AW: Excel add in

Posted by Jens Thiel on
URL: http://quantlib.414.s1.nabble.com/bermudan-swaption-simplex-tp2377p2383.html

Hi Jack,

> I would like to know if anyone has tried to make a automatic
> wrapper for excel addins?

I do not know about such a beast. libXLL was the best solution I could
personally came up with, also it has still lots of limitations.

> I looked at Jens-Thiel's excel-addin through IDL, but we don't use IDL.

So I can assume you also do not use COM as well?

> maybe SWIG for excel?

Have you thought about making the python interpreter an excel-addin? That
would allow to pass code to be interpreted at run-time. Not a very clean
solution, I think.

There are COM wrappers for Python, but I have no idea how this would work
with the generated SWIG bindings.

Another option to be considered is improving QL.NET's COM support, and use
the interop features of the .NET framework. AFAIK will the next Excel
support .NET directly, so you have the best upgrade path possible.

> I am using XLW now with string representation of object on spreadsheet.

Are you using some kind of "stringified monikers" for object references, or
do you serialize and store the objects "by value"?


Jens.