[Quantlib-users] QuantLibXlOil Version 0.41.0 released

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

Hi all,

I am happy to share the first "official" release of the QuantLib/Excel
interface QuantLibXlOil as Version v0.41.0:

https://github.com/frame-consulting/QuantLibXlOil

A few milestones reached:

- Coverage of many important functions, in particular, yield curve
calibration, swap and European/Bermudan swaption pricing, option pricing
using various models.
- Comprehensive automated testing framework in Python and Excel.
- Automation of API documentation, version tagging and pypi publishing.

Next steps:

- Set up an automated process to upgrade from one QuantLib version to the
next QuantLib version. We are currently experimenting with Copilot and
Mistral Vibe.
- Further automate interface code generation via AI to increase coverage.
Ultimately (or hopefully), the project should be maintained by agents some
time.

If anyone has experience in setting up AI agents for similar tasks, we would
appreciate hints, examples or advise!

I would say, the project is in a state to be used in practice.

Installation can be done via pip. Plenty of example spread sheets are here:

https://github.com/frame-consulting/QuantLibXlOil/tree/main/tests/workbookte
sts/workbooks

Please get in touch in case of questions or issues.

Thanks

Sebastian



-----Original Message-----
From: seb...@sc... <seb...@sc...> 
Sent: Sonntag, 31. Mai 2026 11:43
To: 'Eric Ehlers' <eri...@re...>
Cc: qua...@li...
Subject: Re: [Quantlib-users] New aprroach for a QuantLib/Excel add-in

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#cach
ed-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-creat
ed

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
> 
> 
> 
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-users




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