quantlib-dev — Discussion of QuantLib development

Re: [Quantlib-dev] IborIndex::forecastFixing

[Francois B. <ig...@gm...>]

Thanks, Peter.

This is what Luigi also suggested and yes, now it seems like the easier
route.

I appreciate the help.

Francois Botha


On Tue, 31 Jul 2018 at 21:18, Peter Caspers <pca...@gm...> wrote:

> Hi Francois,
>
> yes I think so, the FraRateHelper assumes a simply compounded rate always.
> However, to use the FRA helper with different compounding conventions you
> can easily convert to simple compounding using the InterestRate class
> before feeding the quote into the helper? Or write a new rate helper that
> accepts any such rate?
>
> But this is not directly comparable to setting up an
> InterpolatedForwardCurve, is it? If you want a version of an
> InterpolatedForwardCurve that floats with the global evaluation date, why
> not implement this directly, replacing the fixed dates in
> InterpolatedForwardCurve with Periods or calendar days or something like
> that and updating the interpolation grid on changes of the evaluation date?
>
> Best Regards
> Peter
>
> On 30 Jul 2018, at 21:57, Francois Botha <ig...@gm...> wrote:
>
> Hi Peter,
>
> Maybe some context. I was looking at the FraRateHelper class and I see
> that it uses an instance of IborIndex. Is the assumption of a linear
> compound rate valid for the FraRateHelper classes too?
>
> My ultimate goal is to create my own subclass of RateHelper that accepts a
> quote of a forward rate, start date and end date so that I can build a
> PiecewiseYieldCurve and pass this new ratehelper subclass. See my other
> post about this. If that assumption about the IborIndex is always true,
> then I won't be able to use it.
>
> thanks
> Francois Botha
>
>
> On Mon, 30 Jul 2018 at 21:34, Peter Caspers <pca...@gm...>
> wrote:
>
>> Hi Francois,
>>
>> let’s be a bit careful changing this ;-) … this computes a projected
>> fixing of an Ibor Index which by definition is a simply (linearly)
>> compounded rate r. The forward compound factor between d1 and d2 is
>> therefore
>>
>> 1 + r * yearFraction(d1, d2)
>>
>> The same compound factor in terms of discount factors (and therefore
>> independent of any rate conventions) is given by disc1 / disc2, from which
>> the return value formula follows.
>>
>> Best Regards
>> Peter
>>
>>
>>
>> On 30 Jul 2018, at 13:02, Francois Botha <ig...@gm...> wrote:
>>
>> Hi,
>>
>> I notice this code:
>>
>>     inline Rate IborIndex::forecastFixing(const Date& d1,
>>                                           const Date& d2,
>>                                           Time t) const {
>>         QL_REQUIRE(!termStructure_.empty(),
>>                    "null term structure set to this instance of " <<
>> name());
>>         DiscountFactor disc1 = termStructure_->discount(d1);
>>         DiscountFactor disc2 = termStructure_->discount(d2);
>>         return (disc1/disc2 - 1.0) / t;
>>     }
>>
>> The last line looks odd to me. disc1/disc would return a non-continuously
>> compounded return. Dividing by t is the approach to annualise continuous
>> returns. So the 2 are not consistent.
>>
>> I would have expected:
>>     return std::pow(disc1 / disc2, 1 / t) - 1.0;
>>
>> On the other hand, if I make that change, many tests fail, so I'm by no
>> means confident about my assertion above.
>>
>> regards
>> Francois Botha
>>
>> ------------------------------------------------------------------------------
>> Check out the vibrant tech community on one of the world's most
>> engaging tech sites, Slashdot.org <http://slashdot.org/>!
>> http://sdm.link/slashdot_______________________________________________
>> QuantLib-dev mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>
>>
>>
>

Re: [Quantlib-dev] IborIndex::forecastFixing

[Peter C. <pca...@gm...>]

Hi Francois,

yes I think so, the FraRateHelper assumes a simply compounded rate always. However, to use the FRA helper with different compounding conventions you can easily convert to simple compounding using the InterestRate class before feeding the quote into the helper? Or write a new rate helper that accepts any such rate?

But this is not directly comparable to setting up an InterpolatedForwardCurve, is it? If you want a version of an InterpolatedForwardCurve that floats with the global evaluation date, why not implement this directly, replacing the fixed dates in InterpolatedForwardCurve with Periods or calendar days or something like that and updating the interpolation grid on changes of the evaluation date?

Best Regards
Peter

> On 30 Jul 2018, at 21:57, Francois Botha <ig...@gm...> wrote:
> 
> Hi Peter,
> 
> Maybe some context. I was looking at the FraRateHelper class and I see that it uses an instance of IborIndex. Is the assumption of a linear compound rate valid for the FraRateHelper classes too?
> 
> My ultimate goal is to create my own subclass of RateHelper that accepts a quote of a forward rate, start date and end date so that I can build a PiecewiseYieldCurve and pass this new ratehelper subclass. See my other post about this. If that assumption about the IborIndex is always true, then I won't be able to use it.
> 
> thanks
> Francois Botha
> 
> 
> On Mon, 30 Jul 2018 at 21:34, Peter Caspers <pca...@gm... <mailto:pca...@gm...>> wrote:
> Hi Francois,
> 
> let’s be a bit careful changing this ;-) … this computes a projected fixing of an Ibor Index which by definition is a simply (linearly) compounded rate r. The forward compound factor between d1 and d2 is therefore
> 
> 1 + r * yearFraction(d1, d2)
> 
> The same compound factor in terms of discount factors (and therefore independent of any rate conventions) is given by disc1 / disc2, from which the return value formula follows.
> 
> Best Regards
> Peter
> 
> 
> 
>> On 30 Jul 2018, at 13:02, Francois Botha <ig...@gm... <mailto:ig...@gm...>> wrote:
>> 
>> Hi,
>> 
>> I notice this code:
>> 
>>     inline Rate IborIndex::forecastFixing(const Date& d1,
>>                                           const Date& d2,
>>                                           Time t) const {
>>         QL_REQUIRE(!termStructure_.empty(),
>>                    "null term structure set to this instance of " << name());
>>         DiscountFactor disc1 = termStructure_->discount(d1);
>>         DiscountFactor disc2 = termStructure_->discount(d2);
>>         return (disc1/disc2 - 1.0) / t;
>>     }
>> 
>> The last line looks odd to me. disc1/disc would return a non-continuously compounded return. Dividing by t is the approach to annualise continuous returns. So the 2 are not consistent.
>> 
>> I would have expected:
>>     return std::pow(disc1 / disc2, 1 / t) - 1.0;
>> 
>> On the other hand, if I make that change, many tests fail, so I'm by no means confident about my assertion above.
>> 
>> regards
>> Francois Botha
>> ------------------------------------------------------------------------------
>> Check out the vibrant tech community on one of the world's most
>> engaging tech sites, Slashdot.org <http://slashdot.org/>! http://sdm.link/slashdot_______________________________________________ <http://sdm.link/slashdot_______________________________________________>
>> QuantLib-dev mailing list
>> Qua...@li... <mailto:Qua...@li...>
>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev <https://lists.sourceforge.net/lists/listinfo/quantlib-dev>
> 

Re: [Quantlib-dev] IborIndex::forecastFixing

[Francois B. <ig...@gm...>]

Hi Peter,

Maybe some context. I was looking at the FraRateHelper class and I see that
it uses an instance of IborIndex. Is the assumption of a linear compound
rate valid for the FraRateHelper classes too?

My ultimate goal is to create my own subclass of RateHelper that accepts a
quote of a forward rate, start date and end date so that I can build a
PiecewiseYieldCurve and pass this new ratehelper subclass. See my other
post about this. If that assumption about the IborIndex is always true,
then I won't be able to use it.

thanks
Francois Botha


On Mon, 30 Jul 2018 at 21:34, Peter Caspers <pca...@gm...> wrote:

> Hi Francois,
>
> let’s be a bit careful changing this ;-) … this computes a projected
> fixing of an Ibor Index which by definition is a simply (linearly)
> compounded rate r. The forward compound factor between d1 and d2 is
> therefore
>
> 1 + r * yearFraction(d1, d2)
>
> The same compound factor in terms of discount factors (and therefore
> independent of any rate conventions) is given by disc1 / disc2, from which
> the return value formula follows.
>
> Best Regards
> Peter
>
>
>
> On 30 Jul 2018, at 13:02, Francois Botha <ig...@gm...> wrote:
>
> Hi,
>
> I notice this code:
>
>     inline Rate IborIndex::forecastFixing(const Date& d1,
>                                           const Date& d2,
>                                           Time t) const {
>         QL_REQUIRE(!termStructure_.empty(),
>                    "null term structure set to this instance of " <<
> name());
>         DiscountFactor disc1 = termStructure_->discount(d1);
>         DiscountFactor disc2 = termStructure_->discount(d2);
>         return (disc1/disc2 - 1.0) / t;
>     }
>
> The last line looks odd to me. disc1/disc would return a non-continuously
> compounded return. Dividing by t is the approach to annualise continuous
> returns. So the 2 are not consistent.
>
> I would have expected:
>     return std::pow(disc1 / disc2, 1 / t) - 1.0;
>
> On the other hand, if I make that change, many tests fail, so I'm by no
> means confident about my assertion above.
>
> regards
> Francois Botha
>
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org <http://slashdot.org>!
> http://sdm.link/slashdot_______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
>
>

Re: [Quantlib-dev] IborIndex::forecastFixing

[Peter C. <pca...@gm...>]

Hi Francois,

let’s be a bit careful changing this ;-) … this computes a projected fixing of an Ibor Index which by definition is a simply (linearly) compounded rate r. The forward compound factor between d1 and d2 is therefore

1 + r * yearFraction(d1, d2)

The same compound factor in terms of discount factors (and therefore independent of any rate conventions) is given by disc1 / disc2, from which the return value formula follows.

Best Regards
Peter



> On 30 Jul 2018, at 13:02, Francois Botha <ig...@gm...> wrote:
> 
> Hi,
> 
> I notice this code:
> 
>     inline Rate IborIndex::forecastFixing(const Date& d1,
>                                           const Date& d2,
>                                           Time t) const {
>         QL_REQUIRE(!termStructure_.empty(),
>                    "null term structure set to this instance of " << name());
>         DiscountFactor disc1 = termStructure_->discount(d1);
>         DiscountFactor disc2 = termStructure_->discount(d2);
>         return (disc1/disc2 - 1.0) / t;
>     }
> 
> The last line looks odd to me. disc1/disc would return a non-continuously compounded return. Dividing by t is the approach to annualise continuous returns. So the 2 are not consistent.
> 
> I would have expected:
>     return std::pow(disc1 / disc2, 1 / t) - 1.0;
> 
> On the other hand, if I make that change, many tests fail, so I'm by no means confident about my assertion above.
> 
> regards
> Francois Botha
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org! http://sdm.link/slashdot_______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev

[Quantlib-dev] IborIndex::forecastFixing

[Francois B. <ig...@gm...>]

Hi,

I notice this code:

    inline Rate IborIndex::forecastFixing(const Date& d1,
                                          const Date& d2,
                                          Time t) const {
        QL_REQUIRE(!termStructure_.empty(),
                   "null term structure set to this instance of " <<
name());
        DiscountFactor disc1 = termStructure_->discount(d1);
        DiscountFactor disc2 = termStructure_->discount(d2);
        return (disc1/disc2 - 1.0) / t;
    }

The last line looks odd to me. disc1/disc would return a non-continuously
compounded return. Dividing by t is the approach to annualise continuous
returns. So the 2 are not consistent.

I would have expected:
    return std::pow(disc1 / disc2, 1 / t) - 1.0;

On the other hand, if I make that change, many tests fail, so I'm by no
means confident about my assertion above.

regards
Francois Botha

[Quantlib-dev] Fixing the Bond Price -> yield dayCount problems.

[Philip S. <phi...@ho...>]

It’s been a long standing problem (for me) that bonds with a discountingBondCurve pricing engine do not correctly do yield/price conversions. This is because of an underlying problem with the yearFraction api for ActAct and similar day count conventions which require a reference period. This was explained by Luigi here:

https://quant.stackexchange.com/questions/12707/pricing-a-fixedratebond-in-quantlib-yield-vs-termstructure

And appears to still be a problem. It also causes knock on effects. For example, it causes FixedRateBondForward to calculate incorrect forward prices due to having the wrong spotValue when prices of a discounting curve.

However, I noted PR request 216 - which introduced the ability to add a schedule as part of the constructor for day count conventions. I believe this introduces a way to solve this problem succinctly. With access to a schedule the dayCount should be able to work out the correct reference period and internally call the correct yearFraction(day day day day) internally.

I am available to work on this, but I have never written any C++ so am looking for:
1) An experiences quantlib developer to work with me (or do it for me).
2) Any advice as to whether this is more complicated than it seems.

Yours
Phil

Sent from my iPhone

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

[Luigi B. <lui...@gm...>]

Hello,

On Fri, Jul 6, 2018 at 12:12 PM Eric Ehlers <eri...@re...> wrote:

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

(The above was about rounding in indexes)
No support at this time.  Is this actually enforced while forecasting
coupon fixings? It looks like rounding would cause legs at par to be off
par...



> 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().
>

We can also add the more useful names to the library and deprecate the old
ones.  May you open an issue at https://github.com/lballabio/QuantLib/issues so
I can keep track of it? (Or open a pull request if you do it yourself.)
Thanks!

Luigi




> 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...>
> >
> >
> >
>
>
>
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org! http://sdm.link/slashdot
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

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...>
>
>
>

[Quantlib-dev] A few questions...

[<dr....@gm...>]

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.

a.	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?
b.	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...> 





 

Re: [Quantlib-dev] Addin Question

[Richard M. <dr....@gm...>]

Hi Eric,

The issue of naming/ renaming of the *.exe files might even be more strange than that...

Because I followed the instructions to add the stock reference (the expose Quantlib classes tutorial) and the resulting xll worked, even though during the build I still got those same 2 errors.

Kind regards 
Richard 

Sent from my iPad

> On 26 Jun 2018, at 18:17, Eric Ehlers <eri...@re...> wrote:
> 
> Hi Richard,
> 
> It seems that the latest version of visual studio has decided (incorrectly) that the gensrc projects should create files named qlgensrc.exe and ohgensrc.exe.  I haven't yet investigated how to fix that error, in the meantime I created exe files on disk (with the names and paths expected by the compiler, as specified in the error messages) and the build completed successfully.
> 
> Regards,
> Eric
> 
>> On 2018-06-22 18:05, dr....@gm... wrote:
>> 
>> Hi,
>> 
>> I have a couple of “errors” building the full version of QuantLibXL, along the lines of (full output at the bottom)…
>> 
>> Could not copy the file “qlgensrc.exe" because it was not found.
>> 
>> Could not copy the file “ohgensrc.exe" because it was not found.
>> 
>> I can’t find any help on these. Does anyone have any ideas?
>> 
>> Severity
>> 
>>    
>> 
>> Code
>> 
>>    
>> 
>> Description
>> 
>>    
>> 
>> Project
>> 
>>    
>> 
>> File
>> 
>>    
>> 
>> Line
>> 
>>    
>> 
>> Suppression State
>> 
>> Error
>> 
>>    
>> 
>> MSB3030
>> 
>>    
>> 
>> Could not copy the file "C:\ql_build_1_12\QuantLibXL\QuantLibXL\x64\All\qlgensrc.exe" because it was not found.
>> 
>>    
>> 
>> QuantLibObjects
>> 
>>    
>> 
>> C:\Program Files (x86)\Microsoft Visual Studio\2017\Community\MSBuild\15.0\Bin\Microsoft.Common.CurrentVersion.targets
>> 
>>    
>> 
>> 4343
>> 
>>    
>> 
>> Error
>> 
>>    
>> 
>> MSB3030
>> 
>>    
>> 
>> Could not copy the file "C:\ql_build_1_12\QuantLibXL\QuantLibXL\x64\All\ohgensrc.exe" because it was not found.
>> 
>>    
>> 
>> ohxllib
>> 
>>    
>> 
>> C:\Program Files (x86)\Microsoft Visual Studio\2017\Community\MSBuild\15.0\Bin\Microsoft.Common.CurrentVersion.targets
>> 
>>    
>> 
>> 4343
>> 
>>    
>> 
>> Kind Regards
>> Richard
>> 
>> *From:*Richard Marshall <dr....@gm...>
>> *Sent:* 20 June 2018 10:27
>> *To:* John Samler <js...@ma...>
>> *Cc:* Eric Ehlers <eri...@re...>; qua...@li...; ig...@gm...
>> *Subject:* Re: [Quantlib-dev] Addin Question
>> 
>> Hi John, Eric & Francois,
>> 
>> That would be great. It would certainly push the project forwards a step or 2 for very little effort.
>> 
>> I don’t actually know how to feed back improvements into the project? Is there someone that could tell us the best way?
>> 
>> Also, (maybe of more interest to Francois) I had a look at the instructions on how to build Quantlib and saw that I had to download stuff, install stuff, etc etc. I have decided that I like my computer the way it is! So, I’ve set up a google cloud account (MS and AWS have similar offerings with free credits) where I can run a virtual machine with windows os that will build the project.
>> 
>> I have realised that this way of working has a secondary advantage of being able to do my work, on my machine (in its original state) after kicking off the necessary build processes which will would probably max out my laptop’s capabilities and render it unusable for a while.
>> 
>> I’ve only just started this on Monday. So I haven’t got very far yet. I’m following a couple of YouTube videos (search YouTube for “introduction to quantlib”) and just going to see where the adventure leads me...
>> 
>> 
>> Kind regards
>> 
>> Richard
>> 
>> Sent from my iPad
>> 
>> 
>> On 19 Jun 2018, at 17:10, John Samler <js...@ma... <mailto:js...@ma...>> wrote:
>> 
>>    I've been exposing manually a couple of functions in QuantLibAddin
>>    in my local version for a bit. It's admittedly a bit painful to
>>    have to copy the code every time instead of just use the
>>    pre-compiled versions.
>> 
>>    I haven't tried to add to GitHub because I was expecting the
>>    Reposit project to launch, which seems absolutely amazing! But I
>>    assume that has been put on hold.
>> 
>>    I guess will make sense to just try to add to GitHub the changes I
>>    make which will benefit other users.
>> 
>>    *Sent:* Tuesday, June 12, 2018 at 6:02 PM
>>    *From:* "Eric Ehlers" <eri...@re...
>>    <mailto:eri...@re...>>
>>    *To:* "Richard Marshall" <dr....@gm...
>>    <mailto:dr....@gm...>>,
>>    qua...@li...
>>    <mailto:qua...@li...>
>>    *Subject:* Re: [Quantlib-dev] Addin Question
>> 
>>    Hi Richard,
>> 
>>    Unfortunately these days I don't have time for more than just keeping
>>    the project alive.  Perhaps another kind soul here on the list would
>>    volunteer to help out.
>> 
>>    Kind Regards,
>>    Eric
>> 
>>    On 2018-06-08 15:24, Richard Marshall wrote:
>>    > Hi,
>>    > Is there any chance that the inflation swap-curve construction
>>    could be exposed in the next release of the XL addin?
>>    >
>>    > I would find it really helpful!
>>    >
>>    > kind regards
>>    > Richard
>>    >
>>    > Sent from my iPad
>>    >
>>    ------------------------------------------------------------------------------
>>    > Check out the vibrant tech community on one of the world's most
>>    > engaging tech sites, Slashdot.org <http://Slashdot.org>!
>>    http://sdm.link/slashdot
>>    > _______________________________________________
>>    > QuantLib-dev mailing list
>>    > Qua...@li...
>>    <mailto:Qua...@li...>
>>    > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>> 
>> 
>>    ------------------------------------------------------------------------------
>>    Check out the vibrant tech community on one of the world's most
>>    engaging tech sites, Slashdot.org <http://Slashdot.org>!
>>    http://sdm.link/slashdot
>>    _______________________________________________
>>    QuantLib-dev mailing list
>>    Qua...@li...
>>    <mailto:Qua...@li...>
>>    https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>> 
> 

Re: [Quantlib-dev] Addin Question

[<dr....@gm...>]

Hi Eric,
	A few more thoughts...

	Issue one: Using the "no-number" solution gets rid of this one.

	Issue two: If... users renamed their boost library "C:\local\boost_current". Then maybe a permeant link to this directory could be used in the VS solution. I'm really, really not a much of a user of Boost though, so I don’t know if this causes other issues.

	Issue three: I've sent you an email already.

	Issue four: The instances of hardcoded target names I found were in the build "Release Static" & "x64" (sorry only from memory...) and were for the sub projects...
	apr, aprutil, log4cxx, ohxllib & xlsdk.

Kind Regards
Richard

Dr....@Gm...
07966 347 202


-----Original Message-----
From: Eric Ehlers <eri...@re...> 
Sent: 26 June 2018 18:14
To: dr....@gm...
Cc: qua...@li...; ig...@gm...; js...@ma...
Subject: Re: [Quantlib-dev] Addin Question

Hi Richard,

Apologies for the delay in getting back to you, I am on the road.

Congratulations on getting QuantLibXL to build.

Regarding the incorrect path for ObjectHandler, I just went to this page...

https://sourceforge.net/projects/quantlib/files/ObjectHandler/1.12.0/

...and I downloaded ObjectHandler-1.12.0.zip and uncompressed it, the paths appear to be correct.  What do I need to do to recreate this error?

When I package the upcoming release of QuantLibXL 1.13 I will check for any instances of vc140 hard coded and fix them as necessary.

Regards,
Eric

On 2018-06-22 18:00, dr....@gm... wrote:
>
> Hi,
>
> Ok I’ve made some progress in getting QuantLibXL to build…
>
> First, I have got QuantLib to build!
>
> Also, I have got QuantLibXL_basic to build. Although, this was a 
> little painful…
>
>  1. I’m using VS2017 – so everything needs / gets upgraded when you
>     open the solution files (or it refuses to build…).
>  2. Could you mention on the web page that the Boost headers &
>     libraries need to be linked, via the project settings , in this
>     way...
>     "Include directories" : C:\local\boost_1_**_*
>     "Library directories" : C:\local\boost_1_**_*\lib64-msvc-14.0
>  3. The required directory structure on the web page,
>     https://www.quantlib.org/quantlibaddin/build_qlxl.html is not one
>     that I could get working. According to the project solution the
>     hierarchy should be…
>     C:\build_ql_1_12_0\QuantLibXL\gensrc (required only for the Full
>     build)
>     C:\build_ql_1_12_0\QuantLibXL\log4cxx
>     C:\build_ql_1_12_0\QuantLibXL\ObjectHandler
>     C:\build_ql_1_12_0\QuantLibXL\QuantLib
>     C:\build_ql_1_12_0\QuantLibXL\QuantLibAddin
>     C:\build_ql_1_12_0\QuantLibXL\QuantLibXL
>     It would be nice if the website could be updated to mention this &
>     that the default extraction path of the associated projects of
>     C:\build_ql_1_12_0\QuantLibXL\ObjectHandler\ObjectHandler
>     is *one level too long* and needs to be changed to
>     C:\build_ql_1_12_0\QuantLibXL\ObjectHandler
>  4. Some of the subprojects build’s target files have “vc140”
>     hardcoded into them. But not all, some use $(qlCompilerTag) to
>     build their target name!
>     For my set up (VS2017) $(qlCompilerTag) => “vc141”, so my linker
>     couldn’t find the files it was looking for (the ones with
>     hardcoded names).
>     The Fix, is to either edit the target files’ properties and
>     re-hardcode to vc141. Not a long term good idea…
>     OR add the *.props file to the subprojects that need them & then
>     update the target name in the project settings to use the
>     $(qlCompilerTag). This solution is long term better, but I don’t
>     know how to do it.
>
> Kind Regards
> Richard
>
> Dr....@Gm... <mailto:Dr....@Gm...>
>
> 07966 347 202
>
> *From:*Richard Marshall <dr....@gm...>
> *Sent:* 20 June 2018 10:27
> *To:* John Samler <js...@ma...>
> *Cc:* Eric Ehlers <eri...@re...>; 
> qua...@li...; ig...@gm...
> *Subject:* Re: [Quantlib-dev] Addin Question
>
> Hi John, Eric & Francois,
>
> That would be great. It would certainly push the project forwards a 
> step or 2 for very little effort.
>
> I don’t actually know how to feed back improvements into the project? 
> Is there someone that could tell us the best way?
>
> Also, (maybe of more interest to Francois) I had a look at the 
> instructions on how to build Quantlib and saw that I had to download 
> stuff, install stuff, etc etc. I have decided that I like my computer 
> the way it is! So, I’ve set up a google cloud account (MS and AWS have 
> similar offerings with free credits) where I can run a virtual machine 
> with windows os that will build the project.
>
> I have realised that this way of working has a secondary advantage of 
> being able to do my work, on my machine (in its original state) after 
> kicking off the necessary build processes which will would probably 
> max out my laptop’s capabilities and render it unusable for a while.
>
> I’ve only just started this on Monday. So I haven’t got very far yet. 
> I’m following a couple of YouTube videos (search YouTube for 
> “introduction to quantlib”) and just going to see where the adventure 
> leads me...
>
>
> Kind regards
>
> Richard
>
> Sent from my iPad
>
>
> On 19 Jun 2018, at 17:10, John Samler <js...@ma... 
> <mailto:js...@ma...>> wrote:
>
>     I've been exposing manually a couple of functions in QuantLibAddin
>     in my local version for a bit. It's admittedly a bit painful to
>     have to copy the code every time instead of just use the
>     pre-compiled versions.
>
>     I haven't tried to add to GitHub because I was expecting the
>     Reposit project to launch, which seems absolutely amazing! But I
>     assume that has been put on hold.
>
>     I guess will make sense to just try to add to GitHub the changes I
>     make which will benefit other users.
>
>     *Sent:* Tuesday, June 12, 2018 at 6:02 PM
>     *From:* "Eric Ehlers" <eri...@re...
>     <mailto:eri...@re...>>
>     *To:* "Richard Marshall" <dr....@gm...
>     <mailto:dr....@gm...>>,
>     qua...@li...
>     <mailto:qua...@li...>
>     *Subject:* Re: [Quantlib-dev] Addin Question
>
>     Hi Richard,
>
>     Unfortunately these days I don't have time for more than just keeping
>     the project alive.  Perhaps another kind soul here on the list would
>     volunteer to help out.
>
>     Kind Regards,
>     Eric
>
>     On 2018-06-08 15:24, Richard Marshall wrote:
>     > Hi,
>     > Is there any chance that the inflation swap-curve construction
>     could be exposed in the next release of the XL addin?
>     >
>     > I would find it really helpful!
>     >
>     > kind regards
>     > Richard
>     >
>     > Sent from my iPad
>     >
>     ------------------------------------------------------------------------------
>     > Check out the vibrant tech community on one of the world's most
>     > engaging tech sites, Slashdot.org <http://Slashdot.org>!
>     http://sdm.link/slashdot
>     > _______________________________________________
>     > QuantLib-dev mailing list
>     > Qua...@li...
>     <mailto:Qua...@li...>
>     > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
>
>     ------------------------------------------------------------------------------
>     Check out the vibrant tech community on one of the world's most
>     engaging tech sites, Slashdot.org <http://Slashdot.org>!
>     http://sdm.link/slashdot
>     _______________________________________________
>     QuantLib-dev mailing list
>     Qua...@li...
>     <mailto:Qua...@li...>
>     https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

Re: [Quantlib-dev] Addin Question

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

Hi Richard,

It seems that the latest version of visual studio has decided 
(incorrectly) that the gensrc projects should create files named 
qlgensrc.exe and ohgensrc.exe.  I haven't yet investigated how to fix 
that error, in the meantime I created exe files on disk (with the names 
and paths expected by the compiler, as specified in the error messages) 
and the build completed successfully.

Regards,
Eric

On 2018-06-22 18:05, dr....@gm... wrote:
>
> Hi,
>
> I have a couple of “errors” building the full version of QuantLibXL, 
> along the lines of (full output at the bottom)…
>
> Could not copy the file “qlgensrc.exe" because it was not found.
>
> Could not copy the file “ohgensrc.exe" because it was not found.
>
> I can’t find any help on these. Does anyone have any ideas?
>
> Severity
>
> 	
>
> Code
>
> 	
>
> Description
>
> 	
>
> Project
>
> 	
>
> File
>
> 	
>
> Line
>
> 	
>
> Suppression State
>
> Error
>
> 	
>
> MSB3030
>
> 	
>
> Could not copy the file 
> "C:\ql_build_1_12\QuantLibXL\QuantLibXL\x64\All\qlgensrc.exe" because 
> it was not found.
>
> 	
>
> QuantLibObjects
>
> 	
>
> C:\Program Files (x86)\Microsoft Visual 
> Studio\2017\Community\MSBuild\15.0\Bin\Microsoft.Common.CurrentVersion.targets
>
> 	
>
> 4343
>
> 	
>
> Error
>
> 	
>
> MSB3030
>
> 	
>
> Could not copy the file 
> "C:\ql_build_1_12\QuantLibXL\QuantLibXL\x64\All\ohgensrc.exe" because 
> it was not found.
>
> 	
>
> ohxllib
>
> 	
>
> C:\Program Files (x86)\Microsoft Visual 
> Studio\2017\Community\MSBuild\15.0\Bin\Microsoft.Common.CurrentVersion.targets
>
> 	
>
> 4343
>
> 	
>
> Kind Regards
> Richard
>
> *From:*Richard Marshall <dr....@gm...>
> *Sent:* 20 June 2018 10:27
> *To:* John Samler <js...@ma...>
> *Cc:* Eric Ehlers <eri...@re...>; 
> qua...@li...; ig...@gm...
> *Subject:* Re: [Quantlib-dev] Addin Question
>
> Hi John, Eric & Francois,
>
> That would be great. It would certainly push the project forwards a 
> step or 2 for very little effort.
>
> I don’t actually know how to feed back improvements into the project? 
> Is there someone that could tell us the best way?
>
> Also, (maybe of more interest to Francois) I had a look at the 
> instructions on how to build Quantlib and saw that I had to download 
> stuff, install stuff, etc etc. I have decided that I like my computer 
> the way it is! So, I’ve set up a google cloud account (MS and AWS have 
> similar offerings with free credits) where I can run a virtual machine 
> with windows os that will build the project.
>
> I have realised that this way of working has a secondary advantage of 
> being able to do my work, on my machine (in its original state) after 
> kicking off the necessary build processes which will would probably 
> max out my laptop’s capabilities and render it unusable for a while.
>
> I’ve only just started this on Monday. So I haven’t got very far yet. 
> I’m following a couple of YouTube videos (search YouTube for 
> “introduction to quantlib”) and just going to see where the adventure 
> leads me...
>
>
> Kind regards
>
> Richard
>
> Sent from my iPad
>
>
> On 19 Jun 2018, at 17:10, John Samler <js...@ma... 
> <mailto:js...@ma...>> wrote:
>
>     I've been exposing manually a couple of functions in QuantLibAddin
>     in my local version for a bit. It's admittedly a bit painful to
>     have to copy the code every time instead of just use the
>     pre-compiled versions.
>
>     I haven't tried to add to GitHub because I was expecting the
>     Reposit project to launch, which seems absolutely amazing! But I
>     assume that has been put on hold.
>
>     I guess will make sense to just try to add to GitHub the changes I
>     make which will benefit other users.
>
>     *Sent:* Tuesday, June 12, 2018 at 6:02 PM
>     *From:* "Eric Ehlers" <eri...@re...
>     <mailto:eri...@re...>>
>     *To:* "Richard Marshall" <dr....@gm...
>     <mailto:dr....@gm...>>,
>     qua...@li...
>     <mailto:qua...@li...>
>     *Subject:* Re: [Quantlib-dev] Addin Question
>
>     Hi Richard,
>
>     Unfortunately these days I don't have time for more than just keeping
>     the project alive.  Perhaps another kind soul here on the list would
>     volunteer to help out.
>
>     Kind Regards,
>     Eric
>
>     On 2018-06-08 15:24, Richard Marshall wrote:
>     > Hi,
>     > Is there any chance that the inflation swap-curve construction
>     could be exposed in the next release of the XL addin?
>     >
>     > I would find it really helpful!
>     >
>     > kind regards
>     > Richard
>     >
>     > Sent from my iPad
>     >
>     ------------------------------------------------------------------------------
>     > Check out the vibrant tech community on one of the world's most
>     > engaging tech sites, Slashdot.org <http://Slashdot.org>!
>     http://sdm.link/slashdot
>     > _______________________________________________
>     > QuantLib-dev mailing list
>     > Qua...@li...
>     <mailto:Qua...@li...>
>     > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
>
>     ------------------------------------------------------------------------------
>     Check out the vibrant tech community on one of the world's most
>     engaging tech sites, Slashdot.org <http://Slashdot.org>!
>     http://sdm.link/slashdot
>     _______________________________________________
>     QuantLib-dev mailing list
>     Qua...@li...
>     <mailto:Qua...@li...>
>     https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

Re: [Quantlib-dev] Addin Question

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

Hi Richard,

Apologies for the delay in getting back to you, I am on the road.

Congratulations on getting QuantLibXL to build.

Regarding the incorrect path for ObjectHandler, I just went to this page...

https://sourceforge.net/projects/quantlib/files/ObjectHandler/1.12.0/

...and I downloaded ObjectHandler-1.12.0.zip and uncompressed it, the 
paths appear to be correct.  What do I need to do to recreate this error?

When I package the upcoming release of QuantLibXL 1.13 I will check for 
any instances of vc140 hard coded and fix them as necessary.

Regards,
Eric

On 2018-06-22 18:00, dr....@gm... wrote:
>
> Hi,
>
> Ok I’ve made some progress in getting QuantLibXL to build…
>
> First, I have got QuantLib to build!
>
> Also, I have got QuantLibXL_basic to build. Although, this was a 
> little painful…
>
>  1. I’m using VS2017 – so everything needs / gets upgraded when you
>     open the solution files (or it refuses to build…).
>  2. Could you mention on the web page that the Boost headers &
>     libraries need to be linked, via the project settings , in this
>     way...
>     "Include directories" : C:\local\boost_1_**_*
>     "Library directories" : C:\local\boost_1_**_*\lib64-msvc-14.0
>  3. The required directory structure on the web page,
>     https://www.quantlib.org/quantlibaddin/build_qlxl.html is not one
>     that I could get working. According to the project solution the
>     hierarchy should be…
>     C:\build_ql_1_12_0\QuantLibXL\gensrc (required only for the Full
>     build)
>     C:\build_ql_1_12_0\QuantLibXL\log4cxx
>     C:\build_ql_1_12_0\QuantLibXL\ObjectHandler
>     C:\build_ql_1_12_0\QuantLibXL\QuantLib
>     C:\build_ql_1_12_0\QuantLibXL\QuantLibAddin
>     C:\build_ql_1_12_0\QuantLibXL\QuantLibXL
>     It would be nice if the website could be updated to mention this &
>     that the default extraction path of the associated projects of
>     C:\build_ql_1_12_0\QuantLibXL\ObjectHandler\ObjectHandler
>     is *one level too long* and needs to be changed to
>     C:\build_ql_1_12_0\QuantLibXL\ObjectHandler
>  4. Some of the subprojects build’s target files have “vc140”
>     hardcoded into them. But not all, some use $(qlCompilerTag) to
>     build their target name!
>     For my set up (VS2017) $(qlCompilerTag) => “vc141”, so my linker
>     couldn’t find the files it was looking for (the ones with
>     hardcoded names).
>     The Fix, is to either edit the target files’ properties and
>     re-hardcode to vc141. Not a long term good idea…
>     OR add the *.props file to the subprojects that need them & then
>     update the target name in the project settings to use the
>     $(qlCompilerTag). This solution is long term better, but I don’t
>     know how to do it.
>
> Kind Regards
> Richard
>
> Dr....@Gm... <mailto:Dr....@Gm...>
>
> 07966 347 202
>
> *From:*Richard Marshall <dr....@gm...>
> *Sent:* 20 June 2018 10:27
> *To:* John Samler <js...@ma...>
> *Cc:* Eric Ehlers <eri...@re...>; 
> qua...@li...; ig...@gm...
> *Subject:* Re: [Quantlib-dev] Addin Question
>
> Hi John, Eric & Francois,
>
> That would be great. It would certainly push the project forwards a 
> step or 2 for very little effort.
>
> I don’t actually know how to feed back improvements into the project? 
> Is there someone that could tell us the best way?
>
> Also, (maybe of more interest to Francois) I had a look at the 
> instructions on how to build Quantlib and saw that I had to download 
> stuff, install stuff, etc etc. I have decided that I like my computer 
> the way it is! So, I’ve set up a google cloud account (MS and AWS have 
> similar offerings with free credits) where I can run a virtual machine 
> with windows os that will build the project.
>
> I have realised that this way of working has a secondary advantage of 
> being able to do my work, on my machine (in its original state) after 
> kicking off the necessary build processes which will would probably 
> max out my laptop’s capabilities and render it unusable for a while.
>
> I’ve only just started this on Monday. So I haven’t got very far yet. 
> I’m following a couple of YouTube videos (search YouTube for 
> “introduction to quantlib”) and just going to see where the adventure 
> leads me...
>
>
> Kind regards
>
> Richard
>
> Sent from my iPad
>
>
> On 19 Jun 2018, at 17:10, John Samler <js...@ma... 
> <mailto:js...@ma...>> wrote:
>
>     I've been exposing manually a couple of functions in QuantLibAddin
>     in my local version for a bit. It's admittedly a bit painful to
>     have to copy the code every time instead of just use the
>     pre-compiled versions.
>
>     I haven't tried to add to GitHub because I was expecting the
>     Reposit project to launch, which seems absolutely amazing! But I
>     assume that has been put on hold.
>
>     I guess will make sense to just try to add to GitHub the changes I
>     make which will benefit other users.
>
>     *Sent:* Tuesday, June 12, 2018 at 6:02 PM
>     *From:* "Eric Ehlers" <eri...@re...
>     <mailto:eri...@re...>>
>     *To:* "Richard Marshall" <dr....@gm...
>     <mailto:dr....@gm...>>,
>     qua...@li...
>     <mailto:qua...@li...>
>     *Subject:* Re: [Quantlib-dev] Addin Question
>
>     Hi Richard,
>
>     Unfortunately these days I don't have time for more than just keeping
>     the project alive.  Perhaps another kind soul here on the list would
>     volunteer to help out.
>
>     Kind Regards,
>     Eric
>
>     On 2018-06-08 15:24, Richard Marshall wrote:
>     > Hi,
>     > Is there any chance that the inflation swap-curve construction
>     could be exposed in the next release of the XL addin?
>     >
>     > I would find it really helpful!
>     >
>     > kind regards
>     > Richard
>     >
>     > Sent from my iPad
>     >
>     ------------------------------------------------------------------------------
>     > Check out the vibrant tech community on one of the world's most
>     > engaging tech sites, Slashdot.org <http://Slashdot.org>!
>     http://sdm.link/slashdot
>     > _______________________________________________
>     > QuantLib-dev mailing list
>     > Qua...@li...
>     <mailto:Qua...@li...>
>     > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
>
>     ------------------------------------------------------------------------------
>     Check out the vibrant tech community on one of the world's most
>     engaging tech sites, Slashdot.org <http://Slashdot.org>!
>     http://sdm.link/slashdot
>     _______________________________________________
>     QuantLib-dev mailing list
>     Qua...@li...
>     <mailto:Qua...@li...>
>     https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

Re: [Quantlib-dev] [Quantlib-users] Graphical interface for QuantLib

[Chun M. J. T. <jef...@gm...>]

Hi Josep,

Definitely very much interested, I have been looking for something like
that for a while.
Please do keep us updated,

Best,

Jeffy

On Sat, Jun 23, 2018 at 4:52 AM Josep Rubió <jos...@gm...> wrote:

> Hi all,
>
> Some time ago I started a side project which consists in building a JSON
> wrapper for QuantLib and with this API I also started developing a web
> application with some QuantLib functionalities (
> https://terminal.quantra.io).
>
> Would someone be interested in having such a thing like a graphical
> interface for QuantLib or I am just wasting my time? Any opinion or
> suggestion is welcome :)
>
> Everything is available at https://github.com/quantraio in case someone
> would like to take a look to it. Also some other information can be found
> at https://quantra.io
>
> Thanks!
>
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org! http://sdm.link/slashdot
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

[Quantlib-dev] Graphical interface for QuantLib

[Josep R. <jos...@gm...>]

Hi all,

Some time ago I started a side project which consists in building a JSON
wrapper for QuantLib and with this API I also started developing a web
application with some QuantLib functionalities (https://terminal.quantra.io
).

Would someone be interested in having such a thing like a graphical
interface for QuantLib or I am just wasting my time? Any opinion or
suggestion is welcome :)

Everything is available at https://github.com/quantraio in case someone
would like to take a look to it. Also some other information can be found
at https://quantra.io

Thanks!

Re: [Quantlib-dev] Addin Question

[<dr....@gm...>]

Hi,

              I have a couple of “errors” building the full version of QuantLibXL, along the lines of (full output at the bottom)…

Could not copy the file “qlgensrc.exe" because it was not found.

Could not copy the file “ohgensrc.exe" because it was not found.

 

I can’t find any help on these. Does anyone have any ideas? 

 


Severity

Code

Description

Project

File

Line

Suppression State


Error

MSB3030

Could not copy the file "C:\ql_build_1_12\QuantLibXL\QuantLibXL\x64\All\qlgensrc.exe" because it was not found.

QuantLibObjects

C:\Program Files (x86)\Microsoft Visual Studio\2017\Community\MSBuild\15.0\Bin\Microsoft.Common.CurrentVersion.targets

4343

 


Error

MSB3030

Could not copy the file "C:\ql_build_1_12\QuantLibXL\QuantLibXL\x64\All\ohgensrc.exe" because it was not found.

ohxllib

C:\Program Files (x86)\Microsoft Visual Studio\2017\Community\MSBuild\15.0\Bin\Microsoft.Common.CurrentVersion.targets

4343

 

 

 

Kind Regards
Richard



 

 

From: Richard Marshall <dr....@gm...> 
Sent: 20 June 2018 10:27
To: John Samler <js...@ma...>
Cc: Eric Ehlers <eri...@re...>; qua...@li...; ig...@gm...
Subject: Re: [Quantlib-dev] Addin Question

 

Hi John, Eric & Francois,

 

That would be great. It would certainly push the project forwards a step or 2 for very little effort.

 

I don’t actually know how to feed back improvements into the project? Is there someone that could tell us the best way?

 

Also, (maybe of more interest to Francois) I had a look at the instructions on how to build Quantlib and saw that I had to download stuff, install stuff, etc etc. I have decided that I like my computer the way it is! So, I’ve set up a google cloud account (MS and AWS have similar offerings with free credits) where I can run a virtual machine with windows os that will build the project. 

 

I have realised that this way of working has a secondary advantage of being able to do my work, on my machine (in its original state) after kicking off the necessary build processes which will would probably max out my laptop’s capabilities and render it unusable for a while.

 

I’ve only just started this on Monday. So I haven’t got very far yet. I’m following a couple of YouTube videos (search YouTube for “introduction to quantlib”) and just going to see where the adventure leads me...


Kind regards 

Richard 

Sent from my iPad


On 19 Jun 2018, at 17:10, John Samler <js...@ma... <mailto:js...@ma...> > wrote:

I've been exposing manually a couple of functions in QuantLibAddin in my local version for a bit. It's admittedly a bit painful to have to copy the code every time instead of just use the pre-compiled versions.

I haven't tried to add to GitHub because I was expecting the Reposit project to launch, which seems absolutely amazing! But I assume that has been put on hold.

I guess will make sense to just try to add to GitHub the changes I make which will benefit other users. 

  

Sent: Tuesday, June 12, 2018 at 6:02 PM
From: "Eric Ehlers" <eri...@re... <mailto:eri...@re...> >
To: "Richard Marshall" <dr....@gm... <mailto:dr....@gm...> >, qua...@li... <mailto:qua...@li...> 
Subject: Re: [Quantlib-dev] Addin Question

Hi Richard,

Unfortunately these days I don't have time for more than just keeping
the project alive.  Perhaps another kind soul here on the list would
volunteer to help out.

Kind Regards,
Eric

On 2018-06-08 15:24, Richard Marshall wrote:
> Hi,
> Is there any chance that the inflation swap-curve construction could be exposed in the next release of the XL addin?
>
> I would find it really helpful!
>
> kind regards
> Richard
>
> Sent from my iPad
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org <http://Slashdot.org> ! http://sdm.link/slashdot
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li... <mailto:Qua...@li...> 
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev


------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, Slashdot.org <http://Slashdot.org> ! http://sdm.link/slashdot
_______________________________________________
QuantLib-dev mailing list
Qua...@li... <mailto:Qua...@li...> 
https://lists.sourceforge.net/lists/listinfo/quantlib-dev

Re: [Quantlib-dev] Addin Question

[<dr....@gm...>]

Hi,

Ok I’ve made some progress in getting QuantLibXL to build…

 

First, I have got QuantLib to build! 

 

Also, I have got QuantLibXL_basic to build. Although, this was a little painful… 

 

1.	I’m using VS2017 – so everything needs / gets upgraded when you open the solution files (or it refuses to build…).
2.	Could you mention on the web page that the Boost headers & libraries need to be linked, via the project settings , in this way... 
"Include directories" : C:\local\boost_1_**_*
"Library directories" : C:\local\boost_1_**_*\lib64-msvc-14.0
3.	The required directory structure on the web page, https://www.quantlib.org/quantlibaddin/build_qlxl.html is not one that I could get working. According to the project solution the hierarchy should be…
C:\build_ql_1_12_0\QuantLibXL\gensrc (required only for the Full build)
C:\build_ql_1_12_0\QuantLibXL\log4cxx
C:\build_ql_1_12_0\QuantLibXL\ObjectHandler
C:\build_ql_1_12_0\QuantLibXL\QuantLib
C:\build_ql_1_12_0\QuantLibXL\QuantLibAddin
C:\build_ql_1_12_0\QuantLibXL\QuantLibXL
It would be nice if the website could be updated to mention this & that the default extraction path of the associated projects of 
C:\build_ql_1_12_0\QuantLibXL\ObjectHandler\ObjectHandler 
is one level too long and needs to be changed to 
C:\build_ql_1_12_0\QuantLibXL\ObjectHandler
4.	Some of the subprojects build’s target files have “vc140” hardcoded into them. But not all, some use $(qlCompilerTag) to build their target name! 
For my set up (VS2017) $(qlCompilerTag) => “vc141”, so my linker couldn’t find the files it was looking for (the ones with hardcoded names). 
The Fix, is to either edit the target files’ properties and re-hardcode to vc141. Not a long term good idea… 
OR add the *.props file to the subprojects that need them & then update the target name in the project settings to use the $(qlCompilerTag). This solution is long term better, but I don’t know how to do it.

 

Kind Regards
Richard

 <mailto:Dr....@Gm...> Dr....@Gm...

07966 347 202



 

From: Richard Marshall <dr....@gm...> 
Sent: 20 June 2018 10:27
To: John Samler <js...@ma...>
Cc: Eric Ehlers <eri...@re...>; qua...@li...; ig...@gm...
Subject: Re: [Quantlib-dev] Addin Question

 

Hi John, Eric & Francois,

 

That would be great. It would certainly push the project forwards a step or 2 for very little effort.

 

I don’t actually know how to feed back improvements into the project? Is there someone that could tell us the best way?

 

Also, (maybe of more interest to Francois) I had a look at the instructions on how to build Quantlib and saw that I had to download stuff, install stuff, etc etc. I have decided that I like my computer the way it is! So, I’ve set up a google cloud account (MS and AWS have similar offerings with free credits) where I can run a virtual machine with windows os that will build the project. 

 

I have realised that this way of working has a secondary advantage of being able to do my work, on my machine (in its original state) after kicking off the necessary build processes which will would probably max out my laptop’s capabilities and render it unusable for a while.

 

I’ve only just started this on Monday. So I haven’t got very far yet. I’m following a couple of YouTube videos (search YouTube for “introduction to quantlib”) and just going to see where the adventure leads me...


Kind regards 

Richard 

Sent from my iPad


On 19 Jun 2018, at 17:10, John Samler <js...@ma... <mailto:js...@ma...> > wrote:

I've been exposing manually a couple of functions in QuantLibAddin in my local version for a bit. It's admittedly a bit painful to have to copy the code every time instead of just use the pre-compiled versions.

I haven't tried to add to GitHub because I was expecting the Reposit project to launch, which seems absolutely amazing! But I assume that has been put on hold.

I guess will make sense to just try to add to GitHub the changes I make which will benefit other users. 

  

Sent: Tuesday, June 12, 2018 at 6:02 PM
From: "Eric Ehlers" <eri...@re... <mailto:eri...@re...> >
To: "Richard Marshall" <dr....@gm... <mailto:dr....@gm...> >, qua...@li... <mailto:qua...@li...> 
Subject: Re: [Quantlib-dev] Addin Question

Hi Richard,

Unfortunately these days I don't have time for more than just keeping
the project alive.  Perhaps another kind soul here on the list would
volunteer to help out.

Kind Regards,
Eric

On 2018-06-08 15:24, Richard Marshall wrote:
> Hi,
> Is there any chance that the inflation swap-curve construction could be exposed in the next release of the XL addin?
>
> I would find it really helpful!
>
> kind regards
> Richard
>
> Sent from my iPad
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org <http://Slashdot.org> ! http://sdm.link/slashdot
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li... <mailto:Qua...@li...> 
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev


------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, Slashdot.org <http://Slashdot.org> ! http://sdm.link/slashdot
_______________________________________________
QuantLib-dev mailing list
Qua...@li... <mailto:Qua...@li...> 
https://lists.sourceforge.net/lists/listinfo/quantlib-dev

Re: [Quantlib-dev] Addin Question

[Dr R. M. <dr....@gm...>]

Got it. Thanks. 

Sent from my iPhone

> On 20 Jun 2018, at 11:43, Eric Ehlers <eri...@re...> wrote:
> 
> Hi Richard,
> 
> You could do either.
> 
> If you want to take an existing QuantLib function and export it to Excel, you could make a pull request to QuantLibXL (the link I gave you).  If you are adding new functionality to QuantLib then you would need to make a pull request to QuantLib in addition.
> 
> All of this is unrelated to the "new" and "old" builds of QuantLibXL.  The new build is on hold, the link that I gave you is the repo for the old build.
> 
> Kind Regards,
> Eric
> 
>> On 2018-06-20 12:40, Dr Richard Marshall wrote:
>> Hi Eric,
>> 
>> Just to be clear.... making a pull request to that repository is good for exposing current functions to excel, but not for making new functions in excel?
>> 
>> Kind regards
>> Richard
>> 
>> 
>> Sent from my iPhone
>> 
>>>> On 20 Jun 2018, at 11:35, Eric Ehlers <eri...@re...> wrote:
>>>> 
>>>> I don’t actually know how to feed back improvements into the project? Is there someone that could tell us the best way?
>>> Please make a pull request to this repo:
>>> 
>>> https://github.com/eehlers/QuantLibAddin-Old
>>> 
>>> Kind Regards,
>>> Eric
>>> 
>>>> On 2018-06-20 11:26, Richard Marshall wrote:
>>>> Hi John, Eric & Francois,
>>>> 
>>>> That would be great. It would certainly push the project forwards a step or 2 for very little effort.
>>>> 
>>>> I don’t actually know how to feed back improvements into the project? Is there someone that could tell us the best way?
>>>> 
>>>> Also, (maybe of more interest to Francois) I had a look at the instructions on how to build Quantlib and saw that I had to download stuff, install stuff, etc etc. I have decided that I like my computer the way it is! So, I’ve set up a google cloud account (MS and AWS have similar offerings with free credits) where I can run a virtual machine with windows os that will build the project.
>>>> 
>>>> I have realised that this way of working has a secondary advantage of being able to do my work, on my machine (in its original state) after kicking off the necessary build processes which will would probably max out my laptop’s capabilities and render it unusable for a while.
>>>> 
>>>> I’ve only just started this on Monday. So I haven’t got very far yet. I’m following a couple of YouTube videos (search YouTube for “introduction to quantlib”) and just going to see where the adventure leads me...
>>>> 
>>>> Kind regards
>>>> Richard
>>>> 
>>>> Sent from my iPad
>>>> 
>>>>> On 19 Jun 2018, at 17:10, John Samler <js...@ma... <mailto:js...@ma...>> wrote:
>>>>> 
>>>>> I've been exposing manually a couple of functions in QuantLibAddin in my local version for a bit. It's admittedly a bit painful to have to copy the code every time instead of just use the pre-compiled versions.
>>>>> 
>>>>> I haven't tried to add to GitHub because I was expecting the Reposit project to launch, which seems absolutely amazing! But I assume that has been put on hold.
>>>>> 
>>>>> I guess will make sense to just try to add to GitHub the changes I make which will benefit other users.
>>>>> *Sent:* Tuesday, June 12, 2018 at 6:02 PM
>>>>> *From:* "Eric Ehlers" <eri...@re... <mailto:eri...@re...>>
>>>>> *To:* "Richard Marshall" <dr....@gm... <mailto:dr....@gm...>>, qua...@li... <mailto:qua...@li...>
>>>>> *Subject:* Re: [Quantlib-dev] Addin Question
>>>>> Hi Richard,
>>>>> 
>>>>> Unfortunately these days I don't have time for more than just keeping
>>>>> the project alive.  Perhaps another kind soul here on the list would
>>>>> volunteer to help out.
>>>>> 
>>>>> Kind Regards,
>>>>> Eric
>>>>> 
>>>>>> On 2018-06-08 15:24, Richard Marshall wrote:
>>>>>> Hi,
>>>>>> Is there any chance that the inflation swap-curve construction could be exposed in the next release of the XL addin?
>>>>>> 
>>>>>> I would find it really helpful!
>>>>>> 
>>>>>> kind regards
>>>>>> Richard
>>>>>> 
>>>>>> Sent from my iPad
>>>>>> ------------------------------------------------------------------------------
>>>>>> Check out the vibrant tech community on one of the world's most
>>>>>> engaging tech sites, Slashdot.org <http://Slashdot.org>! http://sdm.link/slashdot
>>>>>> _______________________________________________
>>>>>> QuantLib-dev mailing list
>>>>>> Qua...@li... <mailto:Qua...@li...>
>>>>>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>>>> 
>>>>> ------------------------------------------------------------------------------
>>>>> Check out the vibrant tech community on one of the world's most
>>>>> engaging tech sites, Slashdot.org <http://Slashdot.org>! http://sdm.link/slashdot
>>>>> _______________________________________________
>>>>> QuantLib-dev mailing list
>>>>> Qua...@li... <mailto:Qua...@li...>
>>>>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> 

Re: [Quantlib-dev] Addin Question

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

Hi Richard,

You could do either.

If you want to take an existing QuantLib function and export it to 
Excel, you could make a pull request to QuantLibXL (the link I gave 
you).  If you are adding new functionality to QuantLib then you would 
need to make a pull request to QuantLib in addition.

All of this is unrelated to the "new" and "old" builds of QuantLibXL.  
The new build is on hold, the link that I gave you is the repo for the 
old build.

Kind Regards,
Eric

On 2018-06-20 12:40, Dr Richard Marshall wrote:
> Hi Eric,
>
> Just to be clear.... making a pull request to that repository is good for exposing current functions to excel, but not for making new functions in excel?
>
> Kind regards
> Richard
>
>
> Sent from my iPhone
>
>> On 20 Jun 2018, at 11:35, Eric Ehlers <eri...@re...> wrote:
>>
>>> I don’t actually know how to feed back improvements into the project? Is there someone that could tell us the best way?
>> Please make a pull request to this repo:
>>
>> https://github.com/eehlers/QuantLibAddin-Old
>>
>> Kind Regards,
>> Eric
>>
>>> On 2018-06-20 11:26, Richard Marshall wrote:
>>> Hi John, Eric & Francois,
>>>
>>> That would be great. It would certainly push the project forwards a step or 2 for very little effort.
>>>
>>> I don’t actually know how to feed back improvements into the project? Is there someone that could tell us the best way?
>>>
>>> Also, (maybe of more interest to Francois) I had a look at the instructions on how to build Quantlib and saw that I had to download stuff, install stuff, etc etc. I have decided that I like my computer the way it is! So, I’ve set up a google cloud account (MS and AWS have similar offerings with free credits) where I can run a virtual machine with windows os that will build the project.
>>>
>>> I have realised that this way of working has a secondary advantage of being able to do my work, on my machine (in its original state) after kicking off the necessary build processes which will would probably max out my laptop’s capabilities and render it unusable for a while.
>>>
>>> I’ve only just started this on Monday. So I haven’t got very far yet. I’m following a couple of YouTube videos (search YouTube for “introduction to quantlib”) and just going to see where the adventure leads me...
>>>
>>> Kind regards
>>> Richard
>>>
>>> Sent from my iPad
>>>
>>>> On 19 Jun 2018, at 17:10, John Samler <js...@ma... <mailto:js...@ma...>> wrote:
>>>>
>>>> I've been exposing manually a couple of functions in QuantLibAddin in my local version for a bit. It's admittedly a bit painful to have to copy the code every time instead of just use the pre-compiled versions.
>>>>
>>>> I haven't tried to add to GitHub because I was expecting the Reposit project to launch, which seems absolutely amazing! But I assume that has been put on hold.
>>>>
>>>> I guess will make sense to just try to add to GitHub the changes I make which will benefit other users.
>>>> *Sent:* Tuesday, June 12, 2018 at 6:02 PM
>>>> *From:* "Eric Ehlers" <eri...@re... <mailto:eri...@re...>>
>>>> *To:* "Richard Marshall" <dr....@gm... <mailto:dr....@gm...>>, qua...@li... <mailto:qua...@li...>
>>>> *Subject:* Re: [Quantlib-dev] Addin Question
>>>> Hi Richard,
>>>>
>>>> Unfortunately these days I don't have time for more than just keeping
>>>> the project alive.  Perhaps another kind soul here on the list would
>>>> volunteer to help out.
>>>>
>>>> Kind Regards,
>>>> Eric
>>>>
>>>> On 2018-06-08 15:24, Richard Marshall wrote:
>>>>> Hi,
>>>>> Is there any chance that the inflation swap-curve construction could be exposed in the next release of the XL addin?
>>>>>
>>>>> I would find it really helpful!
>>>>>
>>>>> kind regards
>>>>> Richard
>>>>>
>>>>> Sent from my iPad
>>>>> ------------------------------------------------------------------------------
>>>>> Check out the vibrant tech community on one of the world's most
>>>>> engaging tech sites, Slashdot.org <http://Slashdot.org>! http://sdm.link/slashdot
>>>>> _______________________________________________
>>>>> QuantLib-dev mailing list
>>>>> Qua...@li... <mailto:Qua...@li...>
>>>>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>>>
>>>> ------------------------------------------------------------------------------
>>>> Check out the vibrant tech community on one of the world's most
>>>> engaging tech sites, Slashdot.org <http://Slashdot.org>! http://sdm.link/slashdot
>>>> _______________________________________________
>>>> QuantLib-dev mailing list
>>>> Qua...@li... <mailto:Qua...@li...>
>>>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev

Re: [Quantlib-dev] Addin Question

[Dr R. M. <dr....@gm...>]

Hi Eric,

Just to be clear.... making a pull request to that repository is good for exposing current functions to excel, but not for making new functions in excel?

Kind regards 
Richard 


Sent from my iPhone

> On 20 Jun 2018, at 11:35, Eric Ehlers <eri...@re...> wrote:
> 
> > I don’t actually know how to feed back improvements into the project? Is there someone that could tell us the best way?
> 
> Please make a pull request to this repo:
> 
> https://github.com/eehlers/QuantLibAddin-Old
> 
> Kind Regards,
> Eric
> 
>> On 2018-06-20 11:26, Richard Marshall wrote:
>> Hi John, Eric & Francois,
>> 
>> That would be great. It would certainly push the project forwards a step or 2 for very little effort.
>> 
>> I don’t actually know how to feed back improvements into the project? Is there someone that could tell us the best way?
>> 
>> Also, (maybe of more interest to Francois) I had a look at the instructions on how to build Quantlib and saw that I had to download stuff, install stuff, etc etc. I have decided that I like my computer the way it is! So, I’ve set up a google cloud account (MS and AWS have similar offerings with free credits) where I can run a virtual machine with windows os that will build the project.
>> 
>> I have realised that this way of working has a secondary advantage of being able to do my work, on my machine (in its original state) after kicking off the necessary build processes which will would probably max out my laptop’s capabilities and render it unusable for a while.
>> 
>> I’ve only just started this on Monday. So I haven’t got very far yet. I’m following a couple of YouTube videos (search YouTube for “introduction to quantlib”) and just going to see where the adventure leads me...
>> 
>> Kind regards
>> Richard
>> 
>> Sent from my iPad
>> 
>>> On 19 Jun 2018, at 17:10, John Samler <js...@ma... <mailto:js...@ma...>> wrote:
>>> 
>>> I've been exposing manually a couple of functions in QuantLibAddin in my local version for a bit. It's admittedly a bit painful to have to copy the code every time instead of just use the pre-compiled versions.
>>> 
>>> I haven't tried to add to GitHub because I was expecting the Reposit project to launch, which seems absolutely amazing! But I assume that has been put on hold.
>>> 
>>> I guess will make sense to just try to add to GitHub the changes I make which will benefit other users.
>>> *Sent:* Tuesday, June 12, 2018 at 6:02 PM
>>> *From:* "Eric Ehlers" <eri...@re... <mailto:eri...@re...>>
>>> *To:* "Richard Marshall" <dr....@gm... <mailto:dr....@gm...>>, qua...@li... <mailto:qua...@li...>
>>> *Subject:* Re: [Quantlib-dev] Addin Question
>>> Hi Richard,
>>> 
>>> Unfortunately these days I don't have time for more than just keeping
>>> the project alive.  Perhaps another kind soul here on the list would
>>> volunteer to help out.
>>> 
>>> Kind Regards,
>>> Eric
>>> 
>>> On 2018-06-08 15:24, Richard Marshall wrote:
>>> > Hi,
>>> > Is there any chance that the inflation swap-curve construction could be exposed in the next release of the XL addin?
>>> >
>>> > I would find it really helpful!
>>> >
>>> > kind regards
>>> > Richard
>>> >
>>> > Sent from my iPad
>>> > ------------------------------------------------------------------------------
>>> > Check out the vibrant tech community on one of the world's most
>>> > engaging tech sites, Slashdot.org <http://Slashdot.org>! http://sdm.link/slashdot
>>> > _______________________________________________
>>> > QuantLib-dev mailing list
>>> > Qua...@li... <mailto:Qua...@li...>
>>> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>> 
>>> 
>>> ------------------------------------------------------------------------------
>>> Check out the vibrant tech community on one of the world's most
>>> engaging tech sites, Slashdot.org <http://Slashdot.org>! http://sdm.link/slashdot
>>> _______________________________________________
>>> QuantLib-dev mailing list
>>> Qua...@li... <mailto:Qua...@li...>
>>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> 

Re: [Quantlib-dev] Addin Question

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

 > I don’t actually know how to feed back improvements into the project? 
Is there someone that could tell us the best way?

Please make a pull request to this repo:

https://github.com/eehlers/QuantLibAddin-Old

Kind Regards,
Eric

On 2018-06-20 11:26, Richard Marshall wrote:
> Hi John, Eric & Francois,
>
> That would be great. It would certainly push the project forwards a 
> step or 2 for very little effort.
>
> I don’t actually know how to feed back improvements into the project? 
> Is there someone that could tell us the best way?
>
> Also, (maybe of more interest to Francois) I had a look at the 
> instructions on how to build Quantlib and saw that I had to download 
> stuff, install stuff, etc etc. I have decided that I like my computer 
> the way it is! So, I’ve set up a google cloud account (MS and AWS have 
> similar offerings with free credits) where I can run a virtual machine 
> with windows os that will build the project.
>
> I have realised that this way of working has a secondary advantage of 
> being able to do my work, on my machine (in its original state) after 
> kicking off the necessary build processes which will would probably 
> max out my laptop’s capabilities and render it unusable for a while.
>
> I’ve only just started this on Monday. So I haven’t got very far yet. 
> I’m following a couple of YouTube videos (search YouTube for 
> “introduction to quantlib”) and just going to see where the adventure 
> leads me...
>
> Kind regards
> Richard
>
> Sent from my iPad
>
> On 19 Jun 2018, at 17:10, John Samler <js...@ma... 
> <mailto:js...@ma...>> wrote:
>
>> I've been exposing manually a couple of functions in QuantLibAddin in 
>> my local version for a bit. It's admittedly a bit painful to have to 
>> copy the code every time instead of just use the pre-compiled versions.
>>
>> I haven't tried to add to GitHub because I was expecting the Reposit 
>> project to launch, which seems absolutely amazing! But I assume that 
>> has been put on hold.
>>
>> I guess will make sense to just try to add to GitHub the changes I 
>> make which will benefit other users.
>> *Sent:* Tuesday, June 12, 2018 at 6:02 PM
>> *From:* "Eric Ehlers" <eri...@re... 
>> <mailto:eri...@re...>>
>> *To:* "Richard Marshall" <dr....@gm... 
>> <mailto:dr....@gm...>>, 
>> qua...@li... 
>> <mailto:qua...@li...>
>> *Subject:* Re: [Quantlib-dev] Addin Question
>> Hi Richard,
>>
>> Unfortunately these days I don't have time for more than just keeping
>> the project alive.  Perhaps another kind soul here on the list would
>> volunteer to help out.
>>
>> Kind Regards,
>> Eric
>>
>> On 2018-06-08 15:24, Richard Marshall wrote:
>> > Hi,
>> > Is there any chance that the inflation swap-curve construction 
>> could be exposed in the next release of the XL addin?
>> >
>> > I would find it really helpful!
>> >
>> > kind regards
>> > Richard
>> >
>> > Sent from my iPad
>> > 
>> ------------------------------------------------------------------------------
>> > Check out the vibrant tech community on one of the world's most
>> > engaging tech sites, Slashdot.org <http://Slashdot.org>! 
>> http://sdm.link/slashdot
>> > _______________________________________________
>> > QuantLib-dev mailing list
>> > Qua...@li... 
>> <mailto:Qua...@li...>
>> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>
>>
>> ------------------------------------------------------------------------------
>> Check out the vibrant tech community on one of the world's most
>> engaging tech sites, Slashdot.org <http://Slashdot.org>! 
>> http://sdm.link/slashdot
>> _______________________________________________
>> QuantLib-dev mailing list
>> Qua...@li... 
>> <mailto:Qua...@li...>
>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev

Re: [Quantlib-dev] Addin Question

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

I am very sorry to say that the reposit build is on hold indefinitely.  
I would be grateful for any contributions that you could make to the old 
build and these will make it into the new build eventually.

Regards,
Eric

On 2018-06-19 18:10, John Samler wrote:
> I've been exposing manually a couple of functions in QuantLibAddin in 
> my local version for a bit. It's admittedly a bit painful to have to 
> copy the code every time instead of just use the pre-compiled versions.
>
> I haven't tried to add to GitHub because I was expecting the Reposit 
> project to launch, which seems absolutely amazing! But I assume that 
> has been put on hold.
>
> I guess will make sense to just try to add to GitHub the changes I 
> make which will benefit other users.
> *Sent:* Tuesday, June 12, 2018 at 6:02 PM
> *From:* "Eric Ehlers" <eri...@re...>
> *To:* "Richard Marshall" <dr....@gm...>, 
> qua...@li...
> *Subject:* Re: [Quantlib-dev] Addin Question
> Hi Richard,
>
> Unfortunately these days I don't have time for more than just keeping
> the project alive.  Perhaps another kind soul here on the list would
> volunteer to help out.
>
> Kind Regards,
> Eric
>
> On 2018-06-08 15:24, Richard Marshall wrote:
> > Hi,
> > Is there any chance that the inflation swap-curve construction could 
> be exposed in the next release of the XL addin?
> >
> > I would find it really helpful!
> >
> > kind regards
> > Richard
> >
> > Sent from my iPad
> > 
> ------------------------------------------------------------------------------
> > Check out the vibrant tech community on one of the world's most
> > engaging tech sites, Slashdot.org! http://sdm.link/slashdot
> > _______________________________________________
> > QuantLib-dev mailing list
> > Qua...@li...
> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
>
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org! http://sdm.link/slashdot
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev

Re: [Quantlib-dev] Addin Question

[Richard M. <dr....@gm...>]

Hi John, Eric & Francois,

That would be great. It would certainly push the project forwards a step or 2 for very little effort.

I don’t actually know how to feed back improvements into the project? Is there someone that could tell us the best way?

Also, (maybe of more interest to Francois) I had a look at the instructions on how to build Quantlib and saw that I had to download stuff, install stuff, etc etc. I have decided that I like my computer the way it is! So, I’ve set up a google cloud account (MS and AWS have similar offerings with free credits) where I can run a virtual machine with windows os that will build the project. 

I have realised that this way of working has a secondary advantage of being able to do my work, on my machine (in its original state) after kicking off the necessary build processes which will would probably max out my laptop’s capabilities and render it unusable for a while.

I’ve only just started this on Monday. So I haven’t got very far yet. I’m following a couple of YouTube videos (search YouTube for “introduction to quantlib”) and just going to see where the adventure leads me...

Kind regards 
Richard 

Sent from my iPad

> On 19 Jun 2018, at 17:10, John Samler <js...@ma...> wrote:
> 
> I've been exposing manually a couple of functions in QuantLibAddin in my local version for a bit. It's admittedly a bit painful to have to copy the code every time instead of just use the pre-compiled versions.
> 
> I haven't tried to add to GitHub because I was expecting the Reposit project to launch, which seems absolutely amazing! But I assume that has been put on hold.
> 
> I guess will make sense to just try to add to GitHub the changes I make which will benefit other users.
>  
> Sent: Tuesday, June 12, 2018 at 6:02 PM
> From: "Eric Ehlers" <eri...@re...>
> To: "Richard Marshall" <dr....@gm...>, qua...@li...
> Subject: Re: [Quantlib-dev] Addin Question
> Hi Richard,
> 
> Unfortunately these days I don't have time for more than just keeping
> the project alive.  Perhaps another kind soul here on the list would
> volunteer to help out.
> 
> Kind Regards,
> Eric
> 
> On 2018-06-08 15:24, Richard Marshall wrote:
> > Hi,
> > Is there any chance that the inflation swap-curve construction could be exposed in the next release of the XL addin?
> >
> > I would find it really helpful!
> >
> > kind regards
> > Richard
> >
> > Sent from my iPad
> > ------------------------------------------------------------------------------
> > Check out the vibrant tech community on one of the world's most
> > engaging tech sites, Slashdot.org! http://sdm.link/slashdot
> > _______________________________________________
> > QuantLib-dev mailing list
> > Qua...@li...
> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> 
> 
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org! http://sdm.link/slashdot
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev

Re: [Quantlib-dev] Addin Question

[John S. <js...@ma...>]

<html><head></head><body><div style="font-family: Verdana;font-size: 12.0px;"><div>I&#39;ve been exposing manually a couple of functions in QuantLibAddin in my local version for a bit. It&#39;s admittedly a bit painful to have to copy the code every time instead of just use the pre-compiled versions.<br/>
<br/>
I haven&#39;t tried to add to GitHub because I was expecting the Reposit project to launch, which seems absolutely amazing! But I assume that has been put on hold.<br/>
<br/>
I guess will make sense to just try to add to GitHub the changes I make which will benefit other users.
<div>&nbsp;
<div name="quote" style="margin:10px 5px 5px 10px; padding: 10px 0 10px 10px; border-left:2px solid #C3D9E5; word-wrap: break-word; -webkit-nbsp-mode: space; -webkit-line-break: after-white-space;">
<div style="margin:0 0 10px 0;"><b>Sent:</b>&nbsp;Tuesday, June 12, 2018 at 6:02 PM<br/>
<b>From:</b>&nbsp;&quot;Eric Ehlers&quot; &lt;eri...@re...&gt;<br/>
<b>To:</b>&nbsp;&quot;Richard Marshall&quot; &lt;dr....@gm...&gt;, qua...@li...<br/>
<b>Subject:</b>&nbsp;Re: [Quantlib-dev] Addin Question</div>

<div name="quoted-content">Hi Richard,<br/>
<br/>
Unfortunately these days I don&#39;t have time for more than just keeping<br/>
the project alive.&nbsp; Perhaps another kind soul here on the list would<br/>
volunteer to help out.<br/>
<br/>
Kind Regards,<br/>
Eric<br/>
<br/>
On 2018-06-08 15:24, Richard Marshall wrote:<br/>
&gt; Hi,<br/>
&gt; Is there any chance that the inflation swap-curve construction could be exposed in the next release of the XL addin?<br/>
&gt;<br/>
&gt; I would find it really helpful!<br/>
&gt;<br/>
&gt; kind regards<br/>
&gt; Richard<br/>
&gt;<br/>
&gt; Sent from my iPad<br/>
&gt; ------------------------------------------------------------------------------<br/>
&gt; Check out the vibrant tech community on one of the world&#39;s most<br/>
&gt; engaging tech sites, Slashdot.org! <a href="http://sdm.link/slashdot" target="_blank">http://sdm.link/slashdot</a><br/>
&gt; _______________________________________________<br/>
&gt; QuantLib-dev mailing list<br/>
&gt; Qua...@li...<br/>
&gt; <a href="https://lists.sourceforge.net/lists/listinfo/quantlib-dev" target="_blank">https://lists.sourceforge.net/lists/listinfo/quantlib-dev</a><br/>
<br/>
<br/>
------------------------------------------------------------------------------<br/>
Check out the vibrant tech community on one of the world&#39;s most<br/>
engaging tech sites, Slashdot.org! <a href="http://sdm.link/slashdot" target="_blank">http://sdm.link/slashdot</a><br/>
_______________________________________________<br/>
QuantLib-dev mailing list<br/>
Qua...@li...<br/>
<a href="https://lists.sourceforge.net/lists/listinfo/quantlib-dev" target="_blank">https://lists.sourceforge.net/lists/listinfo/quantlib-dev</a></div>
</div>
</div>
</div></div></body></html>

Re: [Quantlib-dev] Addin Question

[Francois B. <ig...@gm...>]

Hi Eric and Richard,

A few months ago, I liaised with Eric a bit to get the build process for
QuanlibXL going on my machine. Because I would also like to expose some
functions. I didn't succeed, but admittedly, didn't spend much time on it.
I'll give it another bash sometime soon and let you know how it went.

If I'm successful, I'll assist in exposing your required functionality too.

regards
Francois Botha


On Wed, 13 Jun 2018 at 12:05, Eric Ehlers <eri...@re...> wrote:

> Hi Richard,
>
> In case you or someone else wants to take a crack at this,  the
> documentation for exporting functions from QuantLib to QuantLibXL is here:
>
> https://www.quantlib.org/quantlibaddin/extend_tutorial.html
>
> Regards,
> Eric
>
> On 2018-06-12 21:15, Richard Marshall wrote:
> > Hi Eric,
> >
> > Thanks for responding. A decade long economic recovery and an AI boom
> really has sucked people’s available time away from this project!
> >
> > If anyone could give some time, I would be very grateful.
> >
> > If the process of exposing the functionality is straight forward, but
> mechanical, then there’s a very small chance I could complete it myself.
> But my last C++ coding was almost 2 decades ago, so I’d need serious spoon
> feeding...
> >
> > Thinking out loud... this would make a great project for an aspiring
> quant / computer science university graduate student. Unfortunately, I left
> that arena a long time ago.
> >
> > Kind regards
> > Richard
> >
> > Sent from my iPad
> >
> >> On 12 Jun 2018, at 19:02, Eric Ehlers <eri...@re...> wrote:
> >>
> >> Hi Richard,
> >>
> >> Unfortunately these days I don't have time for more than just keeping
> the project alive.  Perhaps another kind soul here on the list would
> volunteer to help out.
> >>
> >> Kind Regards,
> >> Eric
> >>
> >>> On 2018-06-08 15:24, Richard Marshall wrote:
> >>> Hi,
> >>> Is there any chance that the inflation swap-curve construction could
> be exposed in the next release of the XL addin?
> >>>
> >>> I would find it really helpful!
> >>>
> >>> kind regards
> >>> Richard
> >>>
> >>> Sent from my iPad
> >>>
> ------------------------------------------------------------------------------
> >>> Check out the vibrant tech community on one of the world's most
> >>> engaging tech sites, Slashdot.org! http://sdm.link/slashdot
> >>> _______________________________________________
> >>> QuantLib-dev mailing list
> >>> Qua...@li...
> >>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
>
>
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org! http://sdm.link/slashdot
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>