Menu
▾
▴
Re: [Quantlib-dev] QuantLib-dev Digest, Vol 152, Issue 3
|
From: Richard M. <dr....@gm...> - 2019-06-13 21:11:27
|
Hi, Glad to hear you’ve got a process that works - nice solution! I had no idea that the 32 bit version complied quicker. You’re right about the VM, I used a gui for the development - I’m a gui based programmer basically, not sure I could handle a command line interface. Unfortunately I can’t answer or help with your questions on Pxyll or xlwings - hopefully someone else on the list can help with these questions? Kind regards Richard Sent from my iPad > On 13 Jun 2019, at 17:19, ALIX LASSAUZET <al...@la...> wrote: > > 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 >> >> Send QuantLib-dev mailing list submissions to >> qua...@li... >> >> To subscribe or unsubscribe via the World Wide Web, visit >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev >> or, via email, send a message with subject or body 'help' to >> qua...@li... >> >> You can reach the person managing the list at >> qua...@li... >> >> When replying, please edit your Subject line so it is more specific than >> "Re: Contents of QuantLib-dev digest..." >> >> >> Today's Topics: >> >> 1. Re: QuantLib Excel project (ALIX LASSAUZET) >> >> >> ---------------------------------------------------------------------- >> >> 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: >> <CAG...@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 >> > >> -------------- next part -------------- >> An HTML attachment was scrubbed... >> >> ------------------------------ >> >> >> >> ------------------------------ >> >> Subject: Digest Footer >> >> _______________________________________________ >> QuantLib-dev mailing list >> Qua...@li... >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev >> >> >> ------------------------------ >> >> End of QuantLib-dev Digest, Vol 152, Issue 3 >> ******************************************** >> >> >> >> _______________________________________________ >> QuantLib-dev mailing list >> Qua...@li... >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev |