void unregisterEvolutiondescription(const XLOPER &xDll) {
XLOPER xlRegID;
// Unregister each function. Due to a bug in Excel's C API this is a
// two-step process. Thanks to Laurent Longre for discovering the
// workaround implemented here.
Excel(xlfRegister, 0, 16, &xDll,
// function code name
TempStrNoSize("\x16""qlEvolutionDescription"),
// parameter codes
TempStrNoSize("\x08""CCPPPPL#"),
// function display name
TempStrNoSize("\x16""qlEvolutionDescription"),
// comma-delimited list of parameter names
TempStrNoSize("\x3D""ObjectId,RateTimes,EvolutionTimes,Permanent,Trigger,Overwrite"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x43""Construct an object of class EvolutionDescription and return its id"),
// parameter descriptions
TempStrNoSize("\x1A""id of object to be created"),
TempStrNoSize("\x12""rate fixing times."),
TempStrNoSize("\x22""evolution times in the simulation."),
TempStrNoSize("\x1D""object permanent/nonpermanent"),
TempStrNoSize("\x1B""dependency tracking trigger"),
TempStrNoSize("\x10""overwrite flag "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x16""qlEvolutionDescription"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x24""qlEvolutionDescriptionEvolutionTimes"),
// parameter codes
TempStrNoSize("\x04""PCP#"),
// function display name
TempStrNoSize("\x24""qlEvolutionDescriptionEvolutionTimes"),
// comma-delimited list of parameter names
TempStrNoSize("\x10""ObjectId,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x34""evolution times for the EvolutionDescription object."),
// parameter descriptions
TempStrNoSize("\x34""id of existing QuantLib::EvolutionDescription object"),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x24""qlEvolutionDescriptionEvolutionTimes"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x24""qlEvolutionDescriptionFirstAliveRate"),
// parameter codes
TempStrNoSize("\x04""PCP#"),
// function display name
TempStrNoSize("\x24""qlEvolutionDescriptionFirstAliveRate"),
// comma-delimited list of parameter names
TempStrNoSize("\x10""ObjectId,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x4C""first alive rate at each evolution time for the EvolutionDescription object."),
// parameter descriptions
TempStrNoSize("\x34""id of existing QuantLib::EvolutionDescription object"),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x24""qlEvolutionDescriptionFirstAliveRate"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 15, &xDll,
// function code name
TempStrNoSize("\x21""qlEvolutionDescriptionFromProduct"),
// parameter codes
TempStrNoSize("\x07""CCCPPL#"),
// function display name
TempStrNoSize("\x21""qlEvolutionDescriptionFromProduct"),
// comma-delimited list of parameter names
TempStrNoSize("\x2C""ObjectId,Product,Permanent,Trigger,Overwrite"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x43""Construct an object of class EvolutionDescription and return its id"),
// parameter descriptions
TempStrNoSize("\x1A""id of object to be created"),
TempStrNoSize("\x15""ID of product object."),
TempStrNoSize("\x1D""object permanent/nonpermanent"),
TempStrNoSize("\x1B""dependency tracking trigger"),
TempStrNoSize("\x10""overwrite flag "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x21""qlEvolutionDescriptionFromProduct"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x23""qlEvolutionDescriptionNumberOfRates"),
// parameter codes
TempStrNoSize("\x04""NCP#"),
// function display name
TempStrNoSize("\x23""qlEvolutionDescriptionNumberOfRates"),
// comma-delimited list of parameter names
TempStrNoSize("\x10""ObjectId,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x34""number of rates for the EvolutionDescription object."),
// parameter descriptions
TempStrNoSize("\x34""id of existing QuantLib::EvolutionDescription object"),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x23""qlEvolutionDescriptionNumberOfRates"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x23""qlEvolutionDescriptionNumberOfSteps"),
// parameter codes
TempStrNoSize("\x04""NCP#"),
// function display name
TempStrNoSize("\x23""qlEvolutionDescriptionNumberOfSteps"),
// comma-delimited list of parameter names
TempStrNoSize("\x10""ObjectId,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x34""number of steps for the EvolutionDescription object."),
// parameter descriptions
TempStrNoSize("\x34""id of existing QuantLib::EvolutionDescription object"),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x23""qlEvolutionDescriptionNumberOfSteps"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x1E""qlEvolutionDescriptionRateTaus"),
// parameter codes
TempStrNoSize("\x04""PCP#"),
// function display name
TempStrNoSize("\x1E""qlEvolutionDescriptionRateTaus"),
// comma-delimited list of parameter names
TempStrNoSize("\x10""ObjectId,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x2E""rate taus for the EvolutionDescription object."),
// parameter descriptions
TempStrNoSize("\x34""id of existing QuantLib::EvolutionDescription object"),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x1E""qlEvolutionDescriptionRateTaus"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x1F""qlEvolutionDescriptionRateTimes"),
// parameter codes
TempStrNoSize("\x04""PCP#"),
// function display name
TempStrNoSize("\x1F""qlEvolutionDescriptionRateTimes"),
// comma-delimited list of parameter names
TempStrNoSize("\x10""ObjectId,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x37""rates fixing times for the EvolutionDescription object."),
// parameter descriptions
TempStrNoSize("\x34""id of existing QuantLib::EvolutionDescription object"),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x1F""qlEvolutionDescriptionRateTimes"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 13, &xDll,
// function code name
TempStrNoSize("\x18""qlIsInMoneyMarketMeasure"),
// parameter codes
TempStrNoSize("\x05""LCPP#"),
// function display name
TempStrNoSize("\x18""qlIsInMoneyMarketMeasure"),
// comma-delimited list of parameter names
TempStrNoSize("\x27""EvolutionDescription,Numeraires,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x67""Returns TRUE if the numeraire vector is money market measure for the given EvolutionDescription object."),
// parameter descriptions
TempStrNoSize("\x22""ID of EvolutionDescription object."),
TempStrNoSize("\x15""vector of numeraires."),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x18""qlIsInMoneyMarketMeasure"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 14, &xDll,
// function code name
TempStrNoSize("\x1C""qlIsInMoneyMarketPlusMeasure"),
// parameter codes
TempStrNoSize("\x06""LCPPP#"),
// function display name
TempStrNoSize("\x1C""qlIsInMoneyMarketPlusMeasure"),
// comma-delimited list of parameter names
TempStrNoSize("\x2E""EvolutionDescription,Numeraires,Offset,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x6C""Returns TRUE if the numeraire vector is money market measure plus for the given EvolutionDescription object."),
// parameter descriptions
TempStrNoSize("\x22""ID of EvolutionDescription object."),
TempStrNoSize("\x15""vector of numeraires."),
TempStrNoSize("\x3D""offset applied to the MoneyMarket measure. Default value = 1."),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x1C""qlIsInMoneyMarketPlusMeasure"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 13, &xDll,
// function code name
TempStrNoSize("\x15""qlIsInTerminalMeasure"),
// parameter codes
TempStrNoSize("\x05""LCPP#"),
// function display name
TempStrNoSize("\x15""qlIsInTerminalMeasure"),
// comma-delimited list of parameter names
TempStrNoSize("\x27""EvolutionDescription,Numeraires,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x63""Returns TRUE if the numeraire vector is Terminal measure for the given EvolutionDescription object."),
// parameter descriptions
TempStrNoSize("\x22""ID of EvolutionDescription object."),
TempStrNoSize("\x15""vector of numeraires."),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x15""qlIsInTerminalMeasure"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x14""qlMoneyMarketMeasure"),
// parameter codes
TempStrNoSize("\x04""PCP#"),
// function display name
TempStrNoSize("\x14""qlMoneyMarketMeasure"),
// comma-delimited list of parameter names
TempStrNoSize("\x1C""EvolutionDescription,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x61""Returns the discretely compounded money market measure for the given EvolutionDescription object."),
// parameter descriptions
TempStrNoSize("\x22""ID of EvolutionDescription object."),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x14""qlMoneyMarketMeasure"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 13, &xDll,
// function code name
TempStrNoSize("\x18""qlMoneyMarketPlusMeasure"),
// parameter codes
TempStrNoSize("\x05""PCPP#"),
// function display name
TempStrNoSize("\x18""qlMoneyMarketPlusMeasure"),
// comma-delimited list of parameter names
TempStrNoSize("\x23""EvolutionDescription,Offset,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x61""Returns the discretely compounded money market measure for the given EvolutionDescription object."),
// parameter descriptions
TempStrNoSize("\x22""ID of EvolutionDescription object."),
TempStrNoSize("\x3D""offset applied to the MoneyMarket measure. Default value = 1."),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x18""qlMoneyMarketPlusMeasure"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x11""qlTerminalMeasure"),
// parameter codes
TempStrNoSize("\x04""PCP#"),
// function display name
TempStrNoSize("\x11""qlTerminalMeasure"),
// comma-delimited list of parameter names
TempStrNoSize("\x1C""EvolutionDescription,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x47""Returns the terminal measure for the given EvolutionDescription object."),
// parameter descriptions
TempStrNoSize("\x22""ID of EvolutionDescription object."),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x11""qlTerminalMeasure"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
}
void unregisterPathGenerator(const XLOPER &xDll)
{
XLOPER xlRegID;
// Unregister each function. Due to a bug in Excel's C API this is a
// two-step process. Thanks to Laurent Longre for discovering the
// workaround implemented here.
Excel(xlfRegister, 0, 13, &xDll,
TempStrNoSize("\x15""createESGSingleFactor"),
TempStrNoSize("\x05""CCCL#"),
TempStrNoSize("\x15""createESGSingleFactor"),
TempStrNoSize("\x18""ObjectID,Rates,Permanent"),
TempStrNoSize("\x01""1"),
TempStrNoSize("\x9""prObjects"),
TempStrNoSize("\x00"""),
TempStrNoSize("\x00"""),
TempStrNoSize("\x4C""Construct an object of class SingleFactorGBMPathGenerator and returns its id"),
TempStrNoSize("\x1A""ID of object to be created"),
TempStrNoSize("\x17""ID of Rates Environment"),
TempStrNoSize("\x1D""object permanent/nonpermanent"));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x15""createESGSingleFactor"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 14, &xDll,
TempStrNoSize("\x0F""getESGPathForCI"),
TempStrNoSize("\x06""PCPBP#"),
TempStrNoSize("\x0F""getESGPathForCI"),
TempStrNoSize("\x28""ObjectID,Dates,ConfInt,Trigger,Permanent"),
TempStrNoSize("\x01""1"),
TempStrNoSize("\x9""prObjects"),
TempStrNoSize("\x00"""),
TempStrNoSize("\x00"""),
TempStrNoSize("\x55""Returns a path of forward rates environments corresponding to the Confidence Interval"),
TempStrNoSize("\x18""ID of the path generator"),
TempStrNoSize("\xD""Forward dates"),
TempStrNoSize("\x23""Confidence interval NB 0 < c.i. < 1"),
TempStrNoSize("\x7""Trigger"));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x0F""getESGPathForCI"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 14, &xDll,
TempStrNoSize("\x11""getESGPathForSpot"),
TempStrNoSize("\x06""PCPPP#"),
TempStrNoSize("\x11""getESGPathForSpot"),
TempStrNoSize("\x1F""ObjectID,Dates,SpotPath,Trigger"),
TempStrNoSize("\x01""1"),
TempStrNoSize("\x9""prObjects"),
TempStrNoSize("\x00"""),
TempStrNoSize("\x00"""),
TempStrNoSize("\x4F""Returns a path of rates environments corresponding to the input input spot path"),
TempStrNoSize("\x18""ID of the path generator"),
TempStrNoSize("\xD""Forward dates"),
TempStrNoSize("\x09""Spot Path"),
TempStrNoSize("\x7""Trigger"));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x11""getESGPathForSpot"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
}
void unregisterCapfloor(const XLOPER &xDll) {
XLOPER xlRegID;
// Unregister each function. Due to a bug in Excel's C API this is a
// two-step process. Thanks to Laurent Longre for discovering the
// workaround implemented here.
Excel(xlfRegister, 0, 17, &xDll,
// function code name
TempStrNoSize("\x0A""qlCapFloor"),
// parameter codes
TempStrNoSize("\x09""CCCCPPPL#"),
// function display name
TempStrNoSize("\x0A""qlCapFloor"),
// comma-delimited list of parameter names
TempStrNoSize("\x3D""ObjectId,OptionType,LegID,Strikes,Permanent,Trigger,Overwrite"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x37""Construct an object of class CapFloor and return its id"),
// parameter descriptions
TempStrNoSize("\x1A""id of object to be created"),
TempStrNoSize("\x1B""option type (cap or floor)."),
TempStrNoSize("\x0E""coupon vector."),
TempStrNoSize("\x08""strikes."),
TempStrNoSize("\x1D""object permanent/nonpermanent"),
TempStrNoSize("\x1B""dependency tracking trigger"),
TempStrNoSize("\x10""overwrite flag "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x0A""qlCapFloor"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 13, &xDll,
// function code name
TempStrNoSize("\x11""qlCapFloorAtmRate"),
// parameter codes
TempStrNoSize("\x05""ECCP#"),
// function display name
TempStrNoSize("\x11""qlCapFloorAtmRate"),
// comma-delimited list of parameter names
TempStrNoSize("\x1B""ObjectId,YieldCurve,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x3C""Returns the at-the-money rate for the given CapFloor object."),
// parameter descriptions
TempStrNoSize("\x28""id of existing QuantLib::CapFloor object"),
TempStrNoSize("\x29""discounting YieldTermStructure object ID."),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x11""qlCapFloorAtmRate"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x12""qlCapFloorCapRates"),
// parameter codes
TempStrNoSize("\x04""PCP#"),
// function display name
TempStrNoSize("\x12""qlCapFloorCapRates"),
// comma-delimited list of parameter names
TempStrNoSize("\x10""ObjectId,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x34""Returns the cap rates for the given CapFloor object."),
// parameter descriptions
TempStrNoSize("\x28""id of existing QuantLib::CapFloor object"),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x12""qlCapFloorCapRates"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x14""qlCapFloorFloorRates"),
// parameter codes
TempStrNoSize("\x04""PCP#"),
// function display name
TempStrNoSize("\x14""qlCapFloorFloorRates"),
// comma-delimited list of parameter names
TempStrNoSize("\x10""ObjectId,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x36""Returns the floor rates for the given CapFloor object."),
// parameter descriptions
TempStrNoSize("\x28""id of existing QuantLib::CapFloor object"),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x14""qlCapFloorFloorRates"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 20, &xDll,
// function code name
TempStrNoSize("\x1B""qlCapFloorImpliedVolatility"),
// parameter codes
TempStrNoSize("\x0C""ECECPPPPPPP#"),
// function display name
TempStrNoSize("\x1B""qlCapFloorImpliedVolatility"),
// comma-delimited list of parameter names
TempStrNoSize("\x53""ObjectId,Price,YieldCurve,Guess,Accuracy,MaxIter,MinVol,MaxVol,Displacement,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x50""Returns the volatility implied by the given price for the given CapFloor object."),
// parameter descriptions
TempStrNoSize("\x28""id of existing QuantLib::CapFloor object"),
TempStrNoSize("\x2B""Price used to infer the implied volatility."),
TempStrNoSize("\x29""discounting YieldTermStructure object ID."),
TempStrNoSize("\x27""Volatility guess. Default value = 0.10."),
TempStrNoSize("\x28""solver accuracy. Default value = 1.0e-6."),
TempStrNoSize("\x2B""solver max iterations. Default value = 100."),
TempStrNoSize("\x3E""Minimum volatility, no lower solution. Default value = 1.0e-7."),
TempStrNoSize("\x3C""Maximum volatility, no higher solution. Default value = 4.0."),
TempStrNoSize("\x41""displacement in a displaced diffusion model. Default value = 0.0."),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x1B""qlCapFloorImpliedVolatility"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 13, &xDll,
// function code name
TempStrNoSize("\x15""qlCapFloorLegAnalysis"),
// parameter codes
TempStrNoSize("\x05""PCPP#"),
// function display name
TempStrNoSize("\x15""qlCapFloorLegAnalysis"),
// comma-delimited list of parameter names
TempStrNoSize("\x1A""ObjectId,AfterDate,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x3D""Returns the cash flow analysis for the given CapFloor object."),
// parameter descriptions
TempStrNoSize("\x2D""id of existing QuantLibAddin::CapFloor object"),
TempStrNoSize("\x47""Shows only cashflows after given date Default value = QuantLib::Date()."),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x15""qlCapFloorLegAnalysis"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x16""qlCapFloorMaturityDate"),
// parameter codes
TempStrNoSize("\x04""NCP#"),
// function display name
TempStrNoSize("\x16""qlCapFloorMaturityDate"),
// comma-delimited list of parameter names
TempStrNoSize("\x10""ObjectId,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x4C""Returns the maturity (i.e. last payment) date for the given CapFloor object."),
// parameter descriptions
TempStrNoSize("\x28""id of existing QuantLib::CapFloor object"),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x16""qlCapFloorMaturityDate"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x13""qlCapFloorStartDate"),
// parameter codes
TempStrNoSize("\x04""NCP#"),
// function display name
TempStrNoSize("\x13""qlCapFloorStartDate"),
// comma-delimited list of parameter names
TempStrNoSize("\x10""ObjectId,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x4A""Returns the start (i.e. first accrual) date for the given CapFloor object."),
// parameter descriptions
TempStrNoSize("\x28""id of existing QuantLib::CapFloor object"),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x13""qlCapFloorStartDate"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x0E""qlCapFloorType"),
// parameter codes
TempStrNoSize("\x04""CCP#"),
// function display name
TempStrNoSize("\x0E""qlCapFloorType"),
// comma-delimited list of parameter names
TempStrNoSize("\x10""ObjectId,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x41""Returns the type (e.g. Cap, Floor) for the given CapFloor object."),
// parameter descriptions
TempStrNoSize("\x28""id of existing QuantLib::CapFloor object"),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x0E""qlCapFloorType"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 20, &xDll,
// function code name
TempStrNoSize("\x0E""qlMakeCapFloor"),
// parameter codes
TempStrNoSize("\x0C""CCCCCPCCPPL#"),
// function display name
TempStrNoSize("\x0E""qlMakeCapFloor"),
// comma-delimited list of parameter names
TempStrNoSize("\x64""ObjectId,OptionType,Length,IborIndex,Strike,ForwardStart,PricingEngineID,Permanent,Trigger,Overwrite"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x14""QuantLib - Financial"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x37""Construct an object of class CapFloor and return its id"),
// parameter descriptions
TempStrNoSize("\x1A""id of object to be created"),
TempStrNoSize("\x1B""option type (Cap or Floor)."),
TempStrNoSize("\x15""as period (e.g. 10Y)."),
TempStrNoSize("\x1D""floating IborIndex object ID."),
TempStrNoSize("\x39""strike. Default value = QuantLib::Null<QuantLib::Rate>()."),
TempStrNoSize("\x35""as period (if zero days the first caplet is removed)."),
TempStrNoSize("\x21""CapFloor PricingEngine object ID."),
TempStrNoSize("\x1D""object permanent/nonpermanent"),
TempStrNoSize("\x1B""dependency tracking trigger"),
TempStrNoSize("\x10""overwrite flag "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x0E""qlMakeCapFloor"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
}
void unregisterGarbagecollection(const XLOPER &xDll) {
XLOPER xlRegID;
// Unregister each function. Due to a bug in Excel's C API this is a
// two-step process. Thanks to Laurent Longre for discovering the
// workaround implemented here.
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x1A""ohRepositoryCollectGarbage"),
// parameter codes
TempStrNoSize("\x04""LPP#"),
// function display name
TempStrNoSize("\x1A""ohRepositoryCollectGarbage"),
// comma-delimited list of parameter names
TempStrNoSize("\x17""DeletePermanent,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x0D""ObjectHandler"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x28""delete orphaned objects from repository."),
// parameter descriptions
TempStrNoSize("\x35""also delete permanent objects. Default value = false."),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x1A""ohRepositoryCollectGarbage"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x1C""ohRepositoryDeleteAllObjects"),
// parameter codes
TempStrNoSize("\x04""LPP#"),
// function display name
TempStrNoSize("\x1C""ohRepositoryDeleteAllObjects"),
// comma-delimited list of parameter names
TempStrNoSize("\x17""DeletePermanent,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x0D""ObjectHandler"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x23""delete all objects from repository."),
// parameter descriptions
TempStrNoSize("\x35""also delete permanent objects. Default value = false."),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x1C""ohRepositoryDeleteAllObjects"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x18""ohRepositoryDeleteObject"),
// parameter codes
TempStrNoSize("\x04""LPP#"),
// function display name
TempStrNoSize("\x18""ohRepositoryDeleteObject"),
// comma-delimited list of parameter names
TempStrNoSize("\x10""ObjectId,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x0D""ObjectHandler"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x1E""delete object from repository."),
// parameter descriptions
TempStrNoSize("\x1B""ID of object to be deleted."),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x18""ohRepositoryDeleteObject"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x19""ohRepositoryListObjectIDs"),
// parameter codes
TempStrNoSize("\x04""PCP#"),
// function display name
TempStrNoSize("\x19""ohRepositoryListObjectIDs"),
// comma-delimited list of parameter names
TempStrNoSize("\x0D""Regex,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x0D""ObjectHandler"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x35""list the IDs of objects in repository matching regex."),
// parameter descriptions
TempStrNoSize("\x3A""optional matching pattern in UNIX format (wildcard is .*)."),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x19""ohRepositoryListObjectIDs"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 11, &xDll,
// function code name
TempStrNoSize("\x19""ohRepositoryLogAllObjects"),
// parameter codes
TempStrNoSize("\x03""LP#"),
// function display name
TempStrNoSize("\x19""ohRepositoryLogAllObjects"),
// comma-delimited list of parameter names
TempStrNoSize("\x07""Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x0D""ObjectHandler"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x2A""write all object descriptions to log file."),
// parameter descriptions
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x19""ohRepositoryLogAllObjects"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x15""ohRepositoryLogObject"),
// parameter codes
TempStrNoSize("\x04""LCP#"),
// function display name
TempStrNoSize("\x15""ohRepositoryLogObject"),
// comma-delimited list of parameter names
TempStrNoSize("\x10""ObjectId,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x0D""ObjectHandler"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x25""write object description to log file."),
// parameter descriptions
TempStrNoSize("\x1A""ID of object to be logged."),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x15""ohRepositoryLogObject"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 11, &xDll,
// function code name
TempStrNoSize("\x17""ohRepositoryObjectCount"),
// parameter codes
TempStrNoSize("\x03""NP#"),
// function display name
TempStrNoSize("\x17""ohRepositoryObjectCount"),
// comma-delimited list of parameter names
TempStrNoSize("\x07""Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x0D""ObjectHandler"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x18""#/objects in repository."),
// parameter descriptions
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x17""ohRepositoryObjectCount"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
}
void unregisterEnumerations(const XLOPER &xDll) {
XLOPER xlRegID;
// Unregister each function. Due to a bug in Excel's C API this is a
// two-step process. Thanks to Laurent Longre for discovering the
// workaround implemented here.
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x11""ohEnumeratedClass"),
// parameter codes
TempStrNoSize("\x04""PCP#"),
// function display name
TempStrNoSize("\x11""ohEnumeratedClass"),
// comma-delimited list of parameter names
TempStrNoSize("\x0E""EnumId,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x0D""ObjectHandler"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x2F""return the members of a given enumerated class."),
// parameter descriptions
TempStrNoSize("\x18""name of enumerated type."),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x11""ohEnumeratedClass"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x10""ohEnumeratedPair"),
// parameter codes
TempStrNoSize("\x04""PCP#"),
// function display name
TempStrNoSize("\x10""ohEnumeratedPair"),
// comma-delimited list of parameter names
TempStrNoSize("\x0E""EnumId,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x0D""ObjectHandler"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x2E""return the members of a given enumerated pair."),
// parameter descriptions
TempStrNoSize("\x18""name of enumerated type."),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x10""ohEnumeratedPair"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 12, &xDll,
// function code name
TempStrNoSize("\x10""ohEnumeratedType"),
// parameter codes
TempStrNoSize("\x04""PCP#"),
// function display name
TempStrNoSize("\x10""ohEnumeratedType"),
// comma-delimited list of parameter names
TempStrNoSize("\x0E""EnumId,Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x0D""ObjectHandler"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x2E""return the members of a given enumerated type."),
// parameter descriptions
TempStrNoSize("\x18""name of enumerated type."),
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x10""ohEnumeratedType"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 11, &xDll,
// function code name
TempStrNoSize("\x17""ohListEnumeratedClasses"),
// parameter codes
TempStrNoSize("\x03""PP#"),
// function display name
TempStrNoSize("\x17""ohListEnumeratedClasses"),
// comma-delimited list of parameter names
TempStrNoSize("\x07""Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x0D""ObjectHandler"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x22""list supported enumerated classes."),
// parameter descriptions
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x17""ohListEnumeratedClasses"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 11, &xDll,
// function code name
TempStrNoSize("\x15""ohListEnumeratedPairs"),
// parameter codes
TempStrNoSize("\x03""PP#"),
// function display name
TempStrNoSize("\x15""ohListEnumeratedPairs"),
// comma-delimited list of parameter names
TempStrNoSize("\x07""Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x0D""ObjectHandler"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x20""list supported enumerated pairs."),
// parameter descriptions
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x15""ohListEnumeratedPairs"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
Excel(xlfRegister, 0, 11, &xDll,
// function code name
TempStrNoSize("\x15""ohListEnumeratedTypes"),
// parameter codes
TempStrNoSize("\x03""PP#"),
// function display name
TempStrNoSize("\x15""ohListEnumeratedTypes"),
// comma-delimited list of parameter names
TempStrNoSize("\x07""Trigger"),
// function type (0 = hidden, 1 = worksheet)
TempStrNoSize("\x01""0"),
// function category
TempStrNoSize("\x0D""ObjectHandler"),
// shortcut text (command macros only)
TempStrNoSize("\x00"""),
// path to help file
TempStrNoSize("\x00"""),
// function description
TempStrNoSize("\x20""list supported enumerated types."),
// parameter descriptions
TempStrNoSize("\x1D""dependency tracking trigger "));
Excel4(xlfRegisterId, &xlRegID, 2, &xDll,
TempStrNoSize("\x15""ohListEnumeratedTypes"));
Excel4(xlfUnregister, 0, 1, &xlRegID);
}
