RE: Managed C++ and Quantlib

Posted by cuchulainn on
URL: http://quantlib.414.s1.nabble.com/Managed-C-and-Quantlib-tp4126p4130.html

Alexander,

The 2003 version is very different from the 2005 version. 2005 is still in beta but I would not do the C++ in 2003 because mixing the differnt versions late is very messy.

D

---

From: [hidden email] on behalf of Alexander Ng
Sent: Wed 12/10/2005 07:47
To: Quantlib Users Group
Subject: [Quantlib-users] Managed C++ and Quantlib

Hi all,

Does anyone have any experience using Quantlib from a .NET environment
using managed C++?

I have a Microsoft Visual Studio .NET 2003 setup with Managed C++,
standard C++, C# installed.

Quantlib was successfully compiled on my setup.

According to the Microsoft C++ migration guidelines, it should be
possible to:

(a) compile Quantlib as standard C++ libraries using the C++ compiler in
VS .NET 2003.
(b) write a Managed C++ wrapper library containing managed C++ classes
which are thin wrappers to underlying Quantlib class methods.
(c) Invoke the Managed C++ classes from other .NET languages in
particular C#.

I am not trying to port the entire Quantlib functionality into a managed
C++ framework, but would start with basic functionality such as basic
matrix calculation, simple math functions.

Any suggestions about which Quantlib class to wrap as managed C++ and
invoke to do something basic like inverting a N by N matrix.

Also, the Quantlib website mentions failed attempts to port the library
to .NET.  Did they use my proposed approach?

Many thanks.  Alexander Ng



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