Re: [Quantlib-users] QuantLibXL Addin

[Mike K. <mik...@gm...>]

Hi Eric,

This used to be a very interesting project, but its technology stack is now quite outdated.

Here’s, in my opinion, a practical approach that could help revive it:

Update the avatar icon at https://github.com/eehlers
Convert the C++ calls in https://github.com/eehlers/QuantLibAddin-Old/tree/master/QuantLibAddin/qlo to Python using an LLM, ideally in phases—from the most commonly used instruments to the least
Expose the resulting Python code back to C++ using pybind (https://pybind11.readthedocs.io/en/stable/advanced/pycpp/index.html), making it accessible through the existing Excel and C++ frameworks in QuantLibAddin

Moving QuantLibAddin/qlo to Python has additional advantages. It would make the library more accessible, as fewer developers are inclined to work directly in C++ for pricing and risk. This could broaden adoption and attract more contributors, allowing valuable ideas to be reimplemented in QuantLib. It would also create a smoother bridge between Python and Excel in general.

My two cents.

Best regards,
Mike

> On May 5, 2026, at 11:56 AM, Francois Botha <ig...@gm...> wrote:
> 
> Eric, for what it's worth, my colleagues and I are still active users of the current released version. Would love to see the project revived on that long promised reposit refactoring. Thanks for what you've provided thus far.
> 
> Francois Botha
> 
> 
> On Tue, 5 May 2026 at 17:29, Eric Ehlers <eri...@re... <mailto:eri...@re...>> wrote:
>> Hi Mike,
>> 
>> The project is kind of in limbo these days.  If you would like, you are 
>> most welcome to raise a merge request, so that the change is available 
>> in case the project resumes.
>> 
>> Regards,
>> Eric
>> 
>> On 5/5/26 3:11 AM, m scaturo wrote:
>> > Hello Everyone,
>> > 
>> > I have built the QuantLibXL addin with version 1.42.1 of quantlib using
>> > Microsoft visual studio 2022, boost 1_90_0, and lib4cxx 1.6.1
>> > 
>> > I have exposed the FXForward functions but I haven't fully tested them yet.
>> > 
>> > If there's an interest, I'd be happy to contribute this code back to the 
>> > project.
>> > 
>> > Thanks,
>> > Mike
>> > 
>> > 
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>> 
>> 
>> 
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