Code generator

Jan 24, 2014 at 3:14 PM
is the code generator public domain (the tool used to generate c++/cli wrappers)?
Feb 15, 2014 at 11:35 AM

I spent quite a lot of time trying to get SWIG to do what I wanted with quantlib, but you really do need to write proper integration layer to handle some of the hidden idioms of C++ to prevent stepping off the end of a deleted pointer... in frustration I built my own.

My code generator was designed for building layered architectures above the C++ integration layer: Once you've got the meta-model comprehensive enough to generate C++/CLI, it is good enough to generate an XML serialisation layer, and an Excel function library.

Wrapping Quantlib was a Proof-of-Concept for the generator.. so no, there are no plan to open-source it... but having said that, At 500 kloc the bulk of the work wrapping has been done, and adding a new instrument does not mean you have to start again.

Feb 20, 2014 at 3:19 PM
Is there any plan to bring Cephei.QL up to date with the latest QuantLib version? Thanks!