Interoperability: Software Tools and Applications in Finance with Excel, C# and C++

By Daniel J. Duffy and Robert Demming

Expand Excel functionality with a multi-language environment that works Interoperability Software Tools and Applications in Finance with Excel, C#, and C++ shows you how to create applications in a multi-language environment where interfacing with Excel plays a vital role. VBA is an important tool for Excel, and is incorporated here -- but it doesn't scale well for more complex applications, so a practical integration of C++ and C# is essential for creating increasingly sophisticated finance tools. This book walks you through the fundamentals, software, and applications, providing real-world examples with source code you can extend and apply in your own projects. You'll learn how to create automation and add-ins, integrate .NET, incorporate popular libraries, utilize replacement worksheet functions in C#, and much more as you expand Excel's capabilities and discover the superior functionality multi-language interoperability enables. Excel is indispensable in many financial applications, but difficulties arise when integrating quant code and formulating complex algorithms where C++ or C# is essential. This book shows you how to make these languages interact efficiently, accurately, and productively to create more effective solutions for todays finance world. Create automation and COM add-ins with C# and C++ Call VBA add-ins and handle multi-threaded components with Excel Implement interpolators, pricers, and simulators in Excel Integrate C++ STL, Boost, and other libraries Haphazard multi-language interfacing slows down results, causes numerous errors, and can require complete reworking when changes are made. Today's applications need to move at a steady pace, and developer time cannot be wasted on tedious integration and revision. Interoperability Software Tools and Applications in Finance with Excel, C#, and C++ provides a sound, concrete solution, making it a must-have resource for developers and quantitative finance specialists.

• Format: Hardcover
• Language: English
• ISBN: 0470979801
• ISBN13: 9780470979808
• Release Date: January 1991
• Publisher: Wiley
• Length: 288 Pages