QuantLibAddin automatic generation

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QuantLibAddin automatic generation

erik-44
Jody/Nando/all

Please let me know if you have any concerns with the proposed approach
for automatic generation of addin source code as I'm starting work on
this.

http://www.ehlers.plus.com/quantlib/quep012.html

The main issue is a change in the QuantLibAddin design to facilitate
autogeneration of code.  In the current prototype each function is
implemented from scratch in each addin on each platform.  Under the
proposed new design the functions are implemented once in a core library
(the "interface"), with each addin just providing a platform specific
wrapper for the core functions.

Jody, would you be willing to provide sample metadata for a Gnumeric
function?  If so I'll add this to the design doc and incorporate it into
my work.

I plan to tackle the work in 2 phases:
1) Remove the QuantLibAddin functions from the individual addins into
the central library.  This will result in QuantLibAddin still written by
hand but with the same structure as the proposed autogenerated final
product.
2) Get the autogeneration of code working for the existing 3 functions
in the prototype, for the existing platforms (C++, Excel and Calc) plus
a new addin in C to facilitate the Gnumeric work to be done in
collaboration with Jody.

Regards
Eric