C++/CLI In Quantlib??

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C++/CLI In Quantlib??

cuchulainn
Just curious. Then we use C++ for crunching and C# for Window dressing.
 
DD
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Re: C++/CLI In Quantlib??

Luigi Ballabio
On 11/14/2005 05:32:42 PM, Daniel J. Duffy wrote:
> Just curious. Then we use C++ for crunching and C# for Window
> dressing.

Since the latest release (0.3.11) the library is exported to C# by  
means of SWIG. Judging by the latest posts, performance is not  
exceptional though...

Luigi


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