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Quantlib fully annotated source documentation

As a frequent user of Quantlib, I found that I needed to read more than the official reference documentation provided on the official website. So I decided to tweak the doxygen config to produce a fully annotated source documentation of quantlib including collaboration diagrams, call/caller diagrams and a working search box:


I’m using the Opensource Risk Engine (ORE, based on Quantlib), my intention is to provide Tools for easier interaction with/integration of the Opensource Risk Engine. Following three goals are envisaged:

All this will be available here:


DBAddin (the current working version being a legacy VB6 COM Addin) is an Excel-Addin, providing two main functions:

A small, but useful additional database filling and updating tool is the “Mapper”, which you can use to send an Excel range to the Database, updating/inserting the content into the table(s) given as arguments.

DBAddin is still hosted on, to get the latest version download a tarball with the snapshot facility in sourceforge.

To install this, run dbaddin-code-2/install/install.cmd as administrator. To configure your environment, edit dbaddin-code-2/install/DBAddinSettings.reg before.

The full documentation of DBAddin is available online at

I’m in the process of rewriting this as a Excel-DNA Based .NET Addin, being available at


Raddin is a simple Excel-DNA based Add-in for handling R-scripts from Excel via shell or RdotNet, storing input objects (scalars/vectors/matrices) and retrieving result objects (scalars/vectors/matrices) as text files (currently restricted to tab separated) or RdotNet objects. Graphics are retrieved from produced png files into Excel to be displayed as diagrams.
For the full documentation see:


ExchangeSetOOF provides programmatic setting of automatic replies (out of office) in an exchange environment, based on OOF appointments.

ExchangeSetOOF logs in to the currently logged in users account (using EWS AutoDiscover with users account Emailaddress using System.DirectoryServices.AccountManagement) and searches the appointments between today and the next business day (based on only austrian holidays, this is currently hardcoded in function isHoliday) for appointments being set “away”.

If any such appointment is found, ExchangeSetOOF replaces the template’s date placeholder with the respective end date and (if wanted) also start date. The languages used for the replacement of the date placeholders are (hardcoded) german and english (easily changed at the top of the program). The automatic reply (out of office) is being scheduled to start from the Start Date of the OOF appointment and end on the End Date of the OOF appointment.

Documentation and download available here:

other MS-Office based Addins

Following Addins are available (only for 32-bit Office installations due to VB6/COM implementation):

CMD-Line parser Add-In

Command Argument processing for Excel, Word and Powerpoint to allow (almost) headless starting VB-Macros:


flexible file and eventLog logging from MS-Office applications and VBScript:

useful tips

Following are links to pages with useful information I’ve collected during my endeavors.

SQL Server XML generation

With examples from the ORE DB project: SQLServerXML