Re: [Quantlib-users] How to expose QuantLibAddin to Python?

[<da...@el...>]

My question would be why would you want to use QuantLibXL in Python? 

As I understand it, the main point of the Excel interface is to create a
system which holds object state, as Excel (and some other frameworks) don't
support this. Python is OO-ready, so doesn't require this ObjectHandler
layer. All it would add is a lot of unnecessary type conversion from Python
-> C++ -> Excel datatypes.

 

Since we are on the subject of generating interfaces, I was wondering
whether a COM interface would be possible: ie auto-generate the IDL file
from C++ class definitions to add the COM layer onto the existing QL
classes. 

Best wishes,

 

David

 

From: Eric Ehlers <eri...@re...> 
Sent: Monday, 16 November 2020 10:34
To: SX L <han...@ho...>
Cc: qua...@li...
Subject: Re: [Quantlib-users] How to expose QuantLibAddin to Python?

 

> I managed to load QuantLibXLL into Python with win32com. 

 

That's an interesting exercise to attempt.  An XLL is a DLL so I guess there
is nothing to prevent you from loading it as such into Python.  But the
XLL's entry points are designed to be called from Excel so it would be a
hassle at best to use from Python.

 

> However, what about Linux side? SWIG? Can gensrc generate C interfaces
similar to XL ones?

 

The idea behind gensrc is that you could autogenerate source code for the
QuantLibAddin interface for any platform, Excel is just one example.  There
is a build for C++ but it only supports a subset of the functionality that
QuantLibXL supports.  So the C++ build is more of a proof of concept.  It
works on Windows and Linux and is documented here:

 

https://www.quantlib.org/quantlibaddin/build_cpp.html

 

Once upon a time, we implemented a gensrc module to export the QuantLibAddin
interface to C, and that facilitated deployment to platforms such as Python
that talk C.  However that build has not been maintained for a long time and
it would not be a trivial task to resurrect it.

 

Regards,
Eric

 

On 11/15/20 5:13 PM, SX L wrote:

I managed to load QuantLibXLL into Python with win32com. However, what about
Linux side? SWIG? Can gensrc generate C interfaces similar to XL ones?

 






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