Hi Michel,
> I am currently building a finance project using QuantLib at my school
> and I would like to link my C++ project to Excel with several
> conditions:
> _ I use Microsoft Visual C++ 2010 for my project
> _ I use Microsoft Excel 2007 for the interface
> _ I would like to use an addin that generates automatically the VB
> code that will use my C++ interface functions
> _ I would like for the dll to be generated automatically when
> compiling my C++ project
>
> I have used such a implementation before when I worked but I have
> troubles recreating and implementing all the tools. If anyone has an
> idea of how to help me, I would be grateful.
Unfortunately I am not aware of any existing projects which exactly meet
your needs. The closest things that I can suggest are:
1) At this link are instructions for building QuantLibXL (an Excel XLL
addin) based on QuantLib.
http://quantlib.org/quantlibaddin/build_qlxl.html2) At this link are instructions for manually writing Excel VBA code
which calls QuantLibXL:
http://quantlib.org/quantlibxl/faq.html#faq_item_vbaDon't know whether any of that is useful.
Kind 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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