Interoperability Software Tools and Applications in Finance with Excel, C# and C++ | ISBN 9781119990529

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

herausgegeben von Daniel J. Duffy
Buchcover Interoperability Software Tools and Applications in Finance with Excel, C# and C++  | EAN 9781119990529 | ISBN 1-119-99052-1 | ISBN 978-1-119-99052-9

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

herausgegeben von Daniel J. Duffy
Excel is an indispensible tool in many financial applications and much developer time is consumed integrating quant code and Excel. Traditionally, VBA was used in many situations because of its ease of use, interoperability with Excel and easy learning curve. But for more complex applications VBA does not scale well and we may also wish to integrate Excel with code written in other languages such as C++, C# and Matlab.
This book addresses the problem of writing applications in a multi-language environment in which interfacing with Excel plays a vital role. The goal is to show how to write code in C#, C++ and VBA that is easy to use in combination with Excel. Coverage includes:
* Creating Automation and COM Add-ins in C# and C++ * Calling Add-Ins from VBA * RTD server in C# * Multi-threaded components with Excel * Applications: for example, interpolators, prices and simulators in Excel * Integrating. NET with the non. NET world * Interoperability with C++ STL, Boost and other libraries * Replacement worksheet functions in C#
The book includes source code for all examples. You can then compile, use and extend these examples to enable you to become familiar with the solutions as soon as possible and to apply them in your own applications. It will be a must-have resource for developers and quantitative finance specialists in banks and other business and finance institutions.
Table of Contents:
1. FUNDAMENTALS
Component technology in. NET
Introduction to C++/CLI
Project Lifecycle in. NET
2. SOFTWARE TECHNOLOGIES
ATL projects
C# Excel projects
ADO. NET, XML and Databases
C#/ C++ /CLI Integration
Calling C++ from C#
3. APPLICATIONS
Parallel and MultiThreading Processing in C#
LINQ/PLINQ
RTD Server
Parallel PDE and Monte Carlo Applications
Fixed Income Applications