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From: Jonathan S. <sw...@gm...> - 2022-01-25 12:35:03
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Hi Jerry, Did you know that QuantLib is already exposed to several scripting languages through SWIG? You can download the latest version here: https://github.com/lballabio/QuantLib-SWIG In terms of safety, the main thing to worry about when wrapping QuantLib in a scripting language is the garbage collector accessing objects from different threads. You can read more about it at [1] and also use one or more of the available CMake variables [2] to compile in a more or less thread safe manner. [1] https://www.quantlib.org/slides/qlws13/spanderen.pdf [2] https://github.com/lballabio/QuantLib/blob/master/CMakeLists.txt#L49 On Tue, Jan 25, 2022 at 1:01 PM Jerry Jin <jer...@gm...> wrote: > Hello, > > I'm not a c++ savvy, I mostly just use existing classes from quantlib > and call it's method to get results. > > I'm thinking to use script language to generate c++ source file to > construct quantlib objects and wrap them in ext::shared_ptr, call it's > method and return the result in xml or json format, this would create > native program, I'm a bit worried if it's safe. > > Is this feasible at all? Thank you! > > Regards > Jerry > > > _______________________________________________ > QuantLib-users mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-users > |