quantlib-dev — Discussion of QuantLib development

Re: [Quantlib-dev] Dev. environment

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

On Thu, 2008-11-13 at 11:32 -0800, 1sy8 wrote:
> Thanks for all these tips. So you just copy and paste the header when you
> start a new file ?

Yes.

Luigi


-- 

If I do not want others to quote me, I do not speak. 
-- Phil Wayne 

Re: [Quantlib-dev] Adding new functions to blackcalculator

[Dima <dim...@go...>]

Ok, thanks a lot for your replies! After thinking about it I'd suggest
to code the delta calculations in a new class called BlackDeltaCalculator
with a similar constructor as the BlackCalculator class. This might look
like
overkill (an own class for Delta calculation) on first sight, but my reasons
are
as follows:

- we'll have to deal with 4 deltas, which could be conveniently
coded in an enumeration which could be passed to the
constructor.
- we'll need 4 different functions to return a strike for a given
delta. 2 of them will include a zero root search algorithm (premium
adjusted ones). This could be all handled by one function strike().
- We will need at least two functions, which return the strike for
an ATM convention (e.g. atm forward or atm delta neutral straddle).
Delta neutral straddle strike depends again on the 4 delta conventions.

So, to summarize: if we would try to build that in the current
BlackCalculator
class, this would mess things up a lot, since many delta specific functions
would be needed, which are mostly used in FX.

I'm very open to other suggestions. What do you think? Regards, Dima














2008/11/13 Ferdinando Ametrano <na...@am...>

> On Thu, Nov 13, 2008 at 12:42 PM, Dima <dim...@go...>
> wrote:
> > Ok, good. [...] So, how to proceed?
> It would be better if you work on the current trunk version, so
> familiarize yourself with svn and check out the trunk snapshot. See
> http://quantlib.org/svn.shtml
> Also please read the "Developer introduction" at
> http://quantlib.org/newdeveloper.shtml
>
> > Will I work with someone of the core
> > developers of the class closely?
> I am the class main developer, but a) I'm not that proud of its design
> b) it's not that complex c) Luigi is THE man
> Just post on the dev list and somebody will step up and help you.
>
> > Since I wasn't sure
> > what to do with the blackcalculator class.
> Please take a look at the blackformula file, where you can find
> (hopefully) efficient formula for price and implied vol. You might
> probably consider to implement strikeForDelta as function instead of
> BlackCalculator class method.
> BlackCalculator is just an aggregation of less used formulae with some
> common calculation factorized at construction time.
> See also BlackScholesCalculator. ImpliedVol and StrikeForDelta might
> be wrapped as BlackCalculator methods if needed
>
> > It seems,
> > like Asset or Nothing and Cash or Nothing options
> > are dealed with in the same class. But that is something
> > that would be difficult to incorporate for functions such
> > as strikeForDelta, since it basically applies to vanilla
> > option deltas only.
> check for the payoff and throw, or if you go for the function approach
> use the appropriate vanilla payoff signature
>
> > I can do Vanna-Volga and Malz, if needed.
> It would be appreciated; take a look at Sabr and/or Abcd interpolation
>
> > Also, I'd need some guidance how
> > to start with the contribution...
> Feel fre to ask here on the public mailing list any further questions
>
> ciao -- Nando
>
> > 2008/11/13 Ferdinando Ametrano <na...@am...>
> >>
> >> Hi Dimitri
> >>
> >> > I'm new to this list. I'm thinking about adding new functions
> >> > to the blackcalculator, which are in particular needed in the
> >> > FX area. In particular, I'd like to add:
> >> >
> >> > - premium adjusted black scholes deltas (spot and forward)
> >> > - functions, which return the strike for a given black scholes delta
> or
> >> > ATM
> >> > quotation
> >>
> >> this would be very much appreciated! I've been thinking about tackling
> >> the last issue it's long time now, but never had the occasion.
> >> BTW I've noticed that an algorithm is provided in the last version of
> >> Haug Fomulas book, anyway i don't know if it is the most efficient
> >> algorithm available
> >>
> >> As for premium adjusted black scholes deltas I'm not familiar with FX,
> >> but just go ahead and document the features.
> >>
> >> And while there, anyone willing to provide Vanna-Volga interpolation?
> >>
> >> ciao -- Nando
> >
> >
>

Re: [Quantlib-dev] Dev. environment

[1sy8 <deb...@gm...>]

Luigi Ballabio wrote:
> 
> On Tue, 2008-11-11 at 07:50 -0800, 1sy8 wrote:
>> Hi all.
>> 
>> I've seen in the tarball that a quantlib.el is shipped. For those of you
>> who
>> use Emacs, could you say how is your .emacs, especially the parts about
>> loading quantlib.el and defining the keybindings, with ql-new-header, say
>> ?
> 
> A long time ago, I had written
> 
> (load "quantlib")
> (global-set-key [f9] 'ql-new-header)
> (global-set-key [f10] 'ql-new-source)
> 
> but I admit I never use the bindings. Loading the file highlights a few
> types in the source, though.
> 

Thanks for all these tips. So you just copy and paste the header when you
start a new file ?

Regards

-----
Butterfly
-- 
View this message in context: http://www.nabble.com/Dev.-environment-tp20442312p20487892.html
Sent from the quantlib-dev mailing list archive at Nabble.com.

Re: [Quantlib-dev] Dev. environment

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

On Tue, 2008-11-11 at 07:50 -0800, 1sy8 wrote:
> Hi all.
> 
> I've seen in the tarball that a quantlib.el is shipped. For those of you who
> use Emacs, could you say how is your .emacs, especially the parts about
> loading quantlib.el and defining the keybindings, with ql-new-header, say ?

A long time ago, I had written

(load "quantlib")
(global-set-key [f9] 'ql-new-header)
(global-set-key [f10] 'ql-new-source)

but I admit I never use the bindings. Loading the file highlights a few
types in the source, though.

> By the way, do you use autocompletion features in Emacs and how do you get
> it up and running with Quantlib if yes ?

I just use M-/ to complete, which just looks for similar words in the
open buffers (i.e., no autocompletion like, say, IntelliSense) but it
good enough for me. Also, in case you want to jump to the definition of
a class, M-. will work if you run 'make tags' and add something like

(setq tags-table-list (cons "/path/to/QuantLib/TAGS" tags-table-list)))

to your .emacs (you'll have to replace /path/to/QuantLib with the
correct one, of course.)

Luigi


-- 

Everything that can be invented has been invented. 
-- Charles Duell, Director of U.S. Patent Office, 1899 

Re: [Quantlib-dev] Adding new functions to blackcalculator

[Ferdinando A. <na...@am...>]

On Thu, Nov 13, 2008 at 12:42 PM, Dima <dim...@go...> wrote:
> Ok, good. [...] So, how to proceed?
It would be better if you work on the current trunk version, so
familiarize yourself with svn and check out the trunk snapshot. See
http://quantlib.org/svn.shtml
Also please read the "Developer introduction" at
http://quantlib.org/newdeveloper.shtml

> Will I work with someone of the core
> developers of the class closely?
I am the class main developer, but a) I'm not that proud of its design
b) it's not that complex c) Luigi is THE man
Just post on the dev list and somebody will step up and help you.

> Since I wasn't sure
> what to do with the blackcalculator class.
Please take a look at the blackformula file, where you can find
(hopefully) efficient formula for price and implied vol. You might
probably consider to implement strikeForDelta as function instead of
BlackCalculator class method.
BlackCalculator is just an aggregation of less used formulae with some
common calculation factorized at construction time.
See also BlackScholesCalculator. ImpliedVol and StrikeForDelta might
be wrapped as BlackCalculator methods if needed

> It seems,
> like Asset or Nothing and Cash or Nothing options
> are dealed with in the same class. But that is something
> that would be difficult to incorporate for functions such
> as strikeForDelta, since it basically applies to vanilla
> option deltas only.
check for the payoff and throw, or if you go for the function approach
use the appropriate vanilla payoff signature

> I can do Vanna-Volga and Malz, if needed.
It would be appreciated; take a look at Sabr and/or Abcd interpolation

> Also, I'd need some guidance how
> to start with the contribution...
Feel fre to ask here on the public mailing list any further questions

ciao -- Nando

> 2008/11/13 Ferdinando Ametrano <na...@am...>
>>
>> Hi Dimitri
>>
>> > I'm new to this list. I'm thinking about adding new functions
>> > to the blackcalculator, which are in particular needed in the
>> > FX area. In particular, I'd like to add:
>> >
>> > - premium adjusted black scholes deltas (spot and forward)
>> > - functions, which return the strike for a given black scholes delta or
>> > ATM
>> > quotation
>>
>> this would be very much appreciated! I've been thinking about tackling
>> the last issue it's long time now, but never had the occasion.
>> BTW I've noticed that an algorithm is provided in the last version of
>> Haug Fomulas book, anyway i don't know if it is the most efficient
>> algorithm available
>>
>> As for premium adjusted black scholes deltas I'm not familiar with FX,
>> but just go ahead and document the features.
>>
>> And while there, anyone willing to provide Vanna-Volga interpolation?
>>
>> ciao -- Nando
>
>

Re: [Quantlib-dev] Adding new functions to blackcalculator

[Ferdinando A. <na...@am...>]

Hi Dimitri

> I'm new to this list. I'm thinking about adding new functions
> to the blackcalculator, which are in particular needed in the
> FX area. In particular, I'd like to add:
>
> - premium adjusted black scholes deltas (spot and forward)
> - functions, which return the strike for a given black scholes delta or ATM
> quotation

this would be very much appreciated! I've been thinking about tackling
the last issue it's long time now, but never had the occasion.
BTW I've noticed that an algorithm is provided in the last version of
Haug Fomulas book, anyway i don't know if it is the most efficient
algorithm available

As for premium adjusted black scholes deltas I'm not familiar with FX,
but just go ahead and document the features.

And while there, anyone willing to provide Vanna-Volga interpolation?

ciao -- Nando

[Quantlib-dev] [ quantlib-Bugs-2236225 ] Update the Dirty Flag in ObjectWrapper::reset?

[SourceForge.net <no...@so...>]

Bugs item #2236225, was opened at 2008-11-07 20:57
Message generated for change (Comment added) made by ericehlers
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2236225&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
>Status: Closed
>Resolution: Fixed
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Eric Ehlers (ericehlers)
Summary: Update the Dirty Flag in ObjectWrapper::reset?

Initial Comment:
In ObjectHandler project, ObjectWrapper::reset function does not update the dirty_ flag.  This will make the objects recreated unnecessarily.  For example, say you have objects A and B where B depends on A.  When A is updated, B is marked as dirty.  However, if B is reset due to Excel recalc, the dirty flag is not updated.  The later access to B will recreate B.

----------------------------------------------------------------------

>Comment By: Eric Ehlers (ericehlers)
Date: 2008-11-12 23:13

Message:
Fixed in svn for 0.9.7 release, many thanks.

----------------------------------------------------------------------

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2236225&group_id=12740

[Quantlib-dev] Adding new functions to blackcalculator

[Dimitri R. <dim...@go...>]

Hi everyone.

I'm new to this list. I'm thinking about adding new functions
to the blackcalculator, which are in particular needed in the
FX area. In particular, I'd like to add:

- premium adjusted black scholes deltas (spot and forward)
- functions, which return the strike for a given black scholes delta or ATM
quotation

This would be a relatively small contribution and a small enough project
to get me started with contributing to QuantLib and learn how to contribute
code etc.

Would that be useful?


Best regards, Dima

[Quantlib-dev] FDDividendEngineShiftScale class

[a.p. <an...@gm...>]

Hello everybody!
Currently, i try to implement FD Framework for american option valuation (on
stock with dividends), and then use it for single barrier option pricing. I
use FDDividendEngineShiftScale and unfortunately found that results are
absolutly unreliable. The main function, which is used for calculation, is
FDMultiPeriodEngine:: calculate() (it's the parent class). Have anybody
checked the correctness of this function? 
For proper valuation i've changed the declaration of used class:
	class FDDividendEngineShiftScale : public DividendVanillaOption::engine,
FDDividendEngineBase
it's necessary for DividendVanillaOption.setPricingEngine initialization,
and added calculate() function description:
	void calculate() const {
		setupArguments(&arguments_);
		FDMultiPeriodEngine::calculate(&results_);
	}
Also i've changed condition engine to FDAmericanCondition and added another
constructor for AmericanExercise class (it's already documented):
  AmericanExercise::AmericanExercise(const Date& latestDate,
				       bool payoffAtExpiry)
    : EarlyExercise(American, payoffAtExpiry) {
        dates_ = std::vector<Date>(1, latestDate);
    }

That's all. Maybe i should do some other steps to achieve correct results?
Thanks in advance.
Andrew.
P.S i work with QuantLib 0.9.0 version

-- 
View this message in context: http://www.nabble.com/FDDividendEngineShiftScale-class-tp20459579p20459579.html
Sent from the quantlib-dev mailing list archive at Nabble.com.

Re: [Quantlib-dev] Tentative 0.9.7 tarballs

[Ferdinando A. <na...@am...>]

Hi

it builds (all configurations) and passes the test suite (Release
configurations) using Visual Studio 9 with boost 1.37.

I'm currently executing the test suite in Debug configuration, but
that will take a loooong time

ciao -- Nando

Re: [Quantlib-dev] Tentative 0.9.7 tarballs

[Chris K. <chr...@ya...>]

Hi,

builds and passes the test suite on Mac 10.4.11, no problems.

Regards,
Chris

Re: [Quantlib-dev] Tentative 0.9.7 tarballs

[Dirk E. <ed...@de...>]

On 11 November 2008 at 11:57, Luigi Ballabio wrote:
| 
| Hi all,
| 	tentative tarballs for the 0.9.7 release are available at
| <http://quantlib.org/prerelease/>. If you have some spare cycles, please
| test them, see whether they work for you, and report any problems here. 

Two thumbs up from Debian -- built like a charm, and I esp. appreciate the
new manual pages :)

Dirk

-- 
Three out of two people have difficulties with fractions.

[Quantlib-dev] Dev. environment

[1sy8 <deb...@gm...>]

Hi all.

I've seen in the tarball that a quantlib.el is shipped. For those of you who
use Emacs, could you say how is your .emacs, especially the parts about
loading quantlib.el and defining the keybindings, with ql-new-header, say ?
By the way, do you use autocompletion features in Emacs and how do you get
it up and running with Quantlib if yes ?

-----
Butterfly
-- 
View this message in context: http://www.nabble.com/Dev.-environment-tp20442312p20442312.html
Sent from the quantlib-dev mailing list archive at Nabble.com.

Re: [Quantlib-dev] Compiling QuantLib 0.9.6 on Windows in 64bit

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

On Tue, 2008-10-07 at 03:04 -0700, EdStone999 wrote:
> On Windows XP64, using VS2008 with Win32 target, all compiles well.
> When switching to target x64, get a bunch of error messages, including:
> 
> C:\Program Files
> (x86)\boost\boost_1_36_0\boost/detail/lcast_precision.hpp(71) : error C2039:
> 'const_max' : is not a member of 'boost::integer_traits<T>'
> 
> Any suggestions on best way to recompile a solution which is working well in
> Win32 platform into a x64 platform?

Unfortunately, no suggestions (except maybe trying to reproduce the
problem on a smaller scale and asking on the Boost mailing list.)

Did you try boost 1.37? And if so, did it work?

Luigi


-- 

I am extraordinarily patient, provided I get my own way in the end. 
-- Margaret Thatcher 

[Quantlib-dev] Tentative 0.9.7 tarballs

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

Hi all,
	tentative tarballs for the 0.9.7 release are available at
<http://quantlib.org/prerelease/>. If you have some spare cycles, please
test them, see whether they work for you, and report any problems here. 

Thanks,
	Luigi

-- 

Harrison's Postulate: 
For every action, there is an equal and opposite criticism. 

Re: [Quantlib-dev] Error compiling QualtLIb 0.9.6 on BrentMinimize called

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

On Thu, 2008-10-23 at 17:19 +0200, a_disabatino wrote:
> QuantLib 0.9.6
> Solaris 10
> Sun Studio 12
> 
> have a look at this error please: 
> [...]

> do you have some idea please?

Hard to diagnose without a Solaris box... may you try replacing
spherecylinder.cpp with the one I'm attaching and see if it works?

Luigi




-- 

Weiler's Law: 
Nothing is impossible for the man who doesn't have to 
do it himself. 

[Quantlib-dev] [ quantlib-Bugs-2234455 ] QL on Excel 2007

[SourceForge.net <no...@so...>]

Bugs item #2234455, was opened at 2008-11-07 15:10
Message generated for change (Comment added) made by ericehlers
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2234455&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Closed
Resolution: None
Priority: 5
Private: No
Submitted By: Robert Baker (robertbaker)
Assigned to: Eric Ehlers (ericehlers)
Summary: QL on Excel 2007

Initial Comment:
Can't get QuantlibXL to work with Excel 2007. What am I doing wrong?

----------------------------------------------------------------------

>Comment By: Eric Ehlers (ericehlers)
Date: 2008-11-09 11:56

Message:
Hi Robert,

Please send a message to the quantlib-users mailing list, describing the
error message that you get.

https://lists.sourceforge.net/lists/listinfo/quantlib-users

Kind Regards,
Eric

----------------------------------------------------------------------

Comment By: Eric Ehlers (ericehlers)
Date: 2008-11-09 11:55

Message:
Hi Robert,

Please send a message to the quantlib-users mailing list, describing the
error message that you get.

https://lists.sourceforge.net/lists/listinfo/quantlib-users

Kind Regards,
Eric

----------------------------------------------------------------------

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2234455&group_id=12740

[Quantlib-dev] [ quantlib-Bugs-2236525 ] Update the Dirty Flag in ObjectWrapper::reset?

[SourceForge.net <no...@so...>]

Bugs item #2236525, was opened at 2008-11-07 21:45
Message generated for change (Settings changed) made by ericehlers
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2236525&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
>Status: Closed
>Resolution: Duplicate
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
>Assigned to: Eric Ehlers (ericehlers)
Summary: Update the Dirty Flag in ObjectWrapper::reset?

Initial Comment:
In ObjectHandler project, ObjectWrapper::reset function does not update the dirty_ flag.  This will make the objects recreated unnecessarily.  For example, say you have objects A and B where B depends on A.  When A is updated, B is marked as dirty.  However, if B is reset due to Excel recalc, the dirty flag is not updated.  The later access to B will recreate B.

----------------------------------------------------------------------

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2236525&group_id=12740

[Quantlib-dev] [ quantlib-Bugs-2234455 ] QL on Excel 2007

[SourceForge.net <no...@so...>]

Bugs item #2234455, was opened at 2008-11-07 15:10
Message generated for change (Comment added) made by ericehlers
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2234455&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
>Status: Closed
Resolution: None
Priority: 5
Private: No
Submitted By: Robert Baker (robertbaker)
>Assigned to: Eric Ehlers (ericehlers)
Summary: QL on Excel 2007

Initial Comment:
Can't get QuantlibXL to work with Excel 2007. What am I doing wrong?

----------------------------------------------------------------------

>Comment By: Eric Ehlers (ericehlers)
Date: 2008-11-09 11:55

Message:
Hi Robert,

Please send a message to the quantlib-users mailing list, describing the
error message that you get.

https://lists.sourceforge.net/lists/listinfo/quantlib-users

Kind Regards,
Eric

----------------------------------------------------------------------

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2234455&group_id=12740

[Quantlib-dev] [ quantlib-Bugs-2236225 ] Update the Dirty Flag in ObjectWrapper::reset?

[SourceForge.net <no...@so...>]

Bugs item #2236225, was opened at 2008-11-07 20:57
Message generated for change (Settings changed) made by ericehlers
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2236225&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
>Status: Pending
Resolution: None
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
>Assigned to: Eric Ehlers (ericehlers)
Summary: Update the Dirty Flag in ObjectWrapper::reset?

Initial Comment:
In ObjectHandler project, ObjectWrapper::reset function does not update the dirty_ flag.  This will make the objects recreated unnecessarily.  For example, say you have objects A and B where B depends on A.  When A is updated, B is marked as dirty.  However, if B is reset due to Excel recalc, the dirty flag is not updated.  The later access to B will recreate B.

----------------------------------------------------------------------

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2236225&group_id=12740

Re: [Quantlib-dev] task list 138604

[Mark j. <mar...@gm...>]

Well there's plenty of work still to be done on market models. If you
want to contribute drop me an e-mail, explaining what your skills are
and what you want to do.

regards

Mark


-- 
Quant Job Interview Questions and Answers is now out: www.markjoshi.com

Assoc Prof Mark Joshi
Centre for Actuarial Studies
University of Melbourne
My website is www.markjoshi.com

Re: [Quantlib-dev] UpperBoundEngine

[Mark j. <mar...@gm...>]

Well it's a while since i looked at this code. The hedge and the
product should be matched, so that at the first time of exercise we
should get zero. If it's not zero then the code is buggy.

Your analysis is probably correct. This stuff gets fiddly -- we made
sure it works in the obvious cases but it may not do in more subtle
ones.

best

mark


-- 
Quant Job Interview Questions and Answers is now out: www.markjoshi.com

Assoc Prof Mark Joshi
Centre for Actuarial Studies
University of Melbourne
My website is www.markjoshi.com

[Quantlib-dev] [ quantlib-Bugs-2236525 ] Update the Dirty Flag in ObjectWrapper::reset?

[SourceForge.net <no...@so...>]

Bugs item #2236525, was opened at 2008-11-07 20:45
Message generated for change (Tracker Item Submitted) made by Item Submitter
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2236525&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: Update the Dirty Flag in ObjectWrapper::reset?

Initial Comment:
In ObjectHandler project, ObjectWrapper::reset function does not update the dirty_ flag.  This will make the objects recreated unnecessarily.  For example, say you have objects A and B where B depends on A.  When A is updated, B is marked as dirty.  However, if B is reset due to Excel recalc, the dirty flag is not updated.  The later access to B will recreate B.

----------------------------------------------------------------------

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2236525&group_id=12740

[Quantlib-dev] [ quantlib-Bugs-2236225 ] Update the Dirty Flag in ObjectWrapper::reset?

[SourceForge.net <no...@so...>]

Bugs item #2236225, was opened at 2008-11-07 19:57
Message generated for change (Tracker Item Submitted) made by Item Submitter
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2236225&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: Update the Dirty Flag in ObjectWrapper::reset?

Initial Comment:
In ObjectHandler project, ObjectWrapper::reset function does not update the dirty_ flag.  This will make the objects recreated unnecessarily.  For example, say you have objects A and B where B depends on A.  When A is updated, B is marked as dirty.  However, if B is reset due to Excel recalc, the dirty flag is not updated.  The later access to B will recreate B.

----------------------------------------------------------------------

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2236225&group_id=12740

[Quantlib-dev] [ quantlib-Bugs-2234455 ] QL on Excel 2007

[SourceForge.net <no...@so...>]

Bugs item #2234455, was opened at 2008-11-07 14:10
Message generated for change (Tracker Item Submitted) made by Item Submitter
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2234455&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Robert Baker (robertbaker)
Assigned to: Nobody/Anonymous (nobody)
Summary: QL on Excel 2007

Initial Comment:
Can't get QuantlibXL to work with Excel 2007. What am I doing wrong?

----------------------------------------------------------------------

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2234455&group_id=12740