Re: Excel add in

Posted by Luigi Ballabio-2 on
URL: http://quantlib.414.s1.nabble.com/bermudan-swaption-simplex-tp2377p2386.html

At 09:32 AM 2/5/03 +0000, Chak Jack Wong wrote:
>I am wondering if anyone has tried generating excel addin directly from
>C++ header files.
>
>maybe SWIG for excel?

Jack,
         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.
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. But in
my opinion, the creation of the functional layer requires more intelligence
than a program can be expected to show.

Bye,
         Luigi