Hello,
Your best bet would be to:
1) Get the "full" (Excel) build running:
http://quantlib.org/quantlibaddin/build_qlxl.html
2) Get the C++ build running:
http://quantlib.org/quantlibaddin/build_cpp.html
And then implement the C addin by reverse engineering the Excel and C++
addins. That might sound daunting but several people have succeeded at
that already. A Guile addin was created once with no input from me.
Those builds use a Python script called gensrc to autogenerate addin
source code. I have this idea of replacing gensrc with a SWIG module
called Reposit. I implemented a prototype which comprises C++ and
Excel addins to price an equity swap. Some day the Reposit project
might replace gensrc. So if you are feeling lucky and brave you might
try implementing your C addin in Reposit instead of gensrc. Everything
you need to know about the Reposit project can be found here:
http://quantlib.org/reposit/index.html
Bon courage.
Eric
On Mon, 2 Feb 2015 10:54:28 +0000
Laughing Man <[hidden email]> wrote:
> Hello Eric,
>
> many thanks for your reply, I was afraid I was doing something wrong
> but your email clarifies it.
> I would like to get it working anyway (and possibly contribute it to
> the Quantlib repository if I can manage to fix it), but I don't know
> exactly where to start.
>
> My understanding is that the QuantlibAddin code is autogenerated by
> gensrc, but I don't know exactly how it works and couldn't find enough
> documentation for it (at least when applied to an interface different
> from Excel).
> What could it be a good starting point to understand how it works and
> generate a pure "C" interface (which I can then use in conjunction
> with ctypes for usage in Python).
>
> Many thanks,
>
> LM
>
>
>
> 2015-02-02 8:26 GMT+00:00 Eric Ehlers <[hidden email]>:
>
> > Hello,
> >
> > I am sorry to say that the C addin is obsolete. The last time it
> > was maintained was many years ago, and the design of QuantLibAddin
> > has changed since then. So if you wanted to get it working now you
> > would need to re-implement it from scratch. Any files that remain
> > from the old C addin are probably not useful and should maybe be
> > deleted.
> >
> > Sorry I can't be more helpful.
> >
> > Kind Regards,
> > Eric
> >
> > On Fri, 30 Jan 2015 15:05:21 +0000
> > Laughing Man <[hidden email]> wrote:
> >
> > > Hi,
> > >
> > > I would like to develop a Python interface for Quantlib using
> > > "ctypes". I understand there are already excellent Python
> > > interfaces for Quantlib (SWIG and PyQL) but they are somewhat
> > > tied to the same compiler choice as for the Python distribution.
> > > On the other hand ctypes is perhaps a more primitive way of
> > > interfacing Python but it doesn't have the limitation above.
> > >
> > > I am trying to build the pure "C" interface of the QuantlibAddin
> > > package, but it looks like the corresponding project file
> > > (AddinC_vc8.vcproj) refers to some non-existing source files (at
> > > least not in the same path where it expects to find them).
> > >
> > > This is a bit frustrating also because the Excel interface
> > > (QuantlibXL) is extremely well developed and documented and I
> > > expect the "C" interface to be the same thing in practice (with
> > > the only addition of the Excel4 callback functions which can only
> > > be called by a running instance of Excel, not from Python).
> > >
> > > Is there a quick way of generating the "C" interface for the
> > > QuantlibAddin in pretty much the same way as for QuantlibXL,
> > > getting -in other words- a DLL with the same functions but no
> > > Excel callbacks? Can someone please point me in the right
> > > direction?
> > >
> > > Many thanks,
> > >
> > > LM
> > >
> >
>
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