dll for quantlib interfacing? Or instruction for excel to call cpp functions (customised quantlib ql files)

[Xiaohan Chen]

Hi，all

 I have done the following so far with customized quantlib ql files

 compiled two set of cpp and hpp files corresponding to my own exotic option creation and pricing engine;

 a pricer main function which takes care I/O

  

Question:

How do I interfacing using excel? say, load input from excel cell ,passing input through VBA and call functions defined background dll(creadted under quantlib), is this possible?

   Also, I have checked either quantlibXL and QuantlibADDIN and couldn't understand the mechanism,I can understand that quantlibaddin could be used to do the interfacing but how? could anyone reply with some instruction?, best accompany with some source code and setting instructions for quantlib addin?

 

 Cheers to all!

   

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[Eric Ehlers-2]

Hello,

>  I have done the following so far with customized quantlib ql files
>
>  compiled two set of cpp and hpp files corresponding to my own exotic
> option creation and pricing engine;
>  a pricer main function which takes care I/O
>   
> QUESTION:
> How do I interfacing using excel? say, load input from excel cell
> ,passing input through VBA and call functions defined
> background DLL(creadted under quantlib), is this possible?
>    Also, I have checked either quantlibXL and QuantlibADDIN and
> couldn't understand the mechanism,I can understand that quantlibaddin
> could be used to do the interfacing but how? could anyone reply with
> some instruction?, best accompany with some source code and setting
> instructions for quantlib addin?

QuantLibXL is an XLL.  An XLL is a DLL with some additional functions
which enable it to be loaded by Excel as an addin.  So the functions in
QuantLibXL can be entered into cells on a worksheet.  If this might be
useful to you, then I suggest you start by installing the binary release
of QuantLibXL:

http://downloads.sourceforge.net/quantlib/QuantLibXL-bin-1.2.0.exe

And after that if you want you can compile QuantLibXL from source code
as explained here:

http://quantlib.org/quantlibaddin//build_qlxl.html

It is possible to call a DLL from VBA code.  Since QuantLibXL is an XLL,
and since an XLL is a DLL, you can call QuantLibXL functions from VBA
code.  An example of that is at the link below:

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

I am not sure if that is what you want.

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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