QuantLib bindings for Octave?

Question

I want to use QuantLib from Octave.

From the QuantLib site:

QuantLib is written in C++ with a clean object model, and is then exported to different languages such as C#, Objective Caml, Java, Perl, Python, GNU R, Ruby, and Scheme. The QuantLibAddin/QuantLibXL project uses ObjectHandler to export an object-oriented QuantLib interface to a variety of end-user platforms including Microsoft Excel and OpenOffice.org Calc. Bindings to other languages and porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica, COM/CORBA/SOAP architectures, FpML, are under consideration.

However, I can't seem to find any documentation or examples that demonstrate how to do this?

Is there an Octave binding for Quantlib, and can someone provide either a snippet that shows how to use QuantLib from within Octave (or a link to such a snippet)?

I am thinking of writing SWIG wrappers around QuantLib for this purpose if nothing can be found - but I don't want to reinvent the wheel, if this has already been done ...

Answer 1

You should have read the whole paragraph:

Bindings to other languages and porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica, COM/CORBA/SOAP architectures, FpML, are under consideration. See the extensions page for details.

Answer 2

You could look at what I did for RQuantLib and use the fact that both Octave and QuantLib are implemented in C++ -- but you will have to build bridges for the different object models.