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Re: [Quantlib-users] QuantLibXL Addin
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From: Eric E. <eri...@re...> - 2026-05-06 09:05:18
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Hi Mike, Many thanks for your recommendations. There is no doubt that the design of QuantLibXL could be improved. One advantage of the existing design is that it uses the Excel C API, last time I checked, there was still no faster way to interface with Excel. Even if we were to stick with the Excel C API, there are probably better ways to go about it, and I also think that you could make a case for migrating to pybind. One goal that I have always had for QuantLibXL is to maintain backward compatibility. Your proposed approach, would it maintain the same interface? Otherwise I would consider it a new project, something that could live alongside the existing QuantLibXL. Regards, Eric On 5/6/26 2:59 AM, Mike Kipnis wrote: > 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 now quite outdated.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 <https:// > github.com/eehlers> > * Convert the C++ calls in https://github.com/eehlers/QuantLibAddin- > Old/tree/master/QuantLibAddin/qlo <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 > <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 >> > >> > >> > _______________________________________________ >> > QuantLib-users mailing list >> > Qua...@li... <mailto:QuantLib- >> us...@li...> >> > https://lists.sourceforge.net/lists/listinfo/quantlib-users >> <https://lists.sourceforge.net/lists/listinfo/quantlib-users> >> >> >> >> _______________________________________________ >> QuantLib-users mailing list >> Qua...@li... <mailto:QuantLib- >> us...@li...> >> https://lists.sourceforge.net/lists/listinfo/quantlib-users >> <https://lists.sourceforge.net/lists/listinfo/quantlib-users> >> >> _______________________________________________ >> QuantLib-users mailing list >> Qua...@li... >> https://lists.sourceforge.net/lists/listinfo/quantlib-users > |
