it has been quiet

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it has been quiet

Ferdinando M. Ametrano-2
Hi all

it has been quiet on the list, even if there has been a huge number of
commit into the cvs repository. I understand that having 6 active
developers in RiskMap have trapped many design discussions inside our
office, and I commit to have a more open approach in the following months.

QuantLib probably needs more frequent releases, but the problems
experienced with Sourceforge stopped the release process. We plan a new
release by the end of March, which will include all the latest works.

I hope the new release will significantly enlarge our user base.
We're doing some consulting for an Italian bank: their quants are the only
non-RiskMap users I know of.
If you're using QuantLib (or plan to use it), please get in touch.

We at RiskMap will try to summarize in the next weeks all the new addition
and improvements of the last months, and we will provide updated documentation.

Many people subscribed to the list (we reached 50 subscribers): I urge all
interested people to use this list to make proposals, requests,
suggestions, etc.
I will try to be as responsive as possible.

In the last months the development has been focused mainly on basic
building blocks, anyway as  Patrick Henaff suggested it would be useful to
publish a white paper describing the object model for trades, instruments,
market data and models.
I still have to do my homework (starting with few chapters of Martin
Fowler's book, "Analysis Patterns"), but if someone as a proposal please
submit it.


ciao -- Nando



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Introducing QuantLib as a COM object

Marco Marchioro-2
Dear All,
        I am glad to announce that it is now possible to use most QuantLib objects
as COM.
This means that your favorite spreadsheet is now able to make calls to
QuantLib.

You can register the COM object on your machine executing
QuantLib\Python\COM\importlibrary.py.
A COM object with ID name 'Python.ImportLibrary' will be available on your
machine.

More documentation can be found in the file importlibrary.py, including an
example
which calls QuantLib from VB.

Remember the followings:

1) To unregister the object 'Python.ImportLibrary' from your machine run
 > importlibrary.py --unregister
from the DOS command line.

2) The objects will be registered to be called as DLL. Change the lines
        _reg_clsctx_ = pythoncom.CLSCTX_INPROC_SERVER
with
        _reg_clsctx_ = pythoncom.CLSCTX_LOCAL_SERVER
or
        _reg_clsctx_ = pythoncom.CLSCTX_REMOTE_SERVER
if you want a different behavior

3) There is nothing special in QuantLib, your favorite python module can be
imported as COM using 'Python.ImportLibrary'

4) 'Python.ImportLibrary' is still under development and has not been
tested much

5) You do NOT need to reregister ImportLibrary if QuantLib is recompiled.
This means that
new classes are available in COM as soon as they are in python. You just
need to make sure
that QuantLib.py is reachable by the python path.


Enjoy QuantLib as COM,
                        Marco Marchioro.