Hi,
Just wondered if anyone has attempted to use swig to create
a C# wrapper for quantlib? How robust was the solution? And what were the
problems encountered?
I am also interested in peoples opinion on how it would
compare to writing a hand crafted managed c++ wrapper which could then be
called from C#.
Obviously, the manual coding of the C++ would take longer
but it may offer benefits in terms of performance as you can design fat
interfaces to avoid excessive interop.
Thanks,
Martin
TRG Management Singapore PTE LTD
#25-03
DID: (65) 6826 1816
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