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QuantLibAddin

This repo contains source code and examples for the QuantLibXL, QuantLibAddin, ObjectHandler, and gensrc projects.

Documentation

The four projects are documented at the links below:

https://www.quantlib.org/quantlibxl
https://www.quantlib.org/quantlibaddin
https://www.quantlib.org/objecthandler
https://www.quantlib.org/gensrc

Here are the instructions for downloading QuantLibXL:

https://www.quantlib.org/quantlibxl/installation.html

Here are the instructions for compiling QuantLibXL from source:

https://www.quantlib.org/quantlibaddin/build_qlxl.html

Versions

This repo contains the code for versions up to 1.23. This repo is being moved under the umbrella of the ORE open source project. Updated versions of QuantLibXL, QuantLibAddin, ObjectHandler, and gensrc will be included alongside a future release of ORE.

Related Projects

https://github.com/mscaturo/QuantLibAddin-Old - A more up to date fork of this repo. It uses the 1.42.1 version of QuantLib, the 1_90_0 version of the Boost library, the 1.6.1 version of lib4cxx. And is compiled using Visual Studio 2022.

https://github.com/mkipnis/QuantLibAddin-Old/blob/pybind_experimental/QuantLibAddin/experimental/README.md - A project which uses pybind to migrate the qlo layer to Python.

https://github.com/frame-consulting/QuantLibXlOil - A new QuantLib/Excel add-in using QuantLib-Python with xlOil.

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