Ethan Jewett wrote a really good post about "SAP NetWeaver Business Warehouse, BusinessObjects integration getting easier".  He explains about the different interfaces to SAP BW:

1. MDX Query Language – OLAP BAPI, ODBO, XMLA

2. BICS – BI Consumer Services

3. SQL Query Language – Data Federator

Ethan then goes on to discuss how the various SAP products connect to SAP BW:

1. UNV (legacy) universes

2. UNX universes (relational)

3. Crystal Reports 2011

4. Crystal Reports Enterprise

5. Predictive Analysis

6. Live Office

7. Analysis edition for Excel

8. Analysis edition for OLAP

9. Web Intelligence (WebI)

10. Dashboard Design

11. Explorer

If you are a third party BI tool vendor that wants to connect to SAP BW, this is very insightful.  At the end of the day, the MDX Query Language interface is what SAP recommends and certifies for connecting to BW.  Ethan writes that "MultiDimensional eXpressions (MDX) is a language for writing analytic queries on multidimensional databases. MDX on BW is not fast but works well for queries that return small amounts of data. However, MDX slows to a crawl or fails when the data set returned by a query grows large."  Looking at the first diagram, you can see that the MDX interface is layered on top of the OLAP Processor which is layered on top of the InfoProvider.  This contributes to the slowness.  In SAP HANA, the MDX query language capability is baked into the product and so has much better performance.