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

Posted by Xiaohan Chen on
URL: http://quantlib.414.s1.nabble.com/dll-for-quantlib-interfacing-Or-instruction-for-excel-to-call-cpp-functions-customised-quantlib-ql-f-tp15122.html

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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