quantLib and Excel

[Ferdinando M. Ametrano-2]

Hi all

I've started toying with an Excel interface for QuantLib, and I followed
Bernd's suggestion:
>                         http://www.ifrance.com/xlw/
>
>         I have been using that interface for various personal projects
>and am quite satisfied with it. Check it out. I think there are still
>some very minor bugs in the version you can download

The results are in the module QuantLib-Excel that can be checked out from
our CVS (see quantlib.org/cvs.html)
QuantLib-Excel is actually based on a modified version of xlw that is
available from the CVS of the XLW SourceForge project (see http://xlw.sf.net).
I'm setting up the XLW SourceForge project with the xlw original author
Jerome Lecomte, to allow further xlw development.
[btw Bernd, if you solved the bugs you wrote about would you please share
the solution]

I had previous experience with spreadsheet, namely Applix, but I'm new to
Excel.
I'm starting with a simple add-in, but would like to build a few workbooks,
etc.
I'm pretty sure there are many Excel wizards on this list: if you're
interested in the project please join.

On a related note I have to evaluate the purchase of some Excel add-in for
my office. I know about Fincad, Monis, MBRM, and Numerix. Any other
suggestions?
Fincad looks like the simpler and cheaper ...
If you have used (one of) them and want to share your experience I would
appreciate.

thank you

ciao -- Nando

[Jens Thiel]

Hello,

we are using our own C++ library, where functions are defined in IDL and
then automatically exported as Add-In worksheet functions -- together with
all the necessary hints for the function wizard. This should work with all
current and previous Excel versions.

The exported functions are not only available to Excel workbooks, but to
every application that understands a TypeLib. There are also some helpers
to manually register functions, which is not TypeLib compatible. Starting
with Excel 2002, it is generally possible to use COM/IDL to write worksheet
functions -- and I think it will be the preferred way.

If anyone wants to try it out send me a PM, and I'll wrap it up together
with a few examples.


Jens.


> I've started toying with an Excel interface for QuantLib, and I
> followed  Bernd's suggestion:
>>                         http://www.ifrance.com/xlw/
>>

[Bernd J Wuebben]

This is what I was talking about a few weeks back Nando, when
you asked me about how to go about the Excel implementation. Jens
is 100% on the money with his remarks. IDL/COM is the way
to go, especially because it allows you to pump data into
Excel

Jens, I would love to see your work!
Thanks!
Bernd
 

> -----Original Message-----
> From: [hidden email]
> [mailto:[hidden email]] On Behalf
> Of Jens Thiel
> Sent: Friday, March 15, 2002 6:38 AM
> To: [hidden email]
> Cc: [hidden email]
> Subject: Re: [Quantlib-users] quantLib and Excel
>
>
>
> Hello,
>
> we are using our own C++ library, where functions are defined
> in IDL and
> then automatically exported as Add-In worksheet functions --
> together with
> all the necessary hints for the function wizard. This should
> work with all
> current and previous Excel versions.
>
> The exported functions are not only available to Excel
> workbooks, but to
> every application that understands a TypeLib. There are also
> some helpers
> to manually register functions, which is not TypeLib
> compatible. Starting
> with Excel 2002, it is generally possible to use COM/IDL to
> write worksheet
> functions -- and I think it will be the preferred way.
>
> If anyone wants to try it out send me a PM, and I'll wrap it
> up together
> with a few examples.
>
>
> Jens.
>
>
> > I've started toying with an Excel interface for QuantLib, and I
> > followed  Bernd's suggestion:
> >>                         http://www.ifrance.com/xlw/
> >>
>
>
>
>
> _______________________________________________
> Quantlib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

[Ferdinando M. Ametrano-2]

>The exported functions are not only available to Excel workbooks, but to
>every application that understands a TypeLib. There are also some helpers
>to manually register functions, which is not TypeLib compatible. Starting
>with Excel 2002, it is generally possible to use COM/IDL to write worksheet
>functions -- and I think it will be the preferred way.
I completely agree

>we are using our own C++ library, where functions are defined in IDL and
>then automatically exported as Add-In worksheet functions -- together with
>all the necessary hints for the function wizard. This should work with all
>current and previous Excel versions.
would you share your automatically_export tool?

>If anyone wants to try it out send me a PM, and I'll wrap it up together
>with a few examples.
what is a PM? I would be really interested in takeing a look at such examples

ciao -- Nando