Re: [Quantlib-users] QuantLibAddin 1.42.0 Released

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

Hi Eric,

Thank you very much for bringing this truly interesting project back to life.

I've put together a Python wrapper for QuantLibAddin and thought I'd share it with the group:
https://github.com/mkipnis/QuantLibAddInPython

Here's a brief overview of how it works:
The Python script
https://github.com/mkipnis/QuantLibAddInPython/blob/main/pybind_generator/generate_pybind_bindings.py
parses the generated headers in QuantLibAddin/Addins/Cpp, cross-references the function calls with their corresponding XML definitions, and generates the Python bindings:
https://github.com/mkipnis/QuantLibAddInPython/blob/main/bindings/QuantLibAddinCpp.cpp

To minimize the number of underlying library calls exposed to Python, a higher-level interface, qlAddinCalculate, is also provided:
https://github.com/mkipnis/QuantLibAddInPython/blob/main/qlap/qlap.hpp

It accepts an instrument's ObjectId and input parameters as a Python dictionary, retrieves the underlying Instrument object, and uses dynamic upcasting to identify and dispatch to the appropriate pricing handler (currently OIS and Bond). Calculation results are returned as a Python dictionary.

See the Bond Pricing example, demonstrating price-to-yield, yield-to-price, and Z-spread calculations:
https://github.com/mkipnis/QuantLibAddInPython/blob/main/examples/bond.py

The initial version is also available on PyPI:
https://pypi.org/project/quantlib-addin/

Best regards,
Mike



> On Sep 22, 2026, at 12:57 PM, Eric Ehlers <eri...@re...> wrote:
> 
> We have released QuantLibAddin (including QuantLibXL, ObjectHandler, and gensrc) version 1.42.0.
> 
> Compiled XLLs, example spreadsheets, and documentation are available for download at this link:
> 
> https://github.com/eehlers/QuantLibAddIn/releases/tag/v1.42.0
> 
> Instructions for compiling from source code are available at this link:
> 
> https://github.com/eehlers/QuantLibAddIn
> 
> The pages for the four projects have been updated:
> 
> https://quantlibxl.org
> https://quantlibaddin.org
> https://objecthandler.org
> https://gensrc.org
> 
> 
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