quantlib-dev — Discussion of QuantLib development

Re: [Quantlib-dev] LibreOffice/Calc addin

[<ja...@fr...>]

Hi,
I did realize I dont need abstract base classes. I had declared RiskyFixedBond and therefore I needed to have currencies, that went all right. Also I am declaring CDS but I get problems with the type conversion of the protection side and the schedule type (also in the defaultable bond). If I understood your doc I wrote:

ImplicitConversionsCalc = [
    ("QuantLib::Protection::Side",  "std::string", "string", "EnumeratedType", "<<"),
]

QuantLibTypes = [
    ("EnumeratedType", "ql/default.hpp", "QuantLib::Protection::Side", "std::string", "Buyer", "QuantLib::Protection::Buyer"),
    ("EnumeratedType", "ql/default.hpp", "QuantLib::Protection::Side", "std::string", "Seller", "QuantLib::Protection::Seller"),
]

is that ok? For the scehdule I will pull your code and figure it out.

Also I have moved the code under "./gensrc/code" to "./gensrc/codesrc"  the reason is that if I want to debug the python tools with eclipse or any other debugger it gets confused with /code/ and the python libraries. 

Antoher minor point is that the parser is very picky on not having carriage returns on the parameter list of constructors, it fails if theres one.

Best regards
pp




----- Original Message -----
> Hello,
> 
> I have added an example under experimental/credit/riskybond.py and in
> the spreadsheet.
> 
> You need not define the base class - except you would like to refer
> to
> member functions of it. I assume that it is not necessary to
> instantiate a base class (like RiskyBond which has virtual
> functions).
> 
> I also added code to handle 1D return types of enumeratedobjects
> (ccy()
> function of RiskyBond) in calc.py and for the correct handling of
> std::string input parameters (like 'name' of riskybond - not handled
> like objects) in addinclasses.py.
> 
> In some part of the code I have left statements of the type
> --- if __name__ == "__main__": ---. You can ignore them since you
> invoke 'python main.py -o'. The previous statement --- if __name__
> ...
> --- is for debugging since I can execute the file alone without
> executing main.py.
> 
> 
> Regards,
>    Lars Callenbach
> 
> 
> 
> 
> Am Montag, den 13.02.2017, 14:20 +0100 schrieb ja...@fr...:
> > Hi again,
> > I am not sure what I was asking makes sense anymore; something is
> > failing when I add some extra functions but not sure where.
> > Some add ok some do not, so it might just be syntax staring in
> > front
> > of my nose.
> > 
> > I am looking at the code and some files contain non portable paths
> > like line 275 of enumeratedobjects.py :
> >     pmd = ParseMetaData('/work/QuantLib-Addin/gensrc/metadata',
> > 'Calc')
> > this does not prevent things from working on my side however.
> > guess it is not being used?
> > 
> > Best
> > PP
> > 
> > 
> > ----- Original Message -----
> > > 
> > > Hi Lars,
> > > How do you declare and use abstract types? Say I want to define a
> > > new
> > > constructor (e.g. riskybond.py) which needs an pointer in its
> > > constructor of a virtual base type (defaulttermstructure) How do
> > > I
> > > declare that type? I see there are methods for the type
> > > (defaulttermstructure.py) so they can be used from all derived
> > > classes but how does one declares the abstract type to be
> > > recognised?
> > > Best
> > > pp
> > > 
> > > 
> > > ----- Original Message -----
> > > > 
> > > > Hi,
> > > > I like its simplicity. It works very well on my mint/ubuntu
> > > > with
> > > > the
> > > > last version of libreoffice + sdk. I can drive the debugger
> > > > directly
> > > > from Calc.
> > > > Too bad the worksheets need to be rewritten but that's a minor
> > > > inconvenience.
> > > > Something I am wondering, what happens now with the
> > > > dependencies?
> > > > Can
> > > > they be forced now?
> > > > Would it be possible to get the doxygen c++ doc for free into
> > > > the
> > > > parameters of the functions? Through an hypothetical
> > > > doxy-c++-py
> > > > module?
> > > > I might pr new functions as I use them.
> > > > Best and thank you
> > > > pp
> > > > 
> > > > ----- Original Message -----
> > > > > 
> > > > > Hi,
> > > > > 
> > > > > it is independent of Reposit and has a modified version of
> > > > > the
> > > > > "old"
> > > > > repository/objecthandler code of the QuantLibAddin in the
> > > > > folder
> > > > > oh.
> > > > > 
> > > > > The other code components are generated by python code based
> > > > > on
> > > > > metadata defined under gensrc/metadata (similar to SWIG but
> > > > > without
> > > > > the
> > > > > class hierarchy redefinitions).
> > > > > 
> > > > > I assume that Mac-OS is a quick win - but I have had some
> > > > > problems
> > > > > compiling the examples of LibreOffice/SDK under Windows (unix
> > > > > convention of paths in the SDK files which do not work under
> > > > > Windows
> > > > > -
> > > > > help appreciated since my license of VS-C++ is expired).
> > > > > 
> > > > > 
> > > > > Kind regards,
> > > > >    Lars
> > > > > 
> > > > > 
> > > > > 
> > > > > 
> > > > > 
> > > > > Am Donnerstag, den 26.01.2017, 18:50 +0100 schrieb
> > > > > ja...@fr...:
> > > > > > 
> > > > > > That's very good news,
> > > > > > I know I could look and I will but, is that working ok for
> > > > > > all
> > > > > > OS?
> > > > > > Is
> > > > > > it based on the previous OH or on the new Reposit
> > > > > > framework?
> > > > > > Thank you
> > > > > > pp
> > > > > > 
> > > > > > 
> > > > > > 
> > > > > > ----- Original Message -----
> > > > > > > 
> > > > > > > 
> > > > > > > Good evening,
> > > > > > > 
> > > > > > > I have a running version for the addin for
> > > > > > > LibreOffice/Calc.
> > > > > > > On
> > > > > > > GitHub
> > > > > > > I have a first prototype for automatic addin code
> > > > > > > generation
> > > > > > > of
> > > > > > > QuantLib functions and classes for Calc
> > > > > > > (github.com/lcallenbach/quantlibaddin).
> > > > > > > 
> > > > > > > Feedback (and testing on other platforms) welcome.
> > > > > > > 
> > > > > > > 
> > > > > > > Kind regards,
> > > > > > >   Lars
> > > > > > > 
> > > > > > > ---------------------------------------------------------
> > > > > > > --------
> > > > > > > -------------
> > > > > > > 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
> > > > 
> > > 
> > > -----------------------------------------------------------------
> > > -------------
> > > 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] LibreOffice/Calc addin

[Lars C. <lca...@we...>]

Hello,

I have added an example under experimental/credit/riskybond.py and in
the spreadsheet. 

You need not define the base class - except you would like to refer to
member functions of it. I assume that it is not necessary to
instantiate a base class (like RiskyBond which has virtual functions). 

I also added code to handle 1D return types of enumeratedobjects (ccy()
function of RiskyBond) in calc.py and for the correct handling of
std::string input parameters (like 'name' of riskybond - not handled
like objects) in addinclasses.py. 

In some part of the code I have left statements of the type 
--- if __name__ == "__main__": ---. You can ignore them since you
invoke 'python main.py -o'. The previous statement --- if __name__ ...
--- is for debugging since I can execute the file alone without
executing main.py.


Regards, 
   Lars Callenbach




Am Montag, den 13.02.2017, 14:20 +0100 schrieb ja...@fr...:
> Hi again,
> I am not sure what I was asking makes sense anymore; something is
> failing when I add some extra functions but not sure where.
> Some add ok some do not, so it might just be syntax staring in front
> of my nose.
> 
> I am looking at the code and some files contain non portable paths
> like line 275 of enumeratedobjects.py :
>     pmd = ParseMetaData('/work/QuantLib-Addin/gensrc/metadata',
> 'Calc')
> this does not prevent things from working on my side however.
> guess it is not being used?
> 
> Best
> PP
> 
> 
> ----- Original Message -----
> > 
> > Hi Lars,
> > How do you declare and use abstract types? Say I want to define a
> > new
> > constructor (e.g. riskybond.py) which needs an pointer in its
> > constructor of a virtual base type (defaulttermstructure) How do I
> > declare that type? I see there are methods for the type
> > (defaulttermstructure.py) so they can be used from all derived
> > classes but how does one declares the abstract type to be
> > recognised?
> > Best
> > pp
> > 
> > 
> > ----- Original Message -----
> > > 
> > > Hi,
> > > I like its simplicity. It works very well on my mint/ubuntu with
> > > the
> > > last version of libreoffice + sdk. I can drive the debugger
> > > directly
> > > from Calc.
> > > Too bad the worksheets need to be rewritten but that's a minor
> > > inconvenience.
> > > Something I am wondering, what happens now with the dependencies?
> > > Can
> > > they be forced now?
> > > Would it be possible to get the doxygen c++ doc for free into the
> > > parameters of the functions? Through an hypothetical doxy-c++-py
> > > module?
> > > I might pr new functions as I use them.
> > > Best and thank you
> > > pp
> > > 
> > > ----- Original Message -----
> > > > 
> > > > Hi,
> > > > 
> > > > it is independent of Reposit and has a modified version of the
> > > > "old"
> > > > repository/objecthandler code of the QuantLibAddin in the
> > > > folder
> > > > oh.
> > > > 
> > > > The other code components are generated by python code based on
> > > > metadata defined under gensrc/metadata (similar to SWIG but
> > > > without
> > > > the
> > > > class hierarchy redefinitions).
> > > > 
> > > > I assume that Mac-OS is a quick win - but I have had some
> > > > problems
> > > > compiling the examples of LibreOffice/SDK under Windows (unix
> > > > convention of paths in the SDK files which do not work under
> > > > Windows
> > > > -
> > > > help appreciated since my license of VS-C++ is expired).
> > > > 
> > > > 
> > > > Kind regards,
> > > >    Lars
> > > > 
> > > > 
> > > > 
> > > > 
> > > > 
> > > > Am Donnerstag, den 26.01.2017, 18:50 +0100 schrieb
> > > > ja...@fr...:
> > > > > 
> > > > > That's very good news,
> > > > > I know I could look and I will but, is that working ok for
> > > > > all
> > > > > OS?
> > > > > Is
> > > > > it based on the previous OH or on the new Reposit framework?
> > > > > Thank you
> > > > > pp
> > > > > 
> > > > > 
> > > > > 
> > > > > ----- Original Message -----
> > > > > > 
> > > > > > 
> > > > > > Good evening,
> > > > > > 
> > > > > > I have a running version for the addin for
> > > > > > LibreOffice/Calc.
> > > > > > On
> > > > > > GitHub
> > > > > > I have a first prototype for automatic addin code
> > > > > > generation
> > > > > > of
> > > > > > QuantLib functions and classes for Calc
> > > > > > (github.com/lcallenbach/quantlibaddin).
> > > > > > 
> > > > > > Feedback (and testing on other platforms) welcome.
> > > > > > 
> > > > > > 
> > > > > > Kind regards,
> > > > > >   Lars
> > > > > > 
> > > > > > ---------------------------------------------------------
> > > > > > --------
> > > > > > -------------
> > > > > > 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
> > > 
> > 
> > -----------------------------------------------------------------
> > -------------
> > 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] LibreOffice/Calc addin

[<ja...@fr...>]

Hi again,
I am not sure what I was asking makes sense anymore; something is failing when I add some extra functions but not sure where.
Some add ok some do not, so it might just be syntax staring in front of my nose.

I am looking at the code and some files contain non portable paths like line 275 of enumeratedobjects.py :
    pmd = ParseMetaData('/work/QuantLib-Addin/gensrc/metadata', 'Calc')
this does not prevent things from working on my side however.
guess it is not being used?

Best
PP


----- Original Message -----
> Hi Lars,
> How do you declare and use abstract types? Say I want to define a new
> constructor (e.g. riskybond.py) which needs an pointer in its
> constructor of a virtual base type (defaulttermstructure) How do I
> declare that type? I see there are methods for the type
> (defaulttermstructure.py) so they can be used from all derived
> classes but how does one declares the abstract type to be
> recognised?
> Best
> pp
> 
> 
> ----- Original Message -----
> > Hi,
> > I like its simplicity. It works very well on my mint/ubuntu with
> > the
> > last version of libreoffice + sdk. I can drive the debugger
> > directly
> > from Calc.
> > Too bad the worksheets need to be rewritten but that's a minor
> > inconvenience.
> > Something I am wondering, what happens now with the dependencies?
> > Can
> > they be forced now?
> > Would it be possible to get the doxygen c++ doc for free into the
> > parameters of the functions? Through an hypothetical doxy-c++-py
> > module?
> > I might pr new functions as I use them.
> > Best and thank you
> > pp
> > 
> > ----- Original Message -----
> > > Hi,
> > > 
> > > it is independent of Reposit and has a modified version of the
> > > "old"
> > > repository/objecthandler code of the QuantLibAddin in the folder
> > > oh.
> > > 
> > > The other code components are generated by python code based on
> > > metadata defined under gensrc/metadata (similar to SWIG but
> > > without
> > > the
> > > class hierarchy redefinitions).
> > > 
> > > I assume that Mac-OS is a quick win - but I have had some
> > > problems
> > > compiling the examples of LibreOffice/SDK under Windows (unix
> > > convention of paths in the SDK files which do not work under
> > > Windows
> > > -
> > > help appreciated since my license of VS-C++ is expired).
> > > 
> > > 
> > > Kind regards,
> > >    Lars
> > > 
> > > 
> > > 
> > > 
> > > 
> > > Am Donnerstag, den 26.01.2017, 18:50 +0100 schrieb
> > > ja...@fr...:
> > > > That's very good news,
> > > > I know I could look and I will but, is that working ok for all
> > > > OS?
> > > > Is
> > > > it based on the previous OH or on the new Reposit framework?
> > > > Thank you
> > > > pp
> > > > 
> > > > 
> > > > 
> > > > ----- Original Message -----
> > > > > 
> > > > > Good evening,
> > > > > 
> > > > > I have a running version for the addin for LibreOffice/Calc.
> > > > > On
> > > > > GitHub
> > > > > I have a first prototype for automatic addin code generation
> > > > > of
> > > > > QuantLib functions and classes for Calc
> > > > > (github.com/lcallenbach/quantlibaddin).
> > > > > 
> > > > > Feedback (and testing on other platforms) welcome.
> > > > > 
> > > > > 
> > > > > Kind regards,
> > > > >   Lars
> > > > > 
> > > > > -----------------------------------------------------------------
> > > > > -------------
> > > > > 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
> > 
> 
> ------------------------------------------------------------------------------
> 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] LibreOffice/Calc addin

[<ja...@fr...>]

Hi Lars,
How do you declare and use abstract types? Say I want to define a new constructor (e.g. riskybond.py) which needs an pointer in its constructor of a virtual base type (defaulttermstructure) How do I declare that type? I see there are methods for the type (defaulttermstructure.py) so they can be used from all derived classes but how does one declares the abstract type to be recognised?
Best
pp


----- Original Message -----
> Hi,
> I like its simplicity. It works very well on my mint/ubuntu with the
> last version of libreoffice + sdk. I can drive the debugger directly
> from Calc.
> Too bad the worksheets need to be rewritten but that's a minor
> inconvenience.
> Something I am wondering, what happens now with the dependencies? Can
> they be forced now?
> Would it be possible to get the doxygen c++ doc for free into the
> parameters of the functions? Through an hypothetical doxy-c++-py
> module?
> I might pr new functions as I use them.
> Best and thank you
> pp
> 
> ----- Original Message -----
> > Hi,
> > 
> > it is independent of Reposit and has a modified version of the
> > "old"
> > repository/objecthandler code of the QuantLibAddin in the folder
> > oh.
> > 
> > The other code components are generated by python code based on
> > metadata defined under gensrc/metadata (similar to SWIG but without
> > the
> > class hierarchy redefinitions).
> > 
> > I assume that Mac-OS is a quick win - but I have had some problems
> > compiling the examples of LibreOffice/SDK under Windows (unix
> > convention of paths in the SDK files which do not work under
> > Windows
> > -
> > help appreciated since my license of VS-C++ is expired).
> > 
> > 
> > Kind regards,
> >    Lars
> > 
> > 
> > 
> > 
> > 
> > Am Donnerstag, den 26.01.2017, 18:50 +0100 schrieb ja...@fr...:
> > > That's very good news,
> > > I know I could look and I will but, is that working ok for all
> > > OS?
> > > Is
> > > it based on the previous OH or on the new Reposit framework?
> > > Thank you
> > > pp
> > > 
> > > 
> > > 
> > > ----- Original Message -----
> > > > 
> > > > Good evening,
> > > > 
> > > > I have a running version for the addin for LibreOffice/Calc. On
> > > > GitHub
> > > > I have a first prototype for automatic addin code generation of
> > > > QuantLib functions and classes for Calc
> > > > (github.com/lcallenbach/quantlibaddin).
> > > > 
> > > > Feedback (and testing on other platforms) welcome.
> > > > 
> > > > 
> > > > Kind regards,
> > > >   Lars
> > > > 
> > > > -----------------------------------------------------------------
> > > > -------------
> > > > 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] LibreOffice/Calc addin

[<ja...@fr...>]

Hi,
I like its simplicity. It works very well on my mint/ubuntu with the last version of libreoffice + sdk. I can drive the debugger directly from Calc.
Too bad the worksheets need to be rewritten but that's a minor inconvenience. 
Something I am wondering, what happens now with the dependencies? Can they be forced now?
Would it be possible to get the doxygen c++ doc for free into the parameters of the functions? Through an hypothetical doxy-c++-py module?
I might pr new functions as I use them.
Best and thank you
pp

----- Original Message -----
> Hi,
> 
> it is independent of Reposit and has a modified version of the "old"
> repository/objecthandler code of the QuantLibAddin in the folder oh.
> 
> The other code components are generated by python code based on
> metadata defined under gensrc/metadata (similar to SWIG but without
> the
> class hierarchy redefinitions).
> 
> I assume that Mac-OS is a quick win - but I have had some problems
> compiling the examples of LibreOffice/SDK under Windows (unix
> convention of paths in the SDK files which do not work under Windows
> -
> help appreciated since my license of VS-C++ is expired).
> 
> 
> Kind regards,
>    Lars
> 
> 
> 
> 
> 
> Am Donnerstag, den 26.01.2017, 18:50 +0100 schrieb ja...@fr...:
> > That's very good news,
> > I know I could look and I will but, is that working ok for all OS?
> > Is
> > it based on the previous OH or on the new Reposit framework?
> > Thank you
> > pp
> > 
> > 
> > 
> > ----- Original Message -----
> > > 
> > > Good evening,
> > > 
> > > I have a running version for the addin for LibreOffice/Calc. On
> > > GitHub
> > > I have a first prototype for automatic addin code generation of
> > > QuantLib functions and classes for Calc
> > > (github.com/lcallenbach/quantlibaddin).
> > > 
> > > Feedback (and testing on other platforms) welcome.
> > > 
> > > 
> > > Kind regards,
> > >   Lars
> > > 
> > > -----------------------------------------------------------------
> > > -------------
> > > 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] Compilation error: ‘constexpr’ needed for in-class initialization of static data member

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

It's fixed in https://github.com/lballabio/QuantLib/pull/196. I'll merge it
tomorrow, but you can pull it into your master already if you need it now.

Luigi


On Wed, Feb 8, 2017 at 8:04 PM Francois Botha <ig...@gm...> wrote:

> Hi,
>
> When I try to compile the current head on master branch on Linux with
> gcc 6.3.1 20161221, I get this error:
>
> ../../ql/cashflows/lineartsrpricer.hpp:66:47: error: ‘constexpr’ needed
> for in-class initialization of static data member ‘const Real
> QuantLib::LinearTsrPricer::defaultUpperBound’ of non-integral type
> [-fpermissive]
>                            defaultUpperBound = 2.0000;
>
> The same for the lower bound.
>
> I suspect it's some kind of C++11 issue. Should I change my compiler or
> change something the 'const' to 'constexpr' in the .hpp file?
>
> thanks,
> 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] Compilation error: ‘constexpr’ needed for in-class initialization of static data member

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

Hi,

When I try to compile the current head on master branch on Linux with
gcc 6.3.1 20161221, I get this error:

../../ql/cashflows/lineartsrpricer.hpp:66:47: error: ‘constexpr’ needed for
in-class initialization of static data member ‘const Real
QuantLib::LinearTsrPricer::defaultUpperBound’ of non-integral type
[-fpermissive]
                           defaultUpperBound = 2.0000;

The same for the lower bound.

I suspect it's some kind of C++11 issue. Should I change my compiler or
change something the 'const' to 'constexpr' in the .hpp file?

thanks,
Francois Botha

Re: [Quantlib-dev] LibreOffice/Calc addin

[Lars C. <lca...@we...>]

Hi,

it is independent of Reposit and has a modified version of the "old"
repository/objecthandler code of the QuantLibAddin in the folder oh. 

The other code components are generated by python code based on
metadata defined under gensrc/metadata (similar to SWIG but without the
class hierarchy redefinitions).

I assume that Mac-OS is a quick win - but I have had some problems
compiling the examples of LibreOffice/SDK under Windows (unix
convention of paths in the SDK files which do not work under Windows -
help appreciated since my license of VS-C++ is expired). 


Kind regards,
   Lars





Am Donnerstag, den 26.01.2017, 18:50 +0100 schrieb ja...@fr...:
> That's very good news,
> I know I could look and I will but, is that working ok for all OS? Is
> it based on the previous OH or on the new Reposit framework?
> Thank you 
> pp
> 
> 
> 
> ----- Original Message -----
> > 
> > Good evening,
> > 
> > I have a running version for the addin for LibreOffice/Calc. On
> > GitHub
> > I have a first prototype for automatic addin code generation of
> > QuantLib functions and classes for Calc
> > (github.com/lcallenbach/quantlibaddin).
> > 
> > Feedback (and testing on other platforms) welcome.
> > 
> > 
> > Kind regards,
> >   Lars
> > 
> > -----------------------------------------------------------------
> > -------------
> > 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] LibreOffice/Calc addin

[<ja...@fr...>]

That's very good news,
I know I could look and I will but, is that working ok for all OS? Is it based on the previous OH or on the new Reposit framework?
Thank you 
pp



----- Original Message -----
> Good evening,
> 
> I have a running version for the addin for LibreOffice/Calc. On
> GitHub
> I have a first prototype for automatic addin code generation of
> QuantLib functions and classes for Calc
> (github.com/lcallenbach/quantlibaddin).
> 
> Feedback (and testing on other platforms) welcome.
> 
> 
> Kind regards,
>   Lars
> 
> ------------------------------------------------------------------------------
> 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] LibreOffice/Calc addin

[Lars C. <lca...@we...>]

Good evening,

I have a running version for the addin for LibreOffice/Calc. On GitHub
I have a first prototype for automatic addin code generation of
QuantLib functions and classes for Calc
(github.com/lcallenbach/quantlibaddin).

Feedback (and testing on other platforms) welcome. 


Kind regards,
  Lars

[Quantlib-dev] QuantLib 1.9.1 released

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

Hello,
    QuantLib 1.9.1 has been released and is available for download at
http://quantlib.org/download.shtml. <http://quantlib.org/download.shtml.>  It
is a bug-fix release for version 1.9; the (short) list of changes is
available at http://quantlib.org/reference/history.html.

Please post any problems you have with this release to the QuantLib mailing
list (<qua...@li...>), or open a GitHub issue at
https://github.com/lballabio/quantlib/issues.

Re: [Quantlib-dev] [Quantlib-users] QuantLibXL 1.9 Prerelease

[Yuanhao Z. <yua...@gm...>]

I tested  the x64 build in my VS 2013 IDE, and all builds were successful.

Regards

Alex Zhang

2016-12-24 5:17 GMT+08:00 Eric Ehlers <eri...@re...>:

> All of the source code and binary files for the QuantLibXL 1.9
> prerelease are available at the following link:
>
> https://sourceforge.net/projects/quantlib/files/QuantLibXL/prerelease/
>
> This is the "old" build
> (http://quantlib.org/reposit/docs/latest/comparison.html), and for now
> it excludes the Excel VBA Rate Curve Framework application.
>
> I would be grateful to anyone who could test the release and report any
> problems here on the mailing list.
>
> Kind Regards,
> Eric
>
> ------------------------------------------------------------
> ------------------
> Developer Access Program for Intel Xeon Phi Processors
> Access to Intel Xeon Phi processor-based developer platforms.
> With one year of Intel Parallel Studio XE.
> Training and support from Colfax.
> Order your platform today.http://sdm.link/intel
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

[Quantlib-dev] QuantLibXL 1.9 Prerelease

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

All of the source code and binary files for the QuantLibXL 1.9
prerelease are available at the following link:

https://sourceforge.net/projects/quantlib/files/QuantLibXL/prerelease/

This is the "old" build
(http://quantlib.org/reposit/docs/latest/comparison.html), and for now
it excludes the Excel VBA Rate Curve Framework application.

I would be grateful to anyone who could test the release and report any
problems here on the mailing list.

Kind Regards,
Eric

[Quantlib-dev] QuantLibXL 1.9 Prerelease XLLs

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

I have completed a preliminary build of QuantLibXL 1.9 (the "old"
build).  The 32- and 64-bit XLLs are available at this link:

https://sourceforge.net/projects/quantlib/files/QuantLibXL/prerelease/

Please email the list with any problems you find in those files.

The packaged prerelease is being prepared.

Kind Regards,
Eric

Re: [Quantlib-dev] QuantLib-dev Digest, Vol 126, Issue 1 - setCouponPricer(s) (Peter Caspers)

[Theo B. <tb...@ao...>]

Hi Peter,


Just curious what sort of Interest Rates trade or instrument has a leg with a mixture of Libor coupons, floored Libor coupons, CMS coupons from your last post?




Regards


Theo


-----Original Message-----
From: quantlib-dev-request <qua...@li...>
To: quantlib-dev <qua...@li...>
Sent: Fri, 16 Dec 2016 23:55
Subject: QuantLib-dev Digest, Vol 126, Issue 1

Send QuantLib-dev mailing list submissions to
	qua...@li...

To subscribe or unsubscribe via the World Wide Web, visit
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When replying, please edit your Subject line so it is more specific
than "Re: Contents of QuantLib-dev digest..."


Today's Topics:

   1. setCouponPricer(s) (Peter Caspers)
   2. Re: setCouponPricer(s) (Luigi Ballabio)
   3. Re: setCouponPricer(s) (Peter Caspers)
   4. Re: setCouponPricer(s) (Luigi Ballabio)


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

Message: 1
Date: Tue, 13 Dec 2016 12:53:32 +0100
From: Peter Caspers <pca...@gm...>
Subject: [Quantlib-dev] setCouponPricer(s)
To: qua...@li...
Message-ID: <6F8...@gm...>
Content-Type: text/plain; charset=utf-8

Hi,

say I have a Leg with Libor coupons, floored Libor coupons, CMS coupons, etc. all mixed. I also have a IborCouponPricer and a CmsCouponPricer and want to attach these to the ?matching" coupons.

How can I do that in one (not too long) line of code? It seems setCouponPricer() and setCouponPricers() do not suit really, but I might be missing the obvious...

Kind Regards
Peter


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

Message: 2
Date: Tue, 13 Dec 2016 15:52:13 +0000
From: Luigi Ballabio <lui...@gm...>
Subject: Re: [Quantlib-dev] setCouponPricer(s)
To: Peter Caspers <pca...@gm...>,
	qua...@li...
Message-ID:
	<CAJ...@ma...>
Content-Type: text/plain; charset="utf-8"

Hi,
    I don't think there's a function that does that.  If you want to get
fancy, you can write a visitor similar to PricerSetter but storing both
pricers and setting the appropriate one; otherwise, you can loop over the
coupons and find out their type yourself.

Luigi


On Tue, Dec 13, 2016 at 12:56 PM Peter Caspers <pca...@gm...>
wrote:

> Hi,
>
> say I have a Leg with Libor coupons, floored Libor coupons, CMS coupons,
> etc. all mixed. I also have a IborCouponPricer and a CmsCouponPricer and
> want to attach these to the ?matching" coupons.
>
> How can I do that in one (not too long) line of code? It seems
> setCouponPricer() and setCouponPricers() do not suit really, but I might be
> missing the obvious...
>
> Kind Regards
> Peter
>
> ------------------------------------------------------------------------------
> 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
>
-------------- next part --------------
An HTML attachment was scrubbed...

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

Message: 3
Date: Tue, 13 Dec 2016 17:53:02 +0100
From: Peter Caspers <pca...@gm...>
Subject: Re: [Quantlib-dev] setCouponPricer(s)
To: Luigi Ballabio <lui...@gm...>
Cc: qua...@li...
Message-ID: <8F3...@gm...>
Content-Type: text/plain; charset="utf-8"

Hi Luigi,

yes, I do loop over the coupons right now. This is cumbersome, lots of dynamic casting and for cap-floored coupons you have to look at the underlying to find the type.

Instead of your fancy solution I thought I could reuse the existing PricerSetter und write a simple overload of the setCouponPricers method that just tries to set the pricers one after another and catches exceptions thrown from the PricerSetter in case of mismatches. But this overload would have to sit within the couponpricer file since the setter is in an empty namespace in that file.

Would that be too dirty for a PR? Is the use case maybe exotic after all?

Kind Regards
Peter

> On 13 Dec 2016, at 16:52, Luigi Ballabio <lui...@gm...> wrote:
> 
> Hi,
>     I don't think there's a function that does that.  If you want to get fancy, you can write a visitor similar to PricerSetter but storing both pricers and setting the appropriate one; otherwise, you can loop over the coupons and find out their type yourself.
> 
> Luigi
> 
> 
> On Tue, Dec 13, 2016 at 12:56 PM Peter Caspers <pca...@gm... <mailto:pca...@gm...>> wrote:
> Hi,
> 
> say I have a Leg with Libor coupons, floored Libor coupons, CMS coupons, etc. all mixed. I also have a IborCouponPricer and a CmsCouponPricer and want to attach these to the ?matching" coupons.
> 
> How can I do that in one (not too long) line of code? It seems setCouponPricer() and setCouponPricers() do not suit really, but I might be missing the obvious...
> 
> Kind Regards
> Peter
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, 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>

-------------- next part --------------
An HTML attachment was scrubbed...

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

Message: 4
Date: Thu, 15 Dec 2016 10:38:27 +0000
From: Luigi Ballabio <lui...@gm...>
Subject: Re: [Quantlib-dev] setCouponPricer(s)
To: Peter Caspers <pca...@gm...>
Cc: qua...@li...
Message-ID:
	<CAJ...@ma...>
Content-Type: text/plain; charset="utf-8"

It's ok for me.

Luigi

On Tue, Dec 13, 2016 at 5:53 PM Peter Caspers <pca...@gm...>
wrote:

> Hi Luigi,
>
> yes, I do loop over the coupons right now. This is cumbersome, lots of
> dynamic casting and for cap-floored coupons you have to look at the
> underlying to find the type.
>
> Instead of your fancy solution I thought I could reuse the existing
> PricerSetter und write a simple overload of the setCouponPricers method
> that just tries to set the pricers one after another and catches exceptions
> thrown from the PricerSetter in case of mismatches. But this overload would
> have to sit within the couponpricer file since the setter is in an empty
> namespace in that file.
>
> Would that be too dirty for a PR? Is the use case maybe exotic after all?
>
> Kind Regards
> Peter
>
>
> On 13 Dec 2016, at 16:52, Luigi Ballabio <lui...@gm...> wrote:
>
> Hi,
>     I don't think there's a function that does that.  If you want to get
> fancy, you can write a visitor similar to PricerSetter but storing both
> pricers and setting the appropriate one; otherwise, you can loop over the
> coupons and find out their type yourself.
>
> Luigi
>
>
> On Tue, Dec 13, 2016 at 12:56 PM Peter Caspers <pca...@gm...>
> wrote:
>
> Hi,
>
> say I have a Leg with Libor coupons, floored Libor coupons, CMS coupons,
> etc. all mixed. I also have a IborCouponPricer and a CmsCouponPricer and
> want to attach these to the ?matching" coupons.
>
> How can I do that in one (not too long) line of code? It seems
> setCouponPricer() and setCouponPricers() do not suit really, but I might be
> missing the obvious...
>
> Kind Regards
> Peter
>
> ------------------------------------------------------------------------------
> 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
>
>
>
-------------- next part --------------
An HTML attachment was scrubbed...

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

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


End of QuantLib-dev Digest, Vol 126, Issue 1
********************************************

Re: [Quantlib-dev] setCouponPricer(s)

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

It's ok for me.

Luigi

On Tue, Dec 13, 2016 at 5:53 PM Peter Caspers <pca...@gm...>
wrote:

> Hi Luigi,
>
> yes, I do loop over the coupons right now. This is cumbersome, lots of
> dynamic casting and for cap-floored coupons you have to look at the
> underlying to find the type.
>
> Instead of your fancy solution I thought I could reuse the existing
> PricerSetter und write a simple overload of the setCouponPricers method
> that just tries to set the pricers one after another and catches exceptions
> thrown from the PricerSetter in case of mismatches. But this overload would
> have to sit within the couponpricer file since the setter is in an empty
> namespace in that file.
>
> Would that be too dirty for a PR? Is the use case maybe exotic after all?
>
> Kind Regards
> Peter
>
>
> On 13 Dec 2016, at 16:52, Luigi Ballabio <lui...@gm...> wrote:
>
> Hi,
>     I don't think there's a function that does that.  If you want to get
> fancy, you can write a visitor similar to PricerSetter but storing both
> pricers and setting the appropriate one; otherwise, you can loop over the
> coupons and find out their type yourself.
>
> Luigi
>
>
> On Tue, Dec 13, 2016 at 12:56 PM Peter Caspers <pca...@gm...>
> wrote:
>
> Hi,
>
> say I have a Leg with Libor coupons, floored Libor coupons, CMS coupons,
> etc. all mixed. I also have a IborCouponPricer and a CmsCouponPricer and
> want to attach these to the “matching" coupons.
>
> How can I do that in one (not too long) line of code? It seems
> setCouponPricer() and setCouponPricers() do not suit really, but I might be
> missing the obvious...
>
> Kind Regards
> Peter
>
> ------------------------------------------------------------------------------
> 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] setCouponPricer(s)

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

Hi Luigi,

yes, I do loop over the coupons right now. This is cumbersome, lots of dynamic casting and for cap-floored coupons you have to look at the underlying to find the type.

Instead of your fancy solution I thought I could reuse the existing PricerSetter und write a simple overload of the setCouponPricers method that just tries to set the pricers one after another and catches exceptions thrown from the PricerSetter in case of mismatches. But this overload would have to sit within the couponpricer file since the setter is in an empty namespace in that file.

Would that be too dirty for a PR? Is the use case maybe exotic after all?

Kind Regards
Peter

> On 13 Dec 2016, at 16:52, Luigi Ballabio <lui...@gm...> wrote:
> 
> Hi,
>     I don't think there's a function that does that.  If you want to get fancy, you can write a visitor similar to PricerSetter but storing both pricers and setting the appropriate one; otherwise, you can loop over the coupons and find out their type yourself.
> 
> Luigi
> 
> 
> On Tue, Dec 13, 2016 at 12:56 PM Peter Caspers <pca...@gm... <mailto:pca...@gm...>> wrote:
> Hi,
> 
> say I have a Leg with Libor coupons, floored Libor coupons, CMS coupons, etc. all mixed. I also have a IborCouponPricer and a CmsCouponPricer and want to attach these to the “matching" coupons.
> 
> How can I do that in one (not too long) line of code? It seems setCouponPricer() and setCouponPricers() do not suit really, but I might be missing the obvious...
> 
> Kind Regards
> Peter
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, 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] setCouponPricer(s)

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

Hi,
    I don't think there's a function that does that.  If you want to get
fancy, you can write a visitor similar to PricerSetter but storing both
pricers and setting the appropriate one; otherwise, you can loop over the
coupons and find out their type yourself.

Luigi


On Tue, Dec 13, 2016 at 12:56 PM Peter Caspers <pca...@gm...>
wrote:

> Hi,
>
> say I have a Leg with Libor coupons, floored Libor coupons, CMS coupons,
> etc. all mixed. I also have a IborCouponPricer and a CmsCouponPricer and
> want to attach these to the “matching" coupons.
>
> How can I do that in one (not too long) line of code? It seems
> setCouponPricer() and setCouponPricers() do not suit really, but I might be
> missing the obvious...
>
> Kind Regards
> Peter
>
> ------------------------------------------------------------------------------
> 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] setCouponPricer(s)

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

Hi,

say I have a Leg with Libor coupons, floored Libor coupons, CMS coupons, etc. all mixed. I also have a IborCouponPricer and a CmsCouponPricer and want to attach these to the “matching" coupons.

How can I do that in one (not too long) line of code? It seems setCouponPricer() and setCouponPricers() do not suit really, but I might be missing the obvious...

Kind Regards
Peter

Re: [Quantlib-dev] Black-Scholes implementation question

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

Off topic, this seems to be the initial project site from 2001

https://web.archive.org/web/20010627124159/http://quantlib.org/index.html <https://web.archive.org/web/20010627124159/http://quantlib.org/index.html>

Most of the links are still working … an interesting read :-)

> On 23 Nov 2016, at 21:11, Luigi Ballabio <lui...@gm...> wrote:
> 
> Hello Mitch,
>     I'm afraid we forgot to update the main page every decade or so.
> 
> That text was written at the beginning of the project and was saying: "there's no public implementation of financial models, and that's why we're launching QuantLib". We're well past that stage now :)
> 
> Thanks for pointing it out! We'll try updating it to something more relevant.
> 
> Cheers,
>     Luigi
> 
> On Wed, Nov 23, 2016, 21:01 Mitch Gann <mg...@gm... <mailto:mg...@gm...>> wrote:
> Hello all,
> 
> I am new to the QuantLib community and was hoping to eventually contribute to the code base.  I see that the homepage of QuantLib states that "Black-Scholes, still lack a public robust implementation", therefore I though it would be worth helping with the Black-Scholes model in QuantLib.
> 
> However upon looking in the code repository under quantlib/testsuite/ there is blackdeltacalculator.cpp and blackformula.cpp and the code within looks to be handling the model already.
> 
> So my questions are; 
> Has the Black-Scholes model been taken care of within QuantLib using that code?
> 
> If the first answer is No, my follow up question, is that code simply not "robust" enough and need improving or does the Black-Scholes model need to be created from scratch?
> 
> Thanks everyone,
> Mitch
> 
> ------------------------------------------------------------------------------
> _______________________________________________
> 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>
> ------------------------------------------------------------------------------
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev

Re: [Quantlib-dev] Black-Scholes implementation question

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

Hello Mitch,
    I'm afraid we forgot to update the main page every decade or so.

That text was written at the beginning of the project and was saying:
"there's no public implementation of financial models, and that's why we're
launching QuantLib". We're well past that stage now :)

Thanks for pointing it out! We'll try updating it to something more
relevant.

Cheers,
    Luigi

On Wed, Nov 23, 2016, 21:01 Mitch Gann <mg...@gm...> wrote:

> Hello all,
>
> I am new to the QuantLib community and was hoping to eventually contribute
> to the code base.  I see that the homepage of QuantLib states that "Black-Scholes,
> still lack a public robust implementation", therefore I though it would
> be worth helping with the Black-Scholes model in QuantLib.
>
> However upon looking in the code repository under quantlib/testsuite/
> there is blackdeltacalculator.cpp and blackformula.cpp and the code within
> looks to be handling the model already.
>
> So my questions are;
> Has the Black-Scholes model been taken care of within QuantLib using that
> code?
>
> If the first answer is No, my follow up question, is that code simply not
> "robust" enough and need improving or does the Black-Scholes model need to
> be created from scratch?
>
> Thanks everyone,
> Mitch
>
>
> ------------------------------------------------------------------------------
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

[Quantlib-dev] Black-Scholes implementation question

[Mitch G. <mg...@gm...>]

Hello all,

I am new to the QuantLib community and was hoping to eventually contribute
to the code base.  I see that the homepage of QuantLib states that
"Black-Scholes,
still lack a public robust implementation", therefore I though it would be
worth helping with the Black-Scholes model in QuantLib.

However upon looking in the code repository under quantlib/testsuite/ there
is blackdeltacalculator.cpp and blackformula.cpp and the code within looks
to be handling the model already.

So my questions are;
Has the Black-Scholes model been taken care of within QuantLib using that
code?

If the first answer is No, my follow up question, is that code simply not
"robust" enough and need improving or does the Black-Scholes model need to
be created from scratch?

Thanks everyone,
Mitch

[Quantlib-dev] QuantLib 1.9 released

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

QuantLib is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in real-life.

Version 1.9 has been released and is available for download at <
http://quantlib.org/download.shtml>.

Please post any problems you have with this release to the QuantLib mailing
list (<qua...@li...>), or open a GitHub issue at <
https://github.com/lballabio/quantlib/issues>.

-- The QuantLib group

[Quantlib-dev] ObjectHandler / QuantLibAddin / QuantLibXL 1.8 Released

[Paolo M. <maz...@li...>]

Hi All,

ObjectHandler / QuantLibAddin / QuantLibXL version 1.8 (using gensrc) has been released.

Here is the link to the downloads page:
http://sourceforge.net/projects/quantlib/files/

Here are the links to the updated web sites:
http://www.objecthandler.org
http://www.quantlibaddin.org
http://www.quantlibxl.org

Kind Regards,
Paolo

[Quantlib-dev] CD Yield Calculations

[Martin R. <m....@tm...>]

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<p>Hi Luigi,</p>
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<p>We would like to add an implement functionality similar to BondFunctions.yield to correctly calculate Certificate of Deposit yields - which are not the same as standard yield calcs. &nbsp;Can you give us any guidelines as to how you would like this functionality
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<p>Thanks,</p>
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<p><a href="http://www.icmagroup.org/assets/documents/Media/Bondmarketsbook/Bond%20markets_structures%20and%20yield%20calculations.pdf" target="_blank" style="font-size: 10pt;">http://www.icmagroup.org/assets/documents/Media/Bondmarketsbook/Bond%20markets_structures%20and%20yield%20calculations.pdf</a></p>
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