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From: Marco M. <mar...@st...> - 2006-01-11 15:41:46
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Hi,
I finished the development of the few additional functions under QuantLibAddin.
I've modified the dsp for Visual Studio 6 and the makefiles.
I've added a new category "basic" with the function necessary to advance
a calendar and to compute an year fraction.
I'll commit the code and wait for comments.
Ciao,
Marco
At 08:27 PM 2005-12-23, eric ehlers wrote:
>Hi Marco,
>
> > I've used QuantLibAddin to build a couple of spreadsheet for training
> > purposes.
> > I've added a handful of functions:
>
>Fantastic.
>
> > Should I commit these additions?
>
>That would be much appreciated. I've just completed a large batch of
>enhancements to the srcgen script so unfortunately your code will
>probably need some updates to bring it in line with CVS.
>
> > of day counters. Is it possible, in the framework of QuantLibAddin, to use
> > these
> > as functions without having to export the Calendar/Day counter constructor?
> > If so, how do you do that?
>
>In a metadata file having headerOnly='true' you define your functions
>with class Procedure. Then somewhere under qla you implement a
>wrapper for the QuantLib function. For examples of this please see
>srcgen/utilities.xml
>qla/utilites.cpp
>
>Regards,
>Eric
>
>
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Marco Marchioro
Head of Product Development
StatPro Italia
Phone: +39 02 4331 7497
Fax: +39 02 4391 1424
www.StatPro.com
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