Re: build dll from QuantlibExcel

Posted by erik-44 on
URL: http://quantlib.414.s1.nabble.com/build-dll-from-QuantlibExcel-tp3303p3304.html

Hi Xavier

I've done some investigating regarding the attached message that you
sent a couple of weeks back.  Unfortunately I don't think it's possible
to do what you ask.

An XLL is just a special case of a DLL and can in theory be invoked from
a VB program.  However, all of the inputs and outputs to the QuantLibXL
functions are of the special Excel datatype XLOPER, and there is no
mechanism to translate XLOPERs to/from VB datatypes.

Excel VBA does support automatic translation of XLOPERS to/from VB(A)
datatypes.  However, all of the QuantLibXL functions are implemented as
cell formulas.  In order for the functions to be callable from VBA
they'd have to be declared instead as VBA functions, this would mean
editing the QuantLibXL source code and replacing all occurrences of XLW
class XlfFuncDesc with XlfCmdDesc, not a small task.

Regards
Eric

On Thu, 2004-09-02 at 11:34, [hidden email] wrote:
> Nando,
> I'd like to use the QuantlibExcel in Visual Basic and I need to
> generate a dll file from your QuantLibXL instead of a lib file.
> Do you know if there's an easy way to do that?
> Thank you
> Xavier