Quantlib addin

[David Pearce-4]

Hi,

I was hoping you might be able to help me. I've been tasked with developing my own excel add in to utilise the C++ quantlib libraries. I know there are add ins available, and have already downloaded one and been able to use the quantlib features. My problem lies with writing my own VBA code to access the quantlib C++ files: How do I write functions myself in vba which call on the quantlib libraries? It is my understanding that you refer to .dll files, but I've been unable to locate any in the quantlib files I've downloaded.

Any help or suggestions would be greatly appreciated.

Many thanks,

David

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[Andrew Downes]

Hi David,

I'm not exactly sure what you're after, but I've used the 'Evaluate'
command before to access QuantLib functionality from VBA code. As an
example, you can write (in VBA):

            oneYearDate = Evaluate("=qlCalendarAdvance(""" & Calendar &
"""," & _
                                    startDate & "," & _
                                    """1Y""" & ")")

Not sure if this is the best way, but it works.

Cheers,

Andrew

-----Original Message-----
From: David Pearce [mailto:[hidden email]]
Sent: Tuesday, 12 July 2011 6:53 PM
To: [hidden email]
Subject: [Quantlib-users] Quantlib addin

Hi,

I was hoping you might be able to help me. I've been tasked with
developing my own excel add in to utilise the C++ quantlib libraries. I
know there are add ins available, and have already downloaded one and
been able to use the quantlib features. My problem lies with writing my
own VBA code to access the quantlib C++ files: How do I write functions
myself in vba which call on the quantlib libraries? It is my
understanding that you refer to .dll files, but I've been unable to
locate any in the quantlib files I've downloaded.

Any help or suggestions would be greatly appreciated.

Many thanks,

David

Sent from my iPad


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[Eric Ehlers-2]

Hi David,

Quoting David Pearce <[hidden email]>:

> Hi,
>
> I was hoping you might be able to help me. I've been tasked with  
> developing my own excel add in to utilise the C++ quantlib  
> libraries. I know there are add ins available, and have already  
> downloaded one and been able to use the quantlib features. My  
> problem lies with writing my own VBA code to access the quantlib C++  
> files: How do I write functions myself in vba which call on the  
> quantlib libraries? It is my understanding that you refer to .dll  
> files, but I've been unable to locate any in the quantlib files I've  
> downloaded.
>
> Any help or suggestions would be greatly appreciated.

Please see

     http://quantlib.org/quantlibxl/faq.html#faq_item_vba

Regards,
Eric

===================================================
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
* Distributed computing for pricing analytics
* Use Microsoft Excel as a client to the Grid


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AppSumo Presents a FREE Video for the SourceForge Community by Eric
Ries, the creator of the Lean Startup Methodology on "Lean Startup
Secrets Revealed." This video shows you how to validate your ideas,
optimize your ideas and identify your business strategy.
http://p.sf.net/sfu/appsumosfdev2dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users