7 sheets tagged with "RunWorkbook":

A reusable Black Scholes option pricer

This file contains two spreadsheets; one that calculates the fair values for European call options using the Black-Scholes formula, and another that uses Resolver One's RunWorkbook function to use the first sheet repeatedly to price a portfolio of derivatives.

You can read more about this sheet in the documentation pages.

22 January 2009. Tagged with black-scholes, derivatives, finance, pricing, RunWorkbook

Value-at-risk analysis using RunWorkbook

This file contains a spreadsheet that uses basic analytical techniques to estimate the value of a portfolio of shares given a particular market index value, and another spreadsheet that uses the first in order to present an overview of how the portfolio will perform under a range of market conditions.

It is described in more detail in the Resolver One documentation.

22 January 2009. Tagged with beta, finance, RunWorkbook, value-at-risk

Reusable Spreadsheets with RunWorkbook

RunWorkbook is one of the most powerful features of Resolver One. You use the RunWorkbook function to run external Resolver One documents, overriding values in specific cells or cellranges, and using their results in your calculations. That way, you can put common functionality or data in a standalone Resolver One file and use it from many other documents, without the need of copy-pasting.

This sample is a zip-file containing two Resolver One spreadsheets (.rsl files). The main spreadsheet is RunWorkbook.rsl, which loads the data contained in trades.rsl in several different ways.

This spreadsheet is one of the sample spreadsheets that comes with Resolver One.

02 February 2009. Tagged with RunWorkbook, sample

Use Resolver One Spreadsheets from IronPython Programs

RunWorkbook is a function that allows you to access Resolver One spreadsheets from other spreadsheets and access the data they contain. You can even pass in new data and effectively use spreadsheets as functions!

We can also use RunWorkbook to access Resolver One spreadsheets (.rsl files) from IronPython programs. RunWorkbook loads the spreadsheet and allows you to access the contents using the spreadsheet object model (using the same code you write in user code). You could use this for unit testing your spreadsheet logic or integrating your spreadsheets into your applications.

This zipfile includes a module that does all the necessary initialisation for you and brief instructions on how to use it.

06 March 2009. Tagged with IronPython, RunWorkbook

Test Driven Development of Spreadsheets

The RunWorkbook function allows you to load up Resolver One spreadsheets (.rsl files) from IronPython code. One use of this is for embedding the Resolver One calculation engine in .NET / IronPython applications without the user interface.

This example accompanies a Resolver Hacks article showing how we can use the Python testing library unittest in conjunction with IronPython and RunWorkbook to do Test Driven Development (unit testing) of spreadsheets.

This spreadsheet was created for the Resolver Hacks website, and not by Resolver Systems.

08 March 2009. Tagged with IronPython, resolverhacks, RunWorkbook, testing

Command line email automation using Runworkbook

This spreadsheet illustrates the automation of tasks from the command line using Resolver One and the RunWorkbook function.
Such tasks could be run using the Windows Task Scheduler. This approach has advantages over automating a GUI interface since dialogs and other GUI interactions won't block the task but still allows you to use a GUI for development.

This workbook reads the current stocks of various items from a CSV file (which is representative of a database or webservice), works out if these are below given quantities and if so sends e-mails to a set of suppliers to buy replacements. When run from Resolver One itself a button press sends these emails.

However, a Python and batch file are included which run the spreadsheet using Runworkbook without starting Resolver One. This passes a paramater to the spreadsheet telling it to run in batch mode and therefore send the emails. This batch file can be run periodically by adding it to the Windows Task Scheduler <http://technet.microsoft.com/en-us/appcompat/aa906020.aspx>. The python and batch file are each only one or two lines in length. The seperate runworkbook.py file is somewhat larger: this is boilerplate code that can be shared between all tasks using this mechanism.

16 April 2009. Tagged with automation, commandLine, email, RunWorkbook

Parallel, distributed spreadsheets with RunWorkbook and Digipede

This sample demonstrates the use of RunWorkbook and the Digipede Network to distribute calculation across a number of agents.

It is a re-implementation of the "Value-at-risk analysis using RunWorkbook" spreadsheet. Instead of calculating each of the scenarios locally, they are submitted to the Digipede Network to run in parallel.

Go to the Digipede website for a free 30 day trial.

Note: This sample requires Resolver One version 1.5 or greater

06 May 2009. Tagged with digipede, distributed, parallel, RunWorkbook

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