Financial Applications using Excel Add-in Development in
C/C++ is a must-buy book for any serious Excel developer.Excel
is the industry standard for financial modelling, providing a
number of ways for users to extend the functionality of their own
add-ins, including VBA and C/C++. This is the only complete how-to
guide and reference book for the creation of high performance
add-ins for Excel in C and C++ for users in the finance industry.
Steve Dalton explains how to apply Excel add-ins to financial
applications with many examples given throughout the book. It also
covers the relative strengths and weaknesses of developing add-ins
for Excel in VBA versus C/C++, and provides comprehensive code,
workbooks and example projects on the accompanying CD-ROM. The
impact of Excel 2007's multi-threaded workbook calculations
and large grids on add-in development are fully explored.
Financial Applications using Excel Add-in Development in
C/C++ features:

* Extensive example codes in VBA, C and C++, explaining all the
ways in which a developer can achieve their objectives.

* Example projects that demonstrate, from start to finish, the
potential of Excel when powerful add-ins can be easily
developed.

* Develops the readers understanding of the relative strengths
and weaknesses of developing add-ins for Excel in VBA versus
C/C++.

* A CD-ROM with several thousand lines of example code, numerous
workbooks, and a number of complete example projects.

About the author

STEVE DALTON is currently head of interest rate options at GFI in London. Steve has a degree in mathematics from Queen Mary College, University of London, and over 20 years experience in interest rate derivatives and IT. He pioneered the use of real-time spreadsheets in the mid 1980s for arbitrage and derivatives pricing. He founded Eigensys Ltd in the late 1980s, which specialises in software and consultancy in this field and in the use of Excel for demanding real-time applications.

Financial applications using Excel add-in development in C/C++

Steve Dalton

Financial Applications using Excel Add-in Development in C/C++ is the second edition of Excel Add-in Development in C/C++: Applications in Finance. This new edition has been expanded and updated, providing more focus on the finance function and is a must-buy book for any serious Excel developer working in this field. Excel is the industry standard for financial modelling, providing a number of ways for users to extend the functionality of their own add-ins, including VBA and C/C++. This is the only complete how-to guide and reference book for the creation of high performance add-ins for Excel in C and C++ for users in the finance industry. Steve Dalton explains how to apply Excel add-ins to financial applications with many examples given throughout the book. It also covers the relative strengths and weaknesses of developing add-ins for Excel in VBA versus C/C++, and provides comprehensive code, workbooks and example projects on the accompanying CD-ROM. The impact of Excel 2007's multi-threaded workbook calculations and large grids on add-in development are fully explored.

Financial Applications using Excel Add-in Development in C/C++ features:

• Extensive example codes in VBA, C and C++, explaining all the ways in which a developer can achieve their objectives.
• Example projects that demonstrate, from start to finish, the potential of Excel when powerful add-ins can be easily developed.
• Develops the readers understanding of the relative strengths and weaknesses of developing add-ins for Excel in VBA versus C/C++.
• A CD-ROM with several thousand lines of example code, numerous workbooks, and a number of complete example projects.

"Financial Applications using Excel Add-in Development in C/C++ is the definitive how-to guide and reference for developers looking to create high-performance applications in Excel using C and C++. The book provides a practical, detailed, and lucid treatment of the Excel C API and XLL add-in development, with a particular emphasis on developing worksheet functions. Author Steve Dalton does a masterful job of sharing his many years of expertise, tackling the subject with detailed information, abundant best practices, and numerous practical examples. I would highly recommend this book to any serious Excel developer."
—David Gainer, Group Program Manager, Microsoft Excel

Zusammenfassung
Financial Applications using Excel Add-in Development in C/C++ is a must-buy book for any serious Excel developer.Excel is the industry standard for financial modelling, providing a number of ways for users to extend the functionality of their own add-ins, including VBA and C/C++. This is the only complete how-to guide and reference book for the creation of high performance add-ins for Excel in C and C++ for users in the finance industry. Steve Dalton explains how to apply Excel add-ins to financial applications with many examples given throughout the book. It also covers the relative strengths and weaknesses of developing add-ins for Excel in VBA versus C/C++, and provides comprehensive code, workbooks and example projects on the accompanying CD-ROM. The impact of Excel 2007's multi-threaded workbook calculations and large grids on add-in development are fully explored. Financial Applications using Excel Add-in Development in C/C++ features:

• Extensive example codes in VBA, C and C++, explaining all the ways in which a developer can achieve their objectives.
• Example projects that demonstrate, from start to finish, the potential of Excel when powerful add-ins can be easily developed.
• Develops the readers understanding of the relative strengths and weaknesses of developing add-ins for Excel in VBA versus C/C++.
• A CD-ROM with several thousand lines of example code, numerous workbooks, and a number of complete example projects.

Preface to Second Edition xvii

Preface to First Edition xix

Acknowledgements for the First Edition xxi

Acknowledgements for the Second Edition xxiii

1 Introduction 1

1.1 Typographical and code conventions used in this book 1

1.2 What tools and resources are required to write add-ins 2

1.2.1 VBA macros and add-ins 3

1.2.2 C/C++ DLL add-ins 4

1.2.3 C/C++ DLLs that can access the C API and XLL add-ins 4

1.2.4 C/C++/C# .NET add-ins 4

1.3 To which versions of Excel does this book apply? 5

1.4 The future of Excel: Excel 2007 (Version 12) 5

1.4.1 Summary of key workbook changes 5

1.4.2 Aspects of Excel 2007 not covered in this book 6

1.4.3 Excel 2007 file formats 6

1.4.4 Compatibility between Excel 2007 and earlier versions 6

1.5 About add-ins 7

1.6 Why is this book needed? 8

1.7 How this book is organised 9

1.8 Scope and limitations 10

2 Excel Functionality 11

2.1 Overview of Excel data organisation 11

2.2 A1 versus R1C1 cell references 12

2.3 Cell contents 13

2.4 Worksheet data types and limits 13

2.5 Excel input evaluation 15

2.6 Data type conversion 16

2.6.1 The unary = operator 16

2.6.2 The unary - operator (negation) 16

2.6.3 Number-arithmetic binary operators: + - */^ 17

2.6.4 Percentage operator: % 17

2.6.5 String concatenation operator: & 17

2.6.6 Boolean binary operators: =,< , >,< =, >=,< > 17

2.6.7 Conversion of single-cell references 18

2.6.8 Conversion of multi-cell range references 18

2.6.9 Conversion of defined range names 19

2.6.10 Explicit …