Re: [Quantlib-users] New aprroach for a QuantLib/Excel add-in

[<seb...@sc...>]

Hi Eric,

Thanks for your interest in the project and for adding the link in the README.

Regarding your questions:

1/ Backward compatibility with existing QuantLibXL spreadsheets:

No, unfortunately not (at the moment). There is one key distinction between xloil and QuantLibXL from a user perspective. With xlOil you do not specify an ObjectId. Instead, an ObjectId (or reference) is created automatically.

Here is the link to the documentation section: https://xloil.readthedocs.io/en/stable/xlOil_Python/TypeConversion.html#cached-objects

Maybe, one could work around that by adding a dummy ObjectId argument and/or by managing cached object strings in the wrapper code. But I am not sure if this adds other complications.

2/ xlOil interface to Excel

To be honest, I have not figured out the details myself. But there is also a documentation section on that point: https://xloil.readthedocs.io/en/stable/Introduction.html#why-xloil-was-created

3/ xlOil performance

I have not compared performance with QuantLibXL. Other people reported some tests for xlOil which indicate that it is not too bad: https://github.com/lukedays/excel-benchmarks


Please let me know if you encounter any questions or issues when trying out the approach.

Thanks

Sebastian



-----Original Message-----
From: Eric Ehlers <eri...@re...> 
Sent: Samstag, 30. Mai 2026 19:48
To: seb...@sc...
Cc: qua...@li...
Subject: Re: [Quantlib-users] New aprroach for a QuantLib/Excel add-in

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
> 
> 
> 
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