|
From: Eric E. <eri...@re...> - 2026-05-30 17:47:27
|
Hi Sebastian, We are curious about this project and I will take a closer look at it when I can. Do you provide backward compatibility with existing QuantLibXL spreadsheets? Under the hood, how does xloil interface with Excel? I took a quick look at the documents, the answer to my question was not immediately obvious to me. It seems like it does not use the Excel C API. Do you know how your build compares to QuantLibXL performance wise? I updated the QuantLibAddin readme to include a link to your project: https://github.com/eehlers/QuantLibAddin-Old/blob/master/README.md Regards, Eric On 5/29/26 4:32 PM, seb...@sc... wrote: > Dear community, > > I would like to announce a project for a new QuantLib/Excel add-in: > > https://github.com/frame-consulting/QuantLibXlOil <https://github.com/ > frame-consulting/QuantLibXlOil> > > We use QuantLib-Python with xlOil (https://github.com/cunnane/xloil > <https://github.com/cunnane/xloil> ). > > The interface code is fairly trivial and can easily be generated semi- > automatically using e.g. Copilot or similar tools. > > The project is still in early stage. But I think, it already acts as a > nice proof-of-concept. Using Python also opens the door to extend > QuantLib functions with other tools like Numpy or Pandas, e.g., for cash > flow analysis. > > We would like the project to be a community effort. If you like the idea > and have some time to spare please contribute. > > If you have any questions or run into problems when trying it out please > let us know. > > Thanks > > Sebastian > > > > _______________________________________________ > QuantLib-users mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-users |