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

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9780470979808: Interoperability: Software Tools and Applications in Finance with Excel, C# and C++
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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.

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