June 04, 2007
This project has been relocated to a SourceForge project now that the academic year is over. I have updated the links on this page to go to the new project. The new project can be found at https://sourceforge.net/projects/swigexcel/. The origonal site can be found here and still provides a good deal of info.
January 30, 2007
Updated documentation list to point to the wiki for the latest versions.
January 18, 2007
Updated Schedule and added the Trac webpage. You can access trac through the 'wiki' link.
January 15, 2007
New website design.
December 14, 2006
Website created and posted.
JP Morgan uses a variety of programming languages, scripting languages, and user interfaces. Their models are usually implemented in higher-level languages and are often prototyped in Microsoft Excel. Their core pricing analytics, however, are written in C and C++. Linking these C/C++ libraries to Excel can be a tricky and time-consuming process when performed manually.
An open-source tool called SWIG (Simplified Wrapper and Interface Generator) will be used to solve the problem. SWIG is an interface compiler that connects libraries written in C and C++ to other languages, such as Ruby and Python. This project's goal is to create a SWIG extension for Excel as one does not currently exist. There is also an additional requirement to create an object repository that is accessible by Excel, so that references to complex C and C++ objects and structures can be stored in an Excel spreadsheet.
Our documentation, including the project plan, risk management plan, and activity tracker, is being stored on the project wiki.
Our sponsors at JP Morgan are Stephen Hutsal, Anthony Heading, and Jeremy Edman.