I thought the Quantlib Excel developers might be interested in
http://xll.codeplex.com. The Excel interface to Quantlib is quite sophisticated and already very well developed, but perhaps if all that is needed is a lightweight one-off wrapper to a couple of Quantlib functions this might come in handy. -- Dear Math, I don't want to solve your problems. I have my own problems to solve. - Anonymous 4th grader ------------------------------------------------------------------------------ Special Offer-- Download ArcSight Logger for FREE (a $49 USD value)! Finally, a world-class log management solution at an even better price-free! Download using promo code Free_Logger_4_Dev2Dev. Offer expires February 28th, so secure your free ArcSight Logger TODAY! http://p.sf.net/sfu/arcsight-sfd2d _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Hi Keith,
What's the difference between xlw (http://xlw.sourceforge.net/) and yours ? Any support for excel 2003 ? Arthur Le 3 févr. 2011 à 13:35, Keith A. Lewis a écrit : > I thought the Quantlib Excel developers might be interested in > http://xll.codeplex.com. The Excel interface to Quantlib is quite > sophisticated and already very well developed, but perhaps if all that is > needed is a lightweight one-off wrapper to a couple of Quantlib functions > this might come in handy. > > -- > Dear Math, > > I don't want to solve your problems. I have my own problems to solve. > > - Anonymous 4th grader > > > ------------------------------------------------------------------------------ > Special Offer-- Download ArcSight Logger for FREE (a $49 USD value)! > Finally, a world-class log management solution at an even better price-free! > Download using promo code Free_Logger_4_Dev2Dev. Offer expires > February 28th, so secure your free ArcSight Logger TODAY! > http://p.sf.net/sfu/arcsight-sfd2d > _______________________________________________ > QuantLib-dev mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-dev ------------------------------------------------------------------------------ The modern datacenter depends on network connectivity to access resources and provide services. The best practices for maximizing a physical server's connectivity to a physical network are well understood - see how these rules translate into the virtual world? http://p.sf.net/sfu/oracle-sfdevnlfb _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
25.7MB - 1.05MB. :-)
Seriously though, xll is the shortest distance between your C++ code and Excel. The library lets you hook up functions and classes using a couple of lines of straight C++ code. There is no automatic code generation or C# bindings or all the other marvelous things xlw does a great job of doing. I havent tested this in a while, but it should work all the way back to Excel 97, when years had only two digits. This is something I've been developing over the past 10 year for use with my clients. They live in Excel but they also need platform independent code that can be integrated into their middle and back office system. I've also been using it for the past couple of years in the derivative securities course I teach at NYU. Giving a trader an add-in that solves a problem gets you a front row seat to where the action is. Try both and use what works best for you. -----Original Message----- From: Arthur PHAM [mailto:[hidden email]] Sent: Thursday, February 03, 2011 7:39 PM To: Keith A. Lewis Cc: [hidden email] Subject: Re: [Quantlib-dev] Excel add-in library. Hi Keith, What's the difference between xlw (http://xlw.sourceforge.net/) and yours ? Any support for excel 2003 ? Arthur Le 3 févr. 2011 à 13:35, Keith A. Lewis a écrit : > I thought the Quantlib Excel developers might be interested in > http://xll.codeplex.com. The Excel interface to Quantlib is quite > sophisticated and already very well developed, but perhaps if all that > is needed is a lightweight one-off wrapper to a couple of Quantlib > functions this might come in handy. > > -- > Dear Math, > > I don't want to solve your problems. I have my own problems to solve. > > - Anonymous 4th grader > > > ---------------------------------------------------------------------- > -------- Special Offer-- Download ArcSight Logger for FREE (a $49 USD > value)! > Finally, a world-class log management solution at an even better > Download using promo code Free_Logger_4_Dev2Dev. Offer expires > February 28th, so secure your free ArcSight Logger TODAY! > http://p.sf.net/sfu/arcsight-sfd2d > _______________________________________________ > QuantLib-dev mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-dev ------------------------------------------------------------------------------ The modern datacenter depends on network connectivity to access resources and provide services. The best practices for maximizing a physical server's connectivity to a physical network are well understood - see how these rules translate into the virtual world? http://p.sf.net/sfu/oracle-sfdevnlfb _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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