Re: [Quantlib-users] QuantLibXL Addin

[Eric E. <eri...@re...>]

Hi Mike,

I took a closer look at pybind, I struggle to follow.
- The C++ code in qlo, you would replace that with python?
- Instead of autogenerating that code in C++, gensrc would autogenerate 
it in python?

And you would leave the rest of the build - ObjectHandler, the bindings 
to the Excel C API, etc. - unchanged?  So the motivation would be that 
coders extending QuantLibXL could look at python instead of C++?

That seems like a lot of pain for not much gain.  The fact that people 
who want to extend QuantLibXL need to know C++, this does not strike me 
as much of a barrier.  And the task of adding new QuantLib functions to 
QuantLibXL is probably much easier now using agents.

Regards,
Eric

On 5/7/26 2:02 AM, Mike Kipnis wrote:
> 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
>