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I've played around with QuantLib's Excel plugin, and I don't find it easy to use - the hybrid system they set up to merge Excel with the C++ structure of QuantLib is unintuitive. I've had better luck just pulling the functions into Python and going from there.

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I agree. It's quite messy. That's why I use the C# swig bindings instead and if I had to use Excel as a UI, I'd build my own plugins in C# rather than use the ones they provide - in a similar fashion as you've done with Python.

I had a hard time getting the swig bindings to work for me. Would you be willing to make a nuget package of that?

Well, it requires an unmanaged dll (NQuantLibc) to be compiled which would be pinvoked by the managed bindings dll (NQuantLib). The unmanaged dll will not be platform independent (I don't know if you'd be using x86/x64). It also needs to be copied over to the same directory in which your output binaries would reside.

Anyways, I've uploaded an x86 version:

PM> Install-Package NQuantLib (https://www.nuget.org/packages/NQuantLib)

Nice! Thanks man.

You're welcome (I'm pretty sure I've set some sort of a bad precedent here :) )

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