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

[SX L <han...@ho...>]

Yes. I essentially turned Python to VBA. I tried to load the XLL with CDLL, no luck.

As for the C bindings, I want to turn it on. Could you please elaborate? XLL bindings are actually C ones. C++ bindings won't work with ctypes.

________________________________
From: Eric Ehlers <eri...@re...>
Sent: Monday, November 16, 2020 6:34 PM
To: SX L <han...@ho...>
Cc: qua...@li... <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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