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 |
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. |
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