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Re: QuantLib Forum

Posted by Eric Ehlers-2 on Jan 21, 2011; 5:36pm
URL: http://quantlib.414.s1.nabble.com/QuantLib-Forum-tp12384p12386.html

Hi Bojan,

Many thanks for your feedback on the forum and your interest in future  
developments.

Quoting Bojan Nikolic <[hidden email]>:

> On my side at least, I would like to say thanks to everybody who
> organised the conference and also thanks for organising it in London and
> travelling in to give your presentations -- it made it very convenient
> and accessible for us who are here!
>
> I agree with summary that people were interested "more" of a lot of
> things...  The two topics which particularly caught my eye was "more
> Python" (and seeing that Luigi for example uses it often); and, plans
> for new, SWIG-based, Excel add-in.

I'm working on a small prototype of this and will report back here as  
soon as there is something to share.  If the approach proves viable  
then all feedback and assistance would be welcome.

> In fact thinking now about this, I see there could be a nice shortcut in
> enabling this: write the Excel interface in Python. This would allow the
> work to concentrate on the C++ -> Python SWIG wrapper, and Python
> modules could then quite easily re-wrap this functionality for
> Excel. This would also have the added advantage that a lot of
> higher-level functionality could be in Python but still easily
> accessible from Excel.  What do people think about this?

I think the Excel-Python interface looks interesting and could have  
useful applications but it would not be my choice for the QuantLibXL  
architecture.  Excel's C API, while obscure, is mature and robust and  
remains the fastest way to access Excel's internals.

Kind Regards,
Eric

===================================================
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
* Distributed computing for pricing analytics
* Use Microsoft Excel as a client to the Grid


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