Re: [Quantlib-dev] QuantLib Forum

[Bojan N. <bo...@bn...>]

>> In fact thinking now about this, I see there could be a nice shortcut in
>> enabling this: write the Excel interface in Python. This would allow the
>> work to concentrate on the C++ -> Python SWIG wrapper, and Python
>> modules could then quite easily re-wrap this functionality for
>> Excel. This would also have the added advantage that a lot of
>> higher-level functionality could be in Python but still easily
>> accessible from Excel.  What do people think about this?
>
> I think the Excel-Python interface looks interesting and could have
> useful applications but it would not be my choice for the QuantLibXL
> architecture.  Excel's C API, while obscure, is mature and robust and
> remains the fastest way to access Excel's internals.

I was thinking of actually using Python packaged into a DLL and
accessing directly Excel's C API. So you get the benefits of using
Python (and SWIG-ed QuantLib in this case) combined with the
traditional Excel C interface.

Perhaps surprisingly, this works really quite well and enables direct
interaction with Python quite easily. We've used it in a project and it
worked very well. There is a little spin-off example at
http://www.bnikolic.co.uk/expy/. There is also another project with code
available at http://code.google.com/p/pyinex/downloads/list.

Best,
Bojan

-- 
Bojan Nikolic          ||          http://www.bnikolic.co.uk