quantlib-users — QuantLib users discussion list

[Quantlib-users] Release candidate for QuantLib 1.43

[Luigi B. <lui...@gm...>]

Hi all,
   a release candidate for QuantLib 1.43 is available at <
https://github.com/lballabio/QuantLib/releases/tag/v1.43-rc>.  Python
wheels are also available at <
https://test.pypi.org/project/QuantLib/1.43rc0/>, and a C# NuGet package is
at <https://int.nugettest.org/packages/QuantLib/1.43.0-rc>.  If you have
some time, please try it out and report any issues on GitHub (or here on
the mailing list).  Thanks!

Luigi

Re: [Quantlib-users] ConstNotionalCrossCurrencyBasisSwapRateHelper with Different Payment Frequencies on Each Leg

[Quant <qua...@gm...>]

Hi Luigi,

Noted and thanks.

Regards,
Nk

On Thu, Jun 18, 2026 at 9:09 AM Luigi Ballabio <lui...@gm...>
wrote:

> Hi, this was added recently — see
> https://github.com/lballabio/QuantLib/pull/2528.  It will be available in
> release 1.43 out next month.
>
> Regards,
>     Luigi
>
>
> On Wed, Jun 17, 2026 at 5:30 PM Quant <qua...@gm...> wrote:
>
>> Dear QuantLib users,
>>
>> I am currently bootstrapping a cross-currency basis-adjusted discount
>> curve using ConstNotionalCrossCurrencyBasisSwapRateHelper and have a
>> question regarding payment frequency conventions.
>>
>> The helper accepts a single paymentFrequency parameter, which appears to
>> be applied to both legs of the underlying cross-currency basis swap:
>>
>> ccbs_helpers = [
>>     ql.ConstNotionalCrossCurrencyBasisSwapRateHelper(
>>         ql.QuoteHandle(ql.SimpleQuote(basis / 10000)),
>>         ql.Period(*tenor),
>>         2,
>>         calendar,
>>         ql.Following,
>>         False,
>>         sonia,
>>         sofr,
>>         sonia_ts,
>>         True,
>>         False,
>>         paymentFrequency=ql.Quarterly
>>     )
>>     for basis, tenor in ...
>> ]
>>
>> My question is: how should one handle market instruments where the two
>> floating legs have different payment frequencies? For example when I
>> inquired with my market data provider, they indicated that for their quotes:
>>
>>    -
>>
>>    SONIA leg pays annually
>>    -
>>
>>    SOFR leg pays quarterly
>>
>> Is there a way to specify separate payment frequencies for each leg when
>> using ConstNotionalCrossCurrencyBasisSwapRateHelper or
>> MtMCrossCurrencyBasisSwapRateHelper, or is the helper designed under the
>> assumption that both legs share the same payment schedule?
>>
>> If different frequencies are required, is the recommended approach to:
>>
>>    1.
>>
>>    Build a custom cross-currency swap instrument with separate schedules
>>    for each leg and create a custom RateHelper; or
>>    2.
>>
>>    Approximate the market convention using a common frequency for both
>>    legs?
>>
>> I would appreciate any guidance on how QuantLib intends such instruments
>> to be handled and whether there are examples of bootstrapping a CCS basis
>> curve when the two legs have different payment frequencies.
>>
>> Thank you for your help.
>>
>> Kind regards,
>>
>> Nk
>> _______________________________________________
>> QuantLib-users mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>
>

Re: [Quantlib-users] ConstNotionalCrossCurrencyBasisSwapRateHelper with Different Payment Frequencies on Each Leg

[Luigi B. <lui...@gm...>]

Hi, this was added recently — see
https://github.com/lballabio/QuantLib/pull/2528.  It will be available in
release 1.43 out next month.

Regards,
    Luigi


On Wed, Jun 17, 2026 at 5:30 PM Quant <qua...@gm...> wrote:

> Dear QuantLib users,
>
> I am currently bootstrapping a cross-currency basis-adjusted discount
> curve using ConstNotionalCrossCurrencyBasisSwapRateHelper and have a
> question regarding payment frequency conventions.
>
> The helper accepts a single paymentFrequency parameter, which appears to
> be applied to both legs of the underlying cross-currency basis swap:
>
> ccbs_helpers = [
>     ql.ConstNotionalCrossCurrencyBasisSwapRateHelper(
>         ql.QuoteHandle(ql.SimpleQuote(basis / 10000)),
>         ql.Period(*tenor),
>         2,
>         calendar,
>         ql.Following,
>         False,
>         sonia,
>         sofr,
>         sonia_ts,
>         True,
>         False,
>         paymentFrequency=ql.Quarterly
>     )
>     for basis, tenor in ...
> ]
>
> My question is: how should one handle market instruments where the two
> floating legs have different payment frequencies? For example when I
> inquired with my market data provider, they indicated that for their quotes:
>
>    -
>
>    SONIA leg pays annually
>    -
>
>    SOFR leg pays quarterly
>
> Is there a way to specify separate payment frequencies for each leg when
> using ConstNotionalCrossCurrencyBasisSwapRateHelper or
> MtMCrossCurrencyBasisSwapRateHelper, or is the helper designed under the
> assumption that both legs share the same payment schedule?
>
> If different frequencies are required, is the recommended approach to:
>
>    1.
>
>    Build a custom cross-currency swap instrument with separate schedules
>    for each leg and create a custom RateHelper; or
>    2.
>
>    Approximate the market convention using a common frequency for both
>    legs?
>
> I would appreciate any guidance on how QuantLib intends such instruments
> to be handled and whether there are examples of bootstrapping a CCS basis
> curve when the two legs have different payment frequencies.
>
> Thank you for your help.
>
> Kind regards,
>
> Nk
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

[Quantlib-users] ConstNotionalCrossCurrencyBasisSwapRateHelper with Different Payment Frequencies on Each Leg

[Quant <qua...@gm...>]

Dear QuantLib users,

I am currently bootstrapping a cross-currency basis-adjusted discount curve
using ConstNotionalCrossCurrencyBasisSwapRateHelper and have a question
regarding payment frequency conventions.

The helper accepts a single paymentFrequency parameter, which appears to be
applied to both legs of the underlying cross-currency basis swap:

ccbs_helpers = [
    ql.ConstNotionalCrossCurrencyBasisSwapRateHelper(
        ql.QuoteHandle(ql.SimpleQuote(basis / 10000)),
        ql.Period(*tenor),
        2,
        calendar,
        ql.Following,
        False,
        sonia,
        sofr,
        sonia_ts,
        True,
        False,
        paymentFrequency=ql.Quarterly
    )
    for basis, tenor in ...
]

My question is: how should one handle market instruments where the two
floating legs have different payment frequencies? For example when I
inquired with my market data provider, they indicated that for their quotes:

   -

   SONIA leg pays annually
   -

   SOFR leg pays quarterly

Is there a way to specify separate payment frequencies for each leg when
using ConstNotionalCrossCurrencyBasisSwapRateHelper or
MtMCrossCurrencyBasisSwapRateHelper, or is the helper designed under the
assumption that both legs share the same payment schedule?

If different frequencies are required, is the recommended approach to:

   1.

   Build a custom cross-currency swap instrument with separate schedules
   for each leg and create a custom RateHelper; or
   2.

   Approximate the market convention using a common frequency for both legs?

I would appreciate any guidance on how QuantLib intends such instruments to
be handled and whether there are examples of bootstrapping a CCS basis
curve when the two legs have different payment frequencies.

Thank you for your help.

Kind regards,

Nk

Re: [Quantlib-users] QuantLibXL Addin

[m s. <msc...@ho...>]

Hello Eric,

Thank you for the update.
I don't know why you're getting an error.  I do seem to be getting your emails.
Please let me know if you (or anyone) find any errors, or items that are missing or need to be exposed.
I'm happy to keep it up to date.

Best,
Mike



________________________________
From: Eric Ehlers <eri...@re...>
Sent: Saturday, May 30, 2026 1:47 PM
To: m scaturo <msc...@ho...>
Cc: Chirag Desai <chi...@ya...>; qua...@li... <qua...@li...>
Subject: Re: [Quantlib-users] QuantLibXL Addin

Hi Mike,

Many thanks for putting this together.  I updated the QuantLibAddin
readme to include a link to your project:

https://github.com/eehlers/QuantLibAddin-Old/blob/master/README.md

We migrated the QuantLibAddin repo into the ORE project.  The new repo
is private for now, it will be made public later this year.  I processed
all of the merge requests that have been received.  The next build will
use the latest version of the compiler and of (the ORE fork of) QuantLib.

My messages to your email address bounce back with an error.

Regards,
Eric

On 5/26/26 1:41 AM, m scaturo wrote:
> Hello Chirag,
>
> I have created a fork and a merge request to Eric Ehlers code with my
> updates.
> Since the pull request is still pending, you can use the code directly
> from my fork.
> You can find it here:
> https://github.com/mscaturo/QuantLibAddin-Old <https://github.com/
> mscaturo/QuantLibAddin-Old>
> It uses the 1.42.1 version of QuantLib, the 1_90_0 version of the Boost
> library, the 1.6.1 version of lib4cxx
> And is compiled using Visual Studio 2022.
> It compiles and creates the addin for me without errors.  I've created a
> few spreadsheets and verified the results against Bloomberg.
> I'm happy to take a look if you find any errors with it.
>
> Regards,
> Mike
>
>
> ------------------------------------------------------------------------
> *From:* Chirag Desai <chi...@ya...>
> *Sent:* Thursday, May 21, 2026 10:38 PM
> *To:* qua...@li... <quantlib-
> us...@li...>; m scaturo <msc...@ho...>
> *Subject:* Re: [Quantlib-users] QuantLibXL Addin
> Hi Miike
>
> Thank you for the below. Can I kindly ask if you can send me the Github
> repo of the below please ?
>
> I used the instructions below with VS 2022, Quantlib 1.22 with Boost
> 1.87 but there are far too many errors as most of the older Boost
> functions have been deprecated.
>
> _QuantLibAddin: Build QuantLibXL From Source Code_ <https://
> www.quantlib.org/quantlibaddin/build_qlxl.html><http://www.quantlib.org/quantlibaddin/build_qlxl.html>>
>
>
>
>
>
>
>     QuantLibAddin: Build QuantLibXL From Source Code <https://
>     www.quantlib.org/quantlibaddin/build_qlxl.html><http://www.quantlib.org/quantlibaddin/build_qlxl.html>>
>
>   in
>
>
>
> On Tuesday, May 5, 2026 at 09:15:28 AM GMT+8, m scaturo
> <msc...@ho...> wrote:
>
>
> Hello Everyone,
>
> I have built the QuantLibXL addin with version 1.42.1 of quantlib using
> Microsoft visual studio 2022, boost 1_90_0, and lib4cxx 1.6.1
>
> I have exposed the FXForward functions but I haven't fully tested them yet.
>
> If there's an interest, I'd be happy to contribute this code back to the
> project.
>
> Thanks,
> Mike
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li... <mailto:QuantLib-
> us...@li...>
> https://lists.sourceforge.net/lists/listinfo/quantlib-users <https://
> lists.sourceforge.net/lists/listinfo/quantlib-users>
>
>
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

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

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

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

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

Re: [Quantlib-users] QuantLibXL Addin

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

Hi Mike,

So options.cpp calls into QuantLib via the SWIG wrapper.  And it calls 
into your new QLO layer, which also calls into QuantLib via the SWIG 
wrapper.  So instead of statically linking Quantlib into the XLL, you 
now make all calls to QuantLib via SWIG.  How does this impact 
performance?  How does the QLO layer continue to use ObjectHandler?  I 
see that Excel addin code remains unchanged and continues to use the 
Excel C API.

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 5/10/26 11:53 PM, Mike Kipnis wrote:
> Hi Eric,
> 
> It’s much simpler than that.
> 
> 
> Here is an example of an option pricer in C++ with C like syntax that is 
> not compiled against QuantLib directly, but instead uses the Python 
> distribution of QuantLib.
> 
> 
> https://github.com/mkipnis/QuantLibAddin-Old/blob/pybind_experimental/ 
> QuantLibAddin/experimental/options.cpp <https://github.com/mkipnis/ 
> QuantLibAddin-Old/blob/pybind_experimental/QuantLibAddin/experimental/ 
> options.cpp>
> 
> 
> Essentially, I am calling the QuantLib from C++ the same way I would 
> from the Python interpreter.
> 
> Notice that it uses a combination of QuantLib function calls and Python 
> functions from the “/qlo/” directory.
> 
> 
> With this approach, ObjectHandler remains, GenSrc is updated to replace 
> the current QLO calls with pybind calls like those in the sample code 
> above, and QuantLibAddin/qlo goes away because its functionality is 
> replaced by SWIG.
> 
> This approach should preserve backward compatibility and simplify the 
> build process, since there is no separate QLO compilation step that 
> requires the QuantLib. It also avoids rebuilds for new QuantLib releases 
> unless function signatures change, and it opens the door to the broader 
> Python ecosystem.
> 
> 
> See the build instructions: https://github.com/mkipnis/QuantLibAddin- 
> Old/blob/pybind_experimental/QuantLibAddin/experimental/README.md 
> <https://github.com/mkipnis/QuantLibAddin-Old/blob/pybind_experimental/ 
> QuantLibAddin/experimental/README.md>
> 
> 
> Once backward compatibility is addressed and Python can be called from 
> the library, users can leverage JSON serialization of Python data 
> structures.
> 
> For example, a proxy pricer could take a curve as input, send it to a 
> Python-based mid-curve pricer, and have the pricer return the results as 
> JSON. The workflow is simple: the user creates a JSON request in VBA, 
> sends it to Python through the add-in, receives JSON results back, and 
> displays them in Excel.
> 
> 
> https://github.com/mkipnis/QuantLibAddin-Old/blob/pybind_experimental/ 
> QuantLibAddin/experimental/proxy_pricer.cpp <https://github.com/mkipnis/ 
> QuantLibAddin-Old/blob/pybind_experimental/QuantLibAddin/experimental/ 
> proxy_pricer.cpp>
> 
> https://github.com/mkipnis/QuantLibAddin-Old/tree/pybind_experimental/ 
> QuantLibAddin/experimental/pricers <https://github.com/mkipnis/ 
> QuantLibAddin-Old/tree/pybind_experimental/QuantLibAddin/experimental/ 
> pricers>
> 
> https://github.com/vba-tools/vba-json <https://github.com/vba-tools/vba- 
> json>
> 
> 
> Since more development and analysis is happening in Python than in VBA, 
> while Excel remains the shared interface, this capability can be useful 
> and may attract attention.
> 
> Beyond QuantLib integration, this approach could also be used to connect 
> with other APIs for pulling market data, accessing databases, and 
> integrating with LLM services.
> 
> 
> And as a bonus, I would add an Excel ribbon similar to the ones in 
> Bloomberg or YieldBook. These are easy to implement and users generally 
> like them.
> 
> The ribbon could include sections such as Rates, Credit, Instruments, 
> etc.  For example, the user could click “Curve” under Rates, and the 
> sheet would automatically create a curve with default settings for the 
> selected index. Then, under Instruments, the user could select “OIS” to 
> price a swap at par against that curve.
> 
> This would remove much of the guesswork around which functions to call 
> for curve bootstrapping and swap pricing. Although, this would probably 
> be a separate project on its own.
> 
> 
> To conclude, I think this project can be revived, as long as it 
> positions itself as a bridge between Excel and Python, with QuantLib as 
> its centerpiece.
> 
> 
> 
> Best Regards,
> Mike
> 
> 
>> On May 7, 2026, at 4:05 AM, Eric Ehlers <eri...@re...> wrote:
>>
>> 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
>>
> 

Re: [Quantlib-users] QuantLibXL Addin

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

Hi Mike,

Many thanks for putting this together.  I updated the QuantLibAddin 
readme to include a link to your project:

https://github.com/eehlers/QuantLibAddin-Old/blob/master/README.md

We migrated the QuantLibAddin repo into the ORE project.  The new repo 
is private for now, it will be made public later this year.  I processed 
all of the merge requests that have been received.  The next build will 
use the latest version of the compiler and of (the ORE fork of) QuantLib.

My messages to your email address bounce back with an error.

Regards,
Eric

On 5/26/26 1:41 AM, m scaturo wrote:
> Hello Chirag,
> 
> I have created a fork and a merge request to Eric Ehlers code with my 
> updates.
> Since the pull request is still pending, you can use the code directly 
> from my fork.
> You can find it here:
> https://github.com/mscaturo/QuantLibAddin-Old <https://github.com/ 
> mscaturo/QuantLibAddin-Old>
> It uses the 1.42.1 version of QuantLib, the 1_90_0 version of the Boost 
> library, the 1.6.1 version of lib4cxx
> And is compiled using Visual Studio 2022.
> It compiles and creates the addin for me without errors.  I've created a 
> few spreadsheets and verified the results against Bloomberg.
> I'm happy to take a look if you find any errors with it.
> 
> Regards,
> Mike
> 
> 
> ------------------------------------------------------------------------
> *From:* Chirag Desai <chi...@ya...>
> *Sent:* Thursday, May 21, 2026 10:38 PM
> *To:* qua...@li... <quantlib- 
> us...@li...>; m scaturo <msc...@ho...>
> *Subject:* Re: [Quantlib-users] QuantLibXL Addin
> Hi Miike
> 
> Thank you for the below. Can I kindly ask if you can send me the Github 
> repo of the below please ?
> 
> I used the instructions below with VS 2022, Quantlib 1.22 with Boost 
> 1.87 but there are far too many errors as most of the older Boost 
> functions have been deprecated.
> 
> _QuantLibAddin: Build QuantLibXL From Source Code_ <https:// 
> www.quantlib.org/quantlibaddin/build_qlxl.html>
> 
> 	
> 
> 	
> 
> 
>     QuantLibAddin: Build QuantLibXL From Source Code <https://
>     www.quantlib.org/quantlibaddin/build_qlxl.html>
> 
>   in
> 
> 
> 
> On Tuesday, May 5, 2026 at 09:15:28 AM GMT+8, m scaturo 
> <msc...@ho...> wrote:
> 
> 
> Hello Everyone,
> 
> I have built the QuantLibXL addin with version 1.42.1 of quantlib using
> Microsoft visual studio 2022, boost 1_90_0, and lib4cxx 1.6.1
> 
> I have exposed the FXForward functions but I haven't fully tested them yet.
> 
> If there's an interest, I'd be happy to contribute this code back to the 
> project.
> 
> Thanks,
> Mike
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li... <mailto:QuantLib- 
> us...@li...>
> https://lists.sourceforge.net/lists/listinfo/quantlib-users <https:// 
> lists.sourceforge.net/lists/listinfo/quantlib-users>
> 
> 
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

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

[Keithan S. <smi...@gm...>]

Fantastic! Thank you, Sebastian.

Regards, 
Keithan

Sent from my iPhone

> On 29 May 2026, at 10:51 AM, 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
>  
> We use QuantLib-Python with 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

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

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

Dear community,

 

I would like to announce a project for a new QuantLib/Excel add-in:

 

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

 

We use QuantLib-Python with 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

Re: [Quantlib-users] QuantLibXL Addin

[m s. <msc...@ho...>]

Hello Chirag,

I have created a fork and a merge request to Eric Ehlers code with my updates.
Since the pull request is still pending, you can use the code directly from my fork.
You can find it here:
https://github.com/mscaturo/QuantLibAddin-Old
It uses the 1.42.1 version of QuantLib, the 1_90_0 version of the Boost library, the 1.6.1 version of lib4cxx
And is compiled using Visual Studio 2022.
It compiles and creates the addin for me without errors.  I've created a few spreadsheets and verified the results against Bloomberg.
I'm happy to take a look if you find any errors with it.

Regards,
Mike


________________________________
From: Chirag Desai <chi...@ya...>
Sent: Thursday, May 21, 2026 10:38 PM
To: qua...@li... <qua...@li...>; m scaturo <msc...@ho...>
Subject: Re: [Quantlib-users] QuantLibXL Addin

Hi Miike

Thank you for the below. Can I kindly ask if you can send me the Github repo of the below please ?

I used the instructions below with VS 2022, Quantlib 1.22 with Boost 1.87 but there are far too many errors as most of the older Boost functions have been deprecated.

QuantLibAddin: Build QuantLibXL From Source Code<https://www.quantlib.org/quantlibaddin/build_qlxl.html>

QuantLibAddin: Build QuantLibXL From Source Code<https://www.quantlib.org/quantlibaddin/build_qlxl.html>
 in



On Tuesday, May 5, 2026 at 09:15:28 AM GMT+8, m scaturo <msc...@ho...> wrote:


Hello Everyone,

I have built the QuantLibXL addin with version 1.42.1 of quantlib using
Microsoft visual studio 2022, boost 1_90_0, and lib4cxx 1.6.1

I have exposed the FXForward functions but I haven't fully tested them yet.

If there's an interest, I'd be happy to contribute this code back to the project.

Thanks,
Mike
_______________________________________________
QuantLib-users mailing list
Qua...@li...<mailto:Qua...@li...>
https://lists.sourceforge.net/lists/listinfo/quantlib-users

Re: [Quantlib-users] QuantLibXL Addin

[Chirag D. <chi...@ya...>]

 Hi Miike
Thank you for the below. Can I kindly ask if you can send me the Github repo of the below please ?
I used the instructions below with VS 2022, Quantlib 1.22 with Boost 1.87 but there are far too many errors as most of the older Boost functions have been deprecated.
QuantLibAddin: Build QuantLibXL From Source Code

| 
| 
| 
|  |  |

 |

 |
| 
|  | 
QuantLibAddin: Build QuantLibXL From Source Code


 |

 |

 |

 in


     On Tuesday, May 5, 2026 at 09:15:28 AM GMT+8, m scaturo <msc...@ho...> wrote:  
 
  Hello Everyone,
I have built the QuantLibXL addin with version 1.42.1 of quantlib usingMicrosoft visual studio 2022, boost 1_90_0, and lib4cxx 1.6.1
I have exposed the FXForward functions but I haven't fully tested them yet.
If there's an interest, I'd be happy to contribute this code back to the project.
Thanks,Mike_______________________________________________
QuantLib-users mailing list
Qua...@li...
https://lists.sourceforge.net/lists/listinfo/quantlib-users

Re: [Quantlib-users] QuantLibXL Addin

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

Hi Eric,

It’s much simpler than that.

Here is an example of an option pricer in C++ with C like syntax that is not compiled against QuantLib directly, but instead uses the Python distribution of QuantLib. 

https://github.com/mkipnis/QuantLibAddin-Old/blob/pybind_experimental/QuantLibAddin/experimental/options.cpp

Essentially, I am calling the QuantLib from C++ the same way I would from the Python interpreter.
Notice that it uses a combination of QuantLib function calls and Python functions from the “/qlo/” directory.

With this approach, ObjectHandler remains, GenSrc is updated to replace the current QLO calls with pybind calls like those in the sample code above, and QuantLibAddin/qlo goes away because its functionality is replaced by SWIG.
 
This approach should preserve backward compatibility and simplify the build process, since there is no separate QLO compilation step that requires the QuantLib. It also avoids rebuilds for new QuantLib releases unless function signatures change, and it opens the door to the broader Python ecosystem.

See the build instructions: https://github.com/mkipnis/QuantLibAddin-Old/blob/pybind_experimental/QuantLibAddin/experimental/README.md

Once backward compatibility is addressed and Python can be called from the library, users can leverage JSON serialization of Python data structures.
For example, a proxy pricer could take a curve as input, send it to a Python-based mid-curve pricer, and have the pricer return the results as JSON. The workflow is simple: the user creates a JSON request in VBA, sends it to Python through the add-in, receives JSON results back, and displays them in Excel.

https://github.com/mkipnis/QuantLibAddin-Old/blob/pybind_experimental/QuantLibAddin/experimental/proxy_pricer.cpp
https://github.com/mkipnis/QuantLibAddin-Old/tree/pybind_experimental/QuantLibAddin/experimental/pricers
https://github.com/vba-tools/vba-json

Since more development and analysis is happening in Python than in VBA, while Excel remains the shared interface, this capability can be useful and may attract attention.
Beyond QuantLib integration, this approach could also be used to connect with other APIs for pulling market data, accessing databases, and integrating with LLM services.

And as a bonus, I would add an Excel ribbon similar to the ones in Bloomberg or YieldBook. These are easy to implement and users generally like them.
The ribbon could include sections such as Rates, Credit, Instruments, etc.  For example, the user could click “Curve” under Rates, and the sheet would automatically create a curve with default settings for the selected index. Then, under Instruments, the user could select “OIS” to price a swap at par against that curve.
This would remove much of the guesswork around which functions to call for curve bootstrapping and swap pricing. Although, this would probably be a separate project on its own.

To conclude, I think this project can be revived, as long as it positions itself as a bridge between Excel and Python, with QuantLib as its centerpiece.


Best Regards,
Mike


> On May 7, 2026, at 4:05 AM, Eric Ehlers <eri...@re...> wrote:
> 
> 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
> 

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
> 

Re: [Quantlib-users] QuantLibXL Addin

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

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

[Quantlib-users] QuantLibXL Addin

[m s. <msc...@ho...>]

Hi Eric,

I'll submit a merge request and if you think it's useful, let me know.

Best,
Mike

Re: [Quantlib-users] QuantLibXL Addin

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

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

On 5/6/26 2:59 AM, Mike Kipnis wrote:
> Hi Eric,
> 
> 
> This used to be a very interesting project, but its technology stack is 
> now quite outdated.
> 
> 
> Here’s, in my opinion, a practical approach that could help revive it:
> 
> 
>   * Update the avatar icon at https://github.com/eehlers <https://
>     github.com/eehlers>
>   * Convert the C++ calls in https://github.com/eehlers/QuantLibAddin-
>     Old/tree/master/QuantLibAddin/qlo <https://github.com/eehlers/
>     QuantLibAddin-Old/tree/master/QuantLibAddin/qlo> to Python using an
>     LLM, ideally in phases—from the most commonly used instruments to
>     the least
>   * Expose the resulting Python code back to C++ using pybind (https://
>     pybind11.readthedocs.io/en/stable/advanced/pycpp/index.html
>     <https://pybind11.readthedocs.io/en/stable/advanced/pycpp/
>     index.html>), making it accessible through the existing Excel and C+
>     + frameworks in QuantLibAddin
> 
> 
> Moving QuantLibAddin/qlo to Python has additional advantages. It would 
> make the library more accessible, as fewer developers are inclined to 
> work directly in C++ for pricing and risk. This could broaden adoption 
> and attract more contributors, allowing valuable ideas to be 
> reimplemented in QuantLib. It would also create a smoother bridge 
> between Python and Excel in general.
> 
> 
> My two cents.
> 
> 
> Best regards,
> Mike
> 
> 
>> On May 5, 2026, at 11:56 AM, Francois Botha <ig...@gm...> wrote:
>>
>> Eric, for what it's worth, my colleagues and I are still active users 
>> of the current released version. Would love to see the project revived 
>> on that long promised reposit refactoring. Thanks for what you've 
>> provided thus far.
>>
>> Francois Botha
>>
>>
>> On Tue, 5 May 2026 at 17:29, Eric Ehlers <eri...@re... 
>> <mailto:eri...@re...>> wrote:
>>
>>     Hi Mike,
>>
>>     The project is kind of in limbo these days.  If you would like,
>>     you are
>>     most welcome to raise a merge request, so that the change is
>>     available
>>     in case the project resumes.
>>
>>     Regards,
>>     Eric
>>
>>     On 5/5/26 3:11 AM, m scaturo wrote:
>>     > Hello Everyone,
>>     >
>>     > I have built the QuantLibXL addin with version 1.42.1 of
>>     quantlib using
>>     > Microsoft visual studio 2022, boost 1_90_0, and lib4cxx 1.6.1
>>     >
>>     > I have exposed the FXForward functions but I haven't fully
>>     tested them yet.
>>     >
>>     > If there's an interest, I'd be happy to contribute this code
>>     back to the
>>     > project.
>>     >
>>     > Thanks,
>>     > Mike
>>     >
>>     >
>>     > _______________________________________________
>>     > QuantLib-users mailing list
>>     > Qua...@li... <mailto:QuantLib-
>>     us...@li...>
>>     > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>     <https://lists.sourceforge.net/lists/listinfo/quantlib-users>
>>
>>
>>
>>     _______________________________________________
>>     QuantLib-users mailing list
>>     Qua...@li... <mailto:QuantLib-
>>     us...@li...>
>>     https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>     <https://lists.sourceforge.net/lists/listinfo/quantlib-users>
>>
>> _______________________________________________
>> QuantLib-users mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
> 

Re: [Quantlib-users] QuantLibXL Addin

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

Hi Francois,

Thank you, that's very useful information.  It's always hard to know how 
much interest there is in the project.

We are talking now about the possibility of resurrecting QuantLibXL, 
maybe under the ORE umbrella.  The simplest case would be to update 
QuantLibXL to the latest version of QuantLib.  Beyond that we could look 
at extending QuantLibXL, maybe even to include ORE functions.

The reposit build, I got it to the point of generating 80-90% of the 
functions in QuantLibXL.  I was never too sure about that approach. 
Instead of using gensrc, and maintaining XML files, we would have to use 
a fork of SWIG, and maintain SWIG interface files.

Regards,
Eric

On 5/5/26 5:56 PM, Francois Botha wrote:
> Eric, for what it's worth, my colleagues and I are still active users of 
> the current released version. Would love to see the project revived on 
> that long promised reposit refactoring. Thanks for what you've provided 
> thus far.
> 
> Francois Botha
> 
> 
> On Tue, 5 May 2026 at 17:29, Eric Ehlers <eri...@re... 
> <mailto:eri...@re...>> wrote:
> 
>     Hi Mike,
> 
>     The project is kind of in limbo these days.  If you would like, you are
>     most welcome to raise a merge request, so that the change is available
>     in case the project resumes.
> 
>     Regards,
>     Eric
> 
>     On 5/5/26 3:11 AM, m scaturo wrote:
>      > Hello Everyone,
>      >
>      > I have built the QuantLibXL addin with version 1.42.1 of quantlib
>     using
>      > Microsoft visual studio 2022, boost 1_90_0, and lib4cxx 1.6.1
>      >
>      > I have exposed the FXForward functions but I haven't fully tested
>     them yet.
>      >
>      > If there's an interest, I'd be happy to contribute this code back
>     to the
>      > project.
>      >
>      > Thanks,
>      > Mike
>      >
>      >
>      > _______________________________________________
>      > QuantLib-users mailing list
>      > Qua...@li... <mailto:QuantLib-
>     us...@li...>
>      > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>     <https://lists.sourceforge.net/lists/listinfo/quantlib-users>
> 
> 
> 
>     _______________________________________________
>     QuantLib-users mailing list
>     Qua...@li... <mailto:QuantLib-
>     us...@li...>
>     https://lists.sourceforge.net/lists/listinfo/quantlib-users
>     <https://lists.sourceforge.net/lists/listinfo/quantlib-users>
> 

Re: [Quantlib-users] QuantLibXL Addin

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

Hi Eric,

This used to be a very interesting project, but its technology stack is now quite outdated.

Here’s, in my opinion, a practical approach that could help revive it:

Update the avatar icon at https://github.com/eehlers
Convert the C++ calls in https://github.com/eehlers/QuantLibAddin-Old/tree/master/QuantLibAddin/qlo to Python using an LLM, ideally in phases—from the most commonly used instruments to the least
Expose the resulting Python code back to C++ using pybind (https://pybind11.readthedocs.io/en/stable/advanced/pycpp/index.html), making it accessible through the existing Excel and C++ frameworks in QuantLibAddin

Moving QuantLibAddin/qlo to Python has additional advantages. It would make the library more accessible, as fewer developers are inclined to work directly in C++ for pricing and risk. This could broaden adoption and attract more contributors, allowing valuable ideas to be reimplemented in QuantLib. It would also create a smoother bridge between Python and Excel in general.

My two cents.

Best regards,
Mike

> On May 5, 2026, at 11:56 AM, Francois Botha <ig...@gm...> wrote:
> 
> Eric, for what it's worth, my colleagues and I are still active users of the current released version. Would love to see the project revived on that long promised reposit refactoring. Thanks for what you've provided thus far.
> 
> Francois Botha
> 
> 
> On Tue, 5 May 2026 at 17:29, Eric Ehlers <eri...@re... <mailto:eri...@re...>> wrote:
>> Hi Mike,
>> 
>> The project is kind of in limbo these days.  If you would like, you are 
>> most welcome to raise a merge request, so that the change is available 
>> in case the project resumes.
>> 
>> Regards,
>> Eric
>> 
>> On 5/5/26 3:11 AM, m scaturo wrote:
>> > Hello Everyone,
>> > 
>> > I have built the QuantLibXL addin with version 1.42.1 of quantlib using
>> > Microsoft visual studio 2022, boost 1_90_0, and lib4cxx 1.6.1
>> > 
>> > I have exposed the FXForward functions but I haven't fully tested them yet.
>> > 
>> > If there's an interest, I'd be happy to contribute this code back to the 
>> > project.
>> > 
>> > Thanks,
>> > Mike
>> > 
>> > 
>> > _______________________________________________
>> > QuantLib-users mailing list
>> > Qua...@li... <mailto:Qua...@li...>
>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>> 
>> 
>> 
>> _______________________________________________
>> QuantLib-users mailing list
>> Qua...@li... <mailto:Qua...@li...>
>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

Re: [Quantlib-users] QuantLibXL Addin

[Francois B. <ig...@gm...>]

Eric, for what it's worth, my colleagues and I are still active users of
the current released version. Would love to see the project revived on that
long promised reposit refactoring. Thanks for what you've provided thus far.

Francois Botha


On Tue, 5 May 2026 at 17:29, Eric Ehlers <eri...@re...> wrote:

> Hi Mike,
>
> The project is kind of in limbo these days.  If you would like, you are
> most welcome to raise a merge request, so that the change is available
> in case the project resumes.
>
> Regards,
> Eric
>
> On 5/5/26 3:11 AM, m scaturo wrote:
> > Hello Everyone,
> >
> > I have built the QuantLibXL addin with version 1.42.1 of quantlib using
> > Microsoft visual studio 2022, boost 1_90_0, and lib4cxx 1.6.1
> >
> > I have exposed the FXForward functions but I haven't fully tested them
> yet.
> >
> > If there's an interest, I'd be happy to contribute this code back to the
> > project.
> >
> > Thanks,
> > Mike
> >
> >
> > _______________________________________________
> > QuantLib-users mailing list
> > Qua...@li...
> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>
>
>
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

Re: [Quantlib-users] QuantLibXL Addin

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

Hi Mike,

The project is kind of in limbo these days.  If you would like, you are 
most welcome to raise a merge request, so that the change is available 
in case the project resumes.

Regards,
Eric

On 5/5/26 3:11 AM, m scaturo wrote:
> Hello Everyone,
> 
> I have built the QuantLibXL addin with version 1.42.1 of quantlib using
> Microsoft visual studio 2022, boost 1_90_0, and lib4cxx 1.6.1
> 
> I have exposed the FXForward functions but I haven't fully tested them yet.
> 
> If there's an interest, I'd be happy to contribute this code back to the 
> project.
> 
> Thanks,
> Mike
> 
> 
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Quantlib-users] QuantLibXL Addin

[m s. <msc...@ho...>]

Hello Everyone,

I have built the QuantLibXL addin with version 1.42.1 of quantlib using
Microsoft visual studio 2022, boost 1_90_0, and lib4cxx 1.6.1

I have exposed the FXForward functions but I haven't fully tested them yet.

If there's an interest, I'd be happy to contribute this code back to the project.

Thanks,
Mike

Re: [Quantlib-users] Finding out more on the Quantlib Add-In

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

Hi Chirag,

QuantLibXL was last updated in 2021 for QuantLib version 1.22.  Here is 
the relevant repo:

https://github.com/eehlers/QuantLibAddin-Old

Here is the documentation for exporting a QuantLib class to QuantLibXL:

https://www.quantlib.org/quantlibaddin/tutorials.html

Regards,
Eric

On 4/30/26 10:12 AM, Chirag Desai via QuantLib-users wrote:
> Hi All
> 
> I am trying to find out more on how to expose a new FX Forward class in 
> Quantlib I had written into Excel via the Quantlib XL addin.
> 
> Luigi was kind to introduce the Github repo but I am lost on where to 
> start from.
> 
> eehlers - Overview <https://github.com/eehlers/>
> 
> Can anybody share some basic resources or specific areas I can look into 
> for me to learn from ?
> 
> 
> Thank you very much
> Chirag
> 
> 
> 
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[Quantlib-users] Finding out more on the Quantlib Add-In

[Chirag D. <chi...@ya...>]

Hi All
I am trying to find out more on how to expose a new FX Forward class in Quantlib I had written into Excel via the Quantlib XL addin.
Luigi was kind to introduce the Github repo but I am lost on where to start from.
eehlers - Overview
Can anybody share some basic resources or specific areas I can look into for me to learn from ?

Thank you very muchChirag