Wrapping Quantlib into C++/CLI (.NET)
Hi,
is there any example around of how to wrap a few qantlib functions in managed C++ (or better C++/CLI) in order to use them in a C++ .NET application? I know it is possibile, I was just wondering if someone had already did something. I couldn't find any mention of that in Quantlib website and nothing relevant either googling "managed C++ and QuantLib".
I am aware of the SWIG option with C#, but I would prefer keep working with C++ in .NET
Thanks
Ivan
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