Anyone have any experience using SWIG ? I am currently researching QuantLib and saw that C# code can be generated using SWIG. We are exploring options to create a combined library of financial functions using QuantLib and a proprietary closed source library (which will probably be made available as .Net dlls). The idea is to combine both of these to create a unified super library. I have seen the .Net port of QuantLib, but it seems that it is not actively maintained (and not entirely sure of how much was actually ported), so I am avoiding it.
Step 1 of this is to evaluate the difficulty in producing a library that can be used 'anywhere' i.e. MS office applications ( via VBA), console apps as well server-side (eg web apps). I assume that this involves COM Interop, but I have no clue where to start or if I am even on the right track.
I have no experience with C++; and COM is something (a buzzword to me at the moment) that I have glazed over. I am aware of the relevant MSDN articles related to this topic.
I am looking for help along the following lines:
- Are there alternatives to using QuantLib in C#?
- With respect to my development environment, what would I need?
- Does anyone know of a ready-to-use QuantLib C# library compiled via SWIG? (first prize = less work for me)
Any help appreciated?
Edit: I have accepted my answer as the correct one unless there is a better one provided.