Can I access QuantLib libraries from Matlab?

Question

Is is possible to access the quantlib libraries from Matlab?

The poster here seems to think so (but the thread is pretty old)

A real easy way of talking to Quantlib from Matlab is to call the java wrappers for Quantlib. Matlab is written in Java and so it is easy to load classes from there and call them.

Hugh

While Java statements are executable directly at the Matlab command line the statement *Matlab is written in Java* is of doubtful correctness. — High Performance Mark, Oct 01 '12 at 10:22

score 2 · Accepted Answer · answered Oct 01 '12 at 10:18

There was some talk of a Matlab module, but it never really went beyond the proof-of-concept stage (you can read the discussion at http://old.nabble.com/MATLAB-Extension-td13769699.html).

As for going the Java route, I can't really comment as I'm not familiar with the Matlab machinery to call Java classes (nor with Matlab itself). Assuming it's possible to do so, the QuantLib Java wrappers are still supported; they don't export all the functionality of the library (which is only available in C++) but should be a good starting point.

Can I access QuantLib libraries from Matlab?

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