > Hi Alix,
> >
> > > Indeed, when I tried to compile the addin in ? release (static
> > > runtime) ? mode + ? x64 ?, the very last stage of the compilation
> > > routine (the compilation of QuantLibObjects project in fact) never
> > > stops and seems to generate a temporary xll file with an anormal
> > > size (~2MB vs 23MB in 32 bit). I even let it run overnight, but it
> > > did not reach the end...
> > >
> > > FYI, I am working with Win 10 (64 bit), VS express 2013, Python
> > > 3.7.3
> > > (32 bit), Excel for Office365 64 bit. I am using the solution ?
> > > QuantLibXL_full_vc12.sln ?. I also tried to compile the project
> > > using
> > > VS2019 but I am facing other issues (VS compatibility I think). Have
> > > you ever faced this kind of issues ?
> >
> > Please see the thread below (near the end):
> >
> > https://sourceforge.net/p/quantlib/mailman/message/35898723/
> >
> > Regards,
> > Eric
> >
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