Re: [Quantlib-users] QuantLibXL Addin

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

Hi Eric,

Yes — backward compatibility would be fully maintained.

The idea is to keep the existing QuantLibXL interface unchanged and only replace the internals: replace QuantLib/C++ calls in QuantLibAddin/qlo with QuantLib/Python calls, and replace the C++ bindings in gensrc with pybind.

From the Excel/user perspective nothing changes, so existing spreadsheets should continue to work as-is.

I will put together some pybind/C++ examples over the weekend to show how this would work in practice.

Regards,
Mike


> On May 6, 2026, at 5:05 AM, Eric Ehlers <eri...@re...> wrote:
> 
> 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