Posted by
Eric Ehlers-2 on
URL: http://quantlib.414.s1.nabble.com/dll-for-quantlib-interfacing-Or-instruction-for-excel-to-call-cpp-functions-customised-quantlib-ql-f-tp15122p15123.html
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.exeAnd after that if you want you can compile QuantLibXL from source code
as explained here:
http://quantlib.org/quantlibaddin//build_qlxl.htmlIt 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_vbaI 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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