Re: [Quantlib-dev] QuantLib Forum

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

Hi Bojan,

Quoting Bojan Nikolic <bo...@bn...>:

> Well I was suggesting writing the XL API in Python, so yes, there would
> be an additional overhead of a Python layer. In practice these overheads
> are small and not noticeable unless one tries to do very fine-grained
> calculations from Excel. I think this overhead would be more than offset
> by the ability to remove certain portions of calculations entirely from
> Excel and have them in the Python layer.

For the moment I still have reservations this approach for reasons  
mentioned previously.  But I welcome your interest and would like to  
keep options open.  AS mentioned I'm prototyping the use of SWIG, that  
project will include a build of QuantLibXL which retains the existing  
architecture, once that's ready would you be interested in adding to  
the prototype a parallel build of QuantLibXL using Python as you  
suggest?  That would keep your idea on the table and we could decide  
later how to proceed.

Regards,
Eric