Re: Excel add in (and more)

Posted by Ferdinando M. Ametrano-2 on
URL: http://quantlib.414.s1.nabble.com/bermudan-swaption-simplex-tp2377p2385.html

Hi all

looks like the Excel add-in is the hot topic today ;-)

Andreas Lorenz wrote:
>I had a look at the QuantlibXL add-in and saw that it has not been updated
>for nearly 10 months now. Is there any further development going on?
QuantLibXL features a poor interface that I put together quick and dirty
just to solve a problem I had at work.
I planned at the time to invest more time for the Excel add-in project and
got involved with Jerome Lecompte (the xlw author). Unfortunately things
changed and I've been not active on that project anymore, even if I am
really interested.

Chak.K.Wong wrote:
>I am using XLW now with string representation of object on spreadsheet.
>Exporting functions to Excel is pretty tedious requiring a fair amount of
>handcoding.
>I looked at Jens-Thiel's excel-addin through IDL, but we don't use IDL.
If I'm not wrong Jens' libXLL has included xlw code base, so it should be
an equal or better choice vs xlw.
All things being equal I was thinking about moving QuantLibXL to libXLL.

Chak.K.Wong:
>I would like to know if anyone has tried to make a automatic wrapper for
>excel addins?
>[...]
>I am wondering if anyone has tried generating excel addin directly from
>C++ header files with doxygen comments (or java doc or some other special
>marking ).
>[...]
>maybe SWIG for excel?
this would be my dream, but Luigi has always been skeptical.

Luigi Ballabio wrote:
>I'm not aware of any generator of this kind. Also, I'm kind of skeptical
>about the possibility of generating *object* wrappers automatically since
>the paradigms
>  don't match---Excel is a functional language.

Luigi Ballabio wrote:
>The way to go would be the one Nando pursued, i.e., adding a functional
>layer over the objects (see ql/Functions, even though I'm not sure they
>really belong there) and wrapping the functions. This could be done
>automatically if a generator were available, or at least, the tedium could
>be reduced by using the machinery Nando put together in QuantLibXL.
This functional layer might be useful to other extensions too. Gnumeric
comes to my mind.
Jody: do you have any suggestion on this? How could we try to spark a
cooperative work for a common Gnumeric/Excel add-in?
I do know that QuantLib-Python can be already used in Gnumeric, but one
could prefer a native addin for a number of reasons.

Luigi Ballabio wrote:
>  But in my opinion, the creation of the functional layer requires more
> intelligence than a program can be expected to show.
thanks for the encouragement ;-)

Jens Thiel wrote:
>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'm sure this is a very good approach, one that should be pursued even if
we pick up other alternatives for Excel. Of course you will be exposing to
Excel the C# version of QuantLib instead of the C++ version: I'm not
discussing personal language preferences here, but someone might want to
use C++ over C#


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ciao -- Nando