who would need to use QuantLib in Excel?
I my previous job I had to write a plugin to allow traders to do some simple algo trading in Excel.
Oh, and once you are forced to work in VBA all other languages seem amazing.
I worked for a long time in Finance & Market Data - in Europe (UK/CH mostly). Most people would be surprised how much of it runs of Excel.
Particularly Fixed Income - a lot of the sophisticated instruments will be priced straight off Excel spreadsheets (so you use Excel to publish data, not just analyse it).
It's great because it allows the traders to use the excel macro language and vba to try out new models.
If something looks promising then we can break out C++ and R to do more indepth analysis.
Heck we have a plugin that allows traders to do straight DMA trading out of excel. You can run an entire hedge fund on excel.