QuantLibAddin

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

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

Compiled XLLs, example spreadsheets, and documentation are available for download at this link:

https://github.com/eehlers/QuantLibAddIn/releases/tag/v1.42.0

Below are instructions for building QuantLibXL (and other incarnations of QuantLibAddin) from source code.

NB: QuantLibAddin now depends not on the official QuantLib repo but on the OpenSourceRisk fork of QuantLib.

There are two ways to build the projects:

1. Using Visual Studio solution files, which are maintained manually
2. Using cmake

Here are the instructions to build the various projects from Visual Studio solution files:

• QuantLibXL (including QuantLibAddin and ObjectHandler): ./QuantLibXL/md/build_vs.md
• QuantLibAddin (including ObjectHandler): ./QuantLibAddin/md/build_vs.md
• ObjectHandler: ./ObjectHandler/md/build_vs.md

There are two ways to build the projects with cmake:

1. Invoke the build from here in the root directory, which configures and builds the whole stack (QuantLib, ObjectHandler, QuantLibAddin, and QuantLibXL) together in a single step: ./build_cmake.md

2. Build the subprojects individually, as described in their respective documentation. Each subproject builds against the prebuilt prerequisites above it in the dependency chain (gensrc <- ObjectHandler <- QuantLibAddin <- QuantLibXL):

   • ObjectHandler: ./ObjectHandler/md/build_cmake.md
   • QuantLibAddin (against prebuilt QuantLib and ObjectHandler): ./QuantLibAddin/md/build_cmake.md
   • QuantLibXL (against prebuilt QuantLib, ObjectHandler, and QuantLibAddin): ./QuantLibXL/md/build_cmake.md