[QuantLibAddin-cvs] QuantLibAddin/Docs/pages evaluationdate.docs, 1.2.2.1, 1.2.2.2
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From: Eric E. <eri...@us...> - 2006-09-16 10:37:36
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Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv12265 Modified Files: Tag: R000313f0-branch evaluationdate.docs Log Message: revise documentation of evaluation date to reflect changes in 0.3.13 Index: evaluationdate.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/evaluationdate.docs,v retrieving revision 1.2.2.1 retrieving revision 1.2.2.2 diff -C2 -d -r1.2.2.1 -r1.2.2.2 *** evaluationdate.docs 8 Aug 2006 07:39:42 -0000 1.2.2.1 --- evaluationdate.docs 16 Sep 2006 10:37:31 -0000 1.2.2.2 *************** *** 30,34 **** Alternatively QuantLib offers support for Sessions which allow the client application to implement multiple instances of the evaluation date. When this functionality is enabled, %QuantLibAddin defines a session as an Excel workbook, so that a group of related objects which require a common instance of the evaluation date can be isolated in a single workbook. ! Function <a href="auto/date.html#qlEvaluationDate">qlEvaluationDate</a> can be called to query the value of the Evaluation Date in a given context. \section eval_quantlib QuantLib --- 30,35 ---- Alternatively QuantLib offers support for Sessions which allow the client application to implement multiple instances of the evaluation date. When this functionality is enabled, %QuantLibAddin defines a session as an Excel workbook, so that a group of related objects which require a common instance of the evaluation date can be isolated in a single workbook. ! Within any given context, the value of the evaluation date can be set with QuantLibAddin function <a href="auto/date.html#qlSetEvaluationDate">qlSetEvaluationDate</a> and queried with function <a href="auto/date.html#qlEvaluationDate">qlEvaluationDate</a>. ! \section eval_quantlib QuantLib *************** *** 45,58 **** The %QuantLibAddin default build doesn't implement QuantLib's session functionality. ! At present the only means for specifying the evaluation date that is exposed by the %QuantLibAddin interface is function qlPiecewiseFlatForward. Before any call to qlPiecewiseFlatForward, the evaluation date defaults to the current date on the system clock; any call to qlPiecewiseFlatForward explicitly specifies the evaluation date. ! Consider a single Excel session in which multiple cells invoke qlPiecewiseFlatForward, specifying different values for the evaluation date. Each call overwrites the global value. The sequence in which the calls are executed is dictated by Excel's dependency calculation tree. Other cells in the Excel session which depend on the evaluation date will see a different value depending on when they are refreshed. \section eval_workbook Workbook as Session ! %QuantLibAddin can be configured to support QuantLib sessions. %QuantLibAddin implements a session as a workbook. Whenever the value of the evaluation date is set - either through an explicit call to qlPiecewiseFlatForward, or by being left to default to the current system date - that value prevails for all sheets and cells in the given workbook. This has the following implications: \li If multiple distinct values are required for evaluation date, this can be effected by using multiple workbooks. Each workbook contains 1) a single cell which sets the evaluation date and 2) any objects which may depend on that value ! \li Within a single workbook there is still the potential problem that multiple calls to qlPiecewiseFlatForward overwrite the workbook-wide value of evaluation date. Multiple objects requiring different instances of the evaluation date must not reside in a single workbook. \section eval_implementation Implementation --- 46,59 ---- The %QuantLibAddin default build doesn't implement QuantLib's session functionality. ! At present the only means for specifying the evaluation date that is exposed by the %QuantLibAddin interface is function qlSetEvaluationDate. Before any call to qlSetEvaluationDate, the evaluation date defaults to the current date on the system clock; any call to qlSetEvaluationDate explicitly specifies the evaluation date. ! Consider a single Excel session in which multiple cells invoke qlSetEvaluationDate, specifying different values for the evaluation date. Each call overwrites the global value. The sequence in which the calls are executed is dictated by Excel's dependency calculation tree. Other cells in the Excel session which depend on the evaluation date will see a different value depending on when they are refreshed. \section eval_workbook Workbook as Session ! %QuantLibAddin can be configured to support QuantLib sessions. %QuantLibAddin implements a session as a workbook. Whenever the value of the evaluation date is set - either through an explicit call to qlSetEvaluationDate, or by being left to default to the current system date - that value prevails for all sheets and cells in the given workbook. This has the following implications: \li If multiple distinct values are required for evaluation date, this can be effected by using multiple workbooks. Each workbook contains 1) a single cell which sets the evaluation date and 2) any objects which may depend on that value ! \li Within a single workbook there is still the potential problem that multiple calls to qlSetEvaluationDate overwrite the workbook-wide value of evaluation date. Multiple objects requiring different instances of the evaluation date must not reside in a single workbook. \section eval_implementation Implementation |