Login  Register

Re: quantLib and Excel

Posted by Jens Thiel on Mar 15, 2002; 3:17am
URL: http://quantlib.414.s1.nabble.com/quantLib-and-Excel-tp1897p1899.html

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/
>>