[QuantLibAddin-cvs] QuantLibAddin/Docs/pages faq.docs, 1.2.2.2, 1.2.2.3

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

Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15055/Docs/pages

Modified Files:
      Tag: R000313f0-branch
	faq.docs 
Log Message:
document fix for excel crash

Index: faq.docs
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/faq.docs,v
retrieving revision 1.2.2.2
retrieving revision 1.2.2.3
diff -C2 -d -r1.2.2.2 -r1.2.2.3
*** faq.docs	29 Aug 2006 08:29:42 -0000	1.2.2.2
--- faq.docs	29 Aug 2006 13:45:22 -0000	1.2.2.3
***************
*** 31,34 ****
--- 31,35 ----
  
  \ref faq_issues\n
+ - \ref faq_vba_crash\n
  - \ref faq_buildtime\n
  
***************
*** 51,54 ****
--- 52,91 ----
  \section faq_issues Issues With QuantLibAddin 0.3.13 Release
  
+ \section faq_vba_crash Calling QuantLibAddin from VBA Crashes Excel
+ 
+ This is caused by a bug in ObjectHandler.  You need to patch 
+ ObjectHandler and rebuild QuantLibXL from source.  The patch for
+ ObjectHandler is to edit file <tt>ohxl/objecthandlerxl.cpp</tt>
+ and replace the code for funtion <tt>ObjectHandlerXL::storeObject</tt>
+ as follows:
+ 
+ \verbatim
+ std::string ObjectHandlerXL::storeObject(
+         std::string objectID,
+         const boost::shared_ptr<Object> &object) {
+ 
+     if (objectID.empty()) {
+         objectID = generateObjectID();
+         object->setAnonymous();
+     }
+ 
+     if (FunctionCall::instance().getCallerType() == Cell) {
+         boost::shared_ptr<CallingRange> callingRange = 
+             getCallingRange();
+         callingRange->deleteObject(objectID, object);
+         checkName(objectID);
+         callingRange->registerObject(objectID, object);
+ 
+         std::string objectIDCounter = 
+             ObjectHandler::storeObject(objectID, object);
+         return objectIDCounter + "#" + 
+             callingRange->updateCount();
+     } else {
+         ObjectHandler::storeObject(objectID, object);
+         return objectID;
+     }
+ }
+ \endverbatim
+ 
  \section faq_buildtime QuantLibXL Build is Very Slow
  
***************
*** 201,217 ****
  \verbatim
  Sub priceEuropeanOption()
      Dim blackVolHandle As String
      Dim blackScholesHandle As String
      Dim optionHandle As String
      Dim npv As Double
      blackVolHandle = Application.Run("qlBlackConstantVol", 
!         "blackconstantvol", 40250, 0.2, "Actual360")
!     blackScholesHandle = Application.Run("qlBlackScholesProcess", 
!         "stoch1", blackVolHandle, 36, "Actual360", 40250, 0.06, 0)
!     optionHandle = Application.Run("qlVanillaOption", "eur1", 
!         blackScholesHandle, "Put", "Vanilla", 35, "European", 
!         43903, 0, "JR", 801)
      npv = Application.Run("qlNPV", optionHandle)
      Debug.Print npv
  End Sub
  \endverbatim
--- 238,276 ----
  \verbatim
  Sub priceEuropeanOption()
+ 
+     On Error GoTo Catch
+ 
      Dim blackVolHandle As String
      Dim blackScholesHandle As String
+     Dim exerciseHandle As String
+     Dim payoffHandle As String
+     Dim engineHandle As String
      Dim optionHandle As String
      Dim npv As Double
+     Call Application.Run("qlSetEvaluationDate", 35930)
      blackVolHandle = Application.Run("qlBlackConstantVol", 
!         "volatility", 35932, 0.2, "Actual/365 (Fixed)")
!     blackScholesHandle = Application.Run(
!         "qlGeneralizedBlackScholesProcess", "process", 
!         blackVolHandle, 36, "Actual/365 (Fixed)", 35932, 0.06, 0)
!     exerciseHandle = Application.Run("qlEuropeanExercise", 
!         "exercise", 36297)
!     payoffHandle = Application.Run("qlStrikedTypePayoff", 
!         "payoff", "Vanilla", "Put", 40)
!     engineHandle = Application.Run("qlPricingEngine", "engine", 
!         "AE")
!     optionHandle = Application.Run("qlVanillaOption", "option", 
!         blackScholesHandle, payoffHandle, exerciseHandle, 
!         engineHandle)
      npv = Application.Run("qlNPV", optionHandle)
      Debug.Print npv
+ 
+     Exit Sub
+ 
+ Catch:
+ 
+ Debug.Print "QuantLibXL Error: " + Err.Description
+ MsgBox Err.Description, vbCritical, "QuantLibXL Error"
+ 
  End Sub
  \endverbatim