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

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

SX_L,

 

I really do think you will entering a world of pain for minimal gain.

XLL's are designed to be called from Excel. Yes, the XLL exposes a C-style
interface (with no C++ name mangling etc), but the functions expect nearly
all parameters to be passed via OPER structures, so getting Python to
generate these would be the first hurdle. Second, the OPER structure also
provides both Excel and the called XLL with the information on which of them
is responsible for the memory allocation and tidy up for any parameters (so
you could suffer memory leaks, access violations as the variable has been
destroyed unexpectedly, or both). Third, implicit in every call is
information (bespoke to Excel) about how the function has been called (in
essence like the VBA Application object) so that the XLL can call-back into
Excel if needed. And finally, the XLL interface does not currently provide
all the objects and functions within QuantLib, and while the Python
interface (AFAIK) also doesn't expose every piece of QL functionality, it
gives you more than the Excel wrapper, and most importantly Python is being
regularly updated.

Best

DS

 

 

From: SX L <han...@ho...> 
Sent: Tuesday, 17 November 2020 13:00
To: Eric Ehlers <eri...@re...>
Cc: qua...@li...
Subject: Re: [Quantlib-users] How to expose QuantLibAddin to Python?

 

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