Posted by
Eric Ehlers-2 on
Jan 29, 2011; 8:46pm
URL: http://quantlib.414.s1.nabble.com/QuantLib-Forum-tp12384p12390.html
Hi Bojan,
Quoting Bojan Nikolic <
[hidden email]>:
> Well I was suggesting writing the XL API in Python, so yes, there would
> be an additional overhead of a Python layer. In practice these overheads
> are small and not noticeable unless one tries to do very fine-grained
> calculations from Excel. I think this overhead would be more than offset
> by the ability to remove certain portions of calculations entirely from
> Excel and have them in the Python layer.
For the moment I still have reservations this approach for reasons
mentioned previously. But I welcome your interest and would like to
keep options open. AS mentioned I'm prototyping the use of SWIG, that
project will include a build of QuantLibXL which retains the existing
architecture, once that's ready would you be interested in adding to
the prototype a parallel build of QuantLibXL using Python as you
suggest? That would keep your idea on the table and we could decide
later how to proceed.
Regards,
Eric
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