Search results

We are intending to release the first alpha of XLW5 anyday now. For XLW5 we would like to distribute user contributed projects that may be helpful and informative to the rest of the xlw user community. We require the contributed source code to be open source but you are free to choose any...

Some youtube videos contributed by users:

Yes you can call a VBA function from C++ through the Excel C API. You need to call the function xlUDF .... you should find a reference to it in Steve Daltons book. We will be putting a service for executing VBA functions into the current version of XLW in development.

We have just released an updated development snapshot of XLW (XLW-5DEV) The major changes compared to the previous Dev5 release are: Excel 2010 support 64-bit xll support Improved multi-threading stability XLOPER string fixes You can grab it from here...

Welcome. Do look at the examples packaged with XLW, you may find them useful. There is also one that downloads market data into the spreadsheet from yahoo that students often find helpful

Hi M, Which version of Visual Studio do you have installed ? Express or PRO ? Do you have Visual Studio C++ installed ? Because it is required and if you do not you will need to install it and it should work.

When XLW is installed, to extract a C# xll template you need to go to the menu : XLW -> xlw-5DEV -> xlwDotNet -> Extract XLW .NET xll template to extract a C# template. If you are going to : XLW -> xlw-5DEV -> xlw -> Extract XLW xll template then this indeed will only give you C++ options.

Hi, Which version of xlw are you using ? I have only just commenced work on the next version, XLW 5. XLW 4 does not have support for Visual Studio 2010. Development snapshots for ver 5 are available here: http://sourceforge.net/projects/xlw/files/xlw/xlw 5DEV/ Support for C# xlls has only...

XLW 4.0 released XLW 4.0 has been released. It can be downloaded from http://xlw.sourceforge.net/ Feedback and suggestions would be welcome on the xlw-users mailing list.

I would opt for the second edition. http://www.amazon.com/Patterns-Derivatives-Pricing-Mathematics-Finance/dp/0521721628/ref=sr_1_1?ie=UTF8&s=books&qid=1251555975&sr=1-1

XLW Hi Naos, One alternative option to writing UDFs you may find interesting is XLW. If you're more interested in FE and want to spend your time coding Monte Carlo or PDE engines and pricing analytics then it may be more appropriate. However if you're more interested in development of GUIs...

Assuming ($S_t = S_0e^{\sigma W_t + \mu t} $) and ($T_2>T_1$) then ($\frac{S_{T_2}}{S_{T_1}} = e^{\sigma \large(W_{T_2} - W_{T_1}\right) + \mu \large({T_2} - {T_1}\right) }$) and it follows from Ito that the drift is ($ \large(\mu - \frac{1}{2}\sigma^2\right)\large({T_2} -...

There are two software solutions I can suggest for building .NET XLL's which are free. XLW ExcelDNA Since I only know XLW well, I can only give you details for that. Have a look at the following video clip ( there is no sound and it may require you to fullscreen it)...

I am not sure if this really is a difficult issue. There are various ways that.NET software can be deployed and the best method depends on your constraints. Here are three methods that I have used. 1. Package the software as an .msi package. Pro: If you have a COM assembly you can have it...

For me, even if the only extra functional benefits the 'supposed' thousands of lines of code brought to the table were the ability to provide documentation in the function wizard, they'd be worth their weight in gold. ..... oh lets not mention deployment and RegAsm ;-) Including ExcelDNA ?

A bit sensitive my friend ... chill !:dance: I didn't say you don't like XLL, I said that you considered it inferior to COM automation addins for Excel UDFs. BTW: you claimed that by using a few attribute classes you were able to provide documentation in the Excel function wizard and as I...

Deja Vu http://www.wilmott.com/messageview.cfm?catid=10&threadid=70576 :D

zhouxing, I'm pleasantly surprised by the interest you have shown in the XLL approach to writing C# UDFs, especially given your insistence on its inferiority compared to the COM Automation approach. Good on you lad for finally being so open minded. I am really genuinely happy for you. Lets...

I tried it. Screenshot attached.

..or you could just write a standard XLL in C# and give that to your user. No registering required. Just tell your user to double-click on the XLL and it will just open in Excel, end of story. Also your the function wizard will display descriptions of your functions and parameters, much more...

Perhaps because it may be very subjective as to what is acceptable and what is not, varying hugely between different employers. If then there is an oversight in marking a post with an appropriate warning or one is seen ( subjectively ) to be ok for viewing at work by the Quantnet admin but...

As well as MJ's book which is very specific for derivative pricing analytics, I would suggest Learning the language : C++ Primer : by Stanley B. Lippman, Josée Lajoie Amazon.com: C++ Primer (4th Edition): Stanley B. Lippman, Jose Lajoie, Barbara E. Moo: Books Learning how to use the language...

Pleasure. Stick with it, there will be hard and frustrating times with C++ and overall I find it a joy and an artform to code. Yes. Not necessarily. There are alot of people on the floor other than just Sales & Trading. Quants, FO developers, Structurers, Analysts, Quoters etc.

What makes you think something is wrong ? It clearly indicates the build succeeded and there are 0 errors. You program is built, you just have to run it. Also do not use #pragma once , use a proper portable header guard #ifdef CH1_PRINT_H #define CH1_PRINT_H ...... #endif //...

I have never seen this one. I have never used this one either, but it is a different book to Lippman's C++ Primer, which is the one I used. I suspect that it wasn't miscellaneous garbage, but don't use eclipse for C++. hmmm .... doubtful. iostream is part of the standard C++ library and I...

Leave the somewhere else where it is. Sounds like it could be a hindarence I do. It is not true that ALL quant teams use C++. I know FO quant teams that use JAVA and teams that use C#. However MOST FO quant teams do use C++. For now I wouldn't bother with C#, it'd be better to concentrate...

Looking at your code and seeing : #include<iostream.h> which I am assuming you have copied from the book, I suggest you get a more up-to-date book. I expect to see : #include<iostream> including iostream.h was the old way of doing it, moreover with iostream.h you do not need 'using...

I was asked recently about the Python embedding that is shipped as part of XLW v4. For people who are interested here are a few details We have been able to embed the the IronPython interpreter into an Excel xll addin allowing one to write Python functions straight onto a Excel spreadsheet...

With XLW you can write hybrid C++/C# XLLs. That is, you can write some function in C++ and others in C# all in the same XLL. For your user using your XLL in Excel there is no way of telling in what language the function is written. Its useful for example when you want to write compute extensive...

Am not sure whether the best way to get xlw is as a source tarball from the SVN repository. Instead xlw4 is downloadable as a proper installer, please see the thread "How to create UDF in Excel using C# and Visual Studio 2008" on this forum for details. Happy XLLing PS: Isn't "God Object"...

Using XLW to use C# in Excel: http://www.youtube.com/watch?v=1yLodcb32sI

xlw4.0.0b0, Beta version of xlw4 is now available for download. http://sourceforge.net/project/showfiles.php?group_id=45222&package_id=37893&release_id=690866

We're hoping for the final release in the next 2 weeks, with a Beta release in between. xlwDotNet, the .NET part of xlw is pretty much stable and I have had it in production on a number of Traders desks for a number of months, I know one other house using it for active development. In the mean...

xlw4 C# xlls Hi, I thought it may be of interest to readers of this thread that xlw4 is about to be released and it will support the creating of xlls in C#, VB.NET , hybrid C++/C# as well as continuing support for C++. You can view demonstrations of building xlls with xlw in the following...