Posted by
Martin Champness on
URL: http://quantlib.414.s1.nabble.com/SWIG-C-tp4138p4139.html
Hi Dominic,
Thanks for the information. I can understand your frustration with creating a managed C++ wrapper, as I have been attempting this recently. My C++ is very rusty though.
BTW, do you know when the planned release is for the next version of quantlib? The SWIG created wrapper sounds like a promising way to go. Just wondered if you have any comments on the performance or robustness?
Thanks,
Martin
-----Original Message-----
From: dominic.thuillier [mailto:
[hidden email]]
Sent: Saturday, October 15, 2005 3:49 AM
To: Martin Champness
Cc:
[hidden email]
Subject: RE: [Quantlib-users] SWIG C#
Hi,
As Luigi mentioned, I made the changes to the QuantLib Swig interface files
in order to generate C# wrappers.
Hence in the next version of QuantLib, all the APIs exported to
Python/Ruby/... will also be available in C#.
I rewrote the Bermudan swaption example, which will be included in the
release. It seems to run fine. I have not tackled the other examples, since
I was primarily interested in swaption valuation.
Overall it was surprisingly easy to do : only some minor changes in the way
enums are mapped, a renaming of "params" and "Array" since they are C#
keywords, and other minor things. SWIG is really a fantastic tool, and the
QL interface files were clean and simple enough to incorporate C# mapping.
I worked 2 years ago on the mapping of a complex C++ library to .Net. We
tried real hard (with the help of .Net experts) to use Microsoft's IJW ("It
Just Works") functionality to map in a c++ managed manner the library. It
turned out to be very difficult, if not impossible. It was partly due to the
complexity and design of the legacy C++ library, but the bottom line is that
I did not fancy to live the same experience with QuantLib! Now maybe things
have evolved well and matured, and it may have become simpler!
IMHO, the advantages/drawbacks of the 2 solutions are :
SWIG/C# :
Advantage : uses same interfaces file and technology to map from C++ to
multiple languages at the same time.
Drawback : Difficult to extend the library by inheritance.
Managed C++ (Less sure about this...) :
Advantage : probably faster, since less interop
Drawback : a lot of manual work, only to target the .Net platform...
Cheers,
Dominic.
________________________________________
From:
[hidden email]
[mailto:
[hidden email]] On Behalf Of Martin
Champness
Sent: vendredi 14 octobre 2005 13:14
To:
[hidden email]
Subject: [Quantlib-users] SWIG C#
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
Martin Champness
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