Financial applications using Excel add-in development in C/C++:
Gespeichert in:
| Vorheriger Titel: | Dalton, Steve Excel add-in development in C/C++ |
|---|---|
| 1. Verfasser: | |
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Chichester [u.a.]
Wiley
2008
|
| Ausgabe: | 2. ed., repr. |
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XX, 560 S. Ill., graph. Darst. 1 CD-ROM (12 cm) |
| ISBN: | 9780470027974 0470027975 |
Internformat
MARC
| LEADER | 00000nam a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV023383134 | ||
| 003 | DE-604 | ||
| 005 | 20120217 | ||
| 007 | t | ||
| 008 | 080708r2008uuuuxxuad|| |||| 00||| eng d | ||
| 010 | |a 2006036080 | ||
| 020 | |a 9780470027974 |c cloth/cd : alk. paper |9 978-0-470-02797-4 | ||
| 020 | |a 0470027975 |c cloth/cd : alk. paper |9 0-470-02797-5 | ||
| 035 | |a (OCoLC)255393466 | ||
| 035 | |a (DE-599)BVBBV023383134 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c US | ||
| 049 | |a DE-355 |a DE-945 |a DE-521 | ||
| 050 | 0 | |a HF5548.4.M523 | |
| 084 | |a QK 600 |0 (DE-625)141666: |2 rvk | ||
| 100 | 1 | |a Dalton, Steve |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Financial applications using Excel add-in development in C/C++ |c Steve Dalton |
| 250 | |a 2. ed., repr. | ||
| 264 | 1 | |a Chichester [u.a.] |b Wiley |c 2008 | |
| 300 | |a XX, 560 S. |b Ill., graph. Darst. |e 1 CD-ROM (12 cm) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Wiley finance series | |
| 650 | 0 | 7 | |a C |g Programmiersprache |0 (DE-588)4113195-2 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a C++ |0 (DE-588)4193909-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a VisualBASIC für Applikationen |0 (DE-588)4341325-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Add in |0 (DE-588)4388727-2 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a EXCEL |0 (DE-588)4138932-3 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a EXCEL |0 (DE-588)4138932-3 |D s |
| 689 | 0 | 1 | |a VisualBASIC für Applikationen |0 (DE-588)4341325-0 |D s |
| 689 | 0 | 2 | |a C++ |0 (DE-588)4193909-8 |D s |
| 689 | 0 | 3 | |a C |g Programmiersprache |0 (DE-588)4113195-2 |D s |
| 689 | 0 | 4 | |a Add in |0 (DE-588)4388727-2 |D s |
| 689 | 0 | 5 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 780 | 0 | 0 | |i 1. Auf. u.d.T. |a Dalton, Steve |t Excel add-in development in C/C++ |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016566198&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-016566198 | ||
Datensatz im Suchindex
| _version_ | 1804137756857729024 |
|---|---|
| adam_text | Contents
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
С
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
б
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
Contents
2.6.3
Number-arithmetic binary operators:
+ -
*/л
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 type conversion functions: N(), T(),
TEXTO,
VALUEO 20
2.6.11
Worksheet function argument type conversion
20
2.6.12
Operator evaluation precedence
22
2.7
Strings
23
2.7.1
Length-prepended versus null-terminated strings
23
2.7.2
Byte strings versus Unicode strings
23
2.7.3
Unmanaged versus managed strings
24
2.7.4
Summary of string types used in Excel
25
2.7.5
Converting one string type to another
26
2.7.6
Hybrid length-counted null-terminated strings
27
2.8
Excel Terminology: Active and current
27
2.9
Commands versus functions in Excel
28
2.10
Types of worksheet function
29
2.10.1
Function purpose and return type
29
2.10.2
Array formulae
-
The Ctrl-Shift-Enter keystroke
30
2.10.3
Required, optional and missing arguments and variable
argument lists
31
2.11
Complex functions and commands
31
2.11.1
Data Tables
31
2.11.2
Goal Seek and Solver Add-in
32
2.12
Excel recalculation logic
33
2.12.1
Marking dependents for recalculation
33
2.12.2
Triggering functions to be called by Excel
-
the trigger
argument
34
2.12.3
Volatile functions
35
2.12.4
Cross-worksheet dependencies
-
Excel
97/2000
versus
2002
and later versions
36
2.12.5
User-defined functions (VB Macros) and add-in functions
38
2.12.6
Data Table recalculation
40
2.12.7
Conditional formatting
40
2.12.8
Argument evaluation: IF(), 0R(),
ANDO,
CHOOSES).
· ·
41
2.12.9
Controlling Excel recalculation programmatically
42
2.12.10
Forcing Excel to recalculate a workbook or other object
44
2.12.11
Using functions in name definitions
45
2.12.12
Multi-threaded recalculation
45
2.13
The Add-in Manager
46
2.14
Loading and unloading add-ins
46
2.14.1
Add-in information
47
2.15
Paste function dialog
47
Contents
vii
2.15.1
Function category
47
2.15.2
Function name, argument list and description
48
2.15.3
Argument construction dialog
48
2.16
Good spreadsheet design and practice
49
2.16.1
Filename, sheet title and name, version and revision history
49
2.16.2
Magic numbers
49
2.16.3
Data organisation and design guidelines
50
2.16.4
Formula repetition
51
2.16.5
Efficient lookups: MATCHQ,
INDEXO
and OFFSETQ versus
VLOOKUPO
51
2.17
Problems with very large spreadsheets
54
2.18
Conclusion
54
3
Using VBA
55
3.1
Opening the VB editor
55
3.2
Using VBA to create new commands
56
3.2.1
Recording VBA macro commands
57
3.3
Assigning VBA command macros to control objects in a worksheet
58
3.4
Using VBA to trap Excel events
59
3.5
Using VBA to create new functions
61
3.5.1
Function scope
61
3.5.2
Declaring VBA functions as volatile
62
3.6
Using VBA as an interface to external DLL add-ins
62
3.6.1
Declaring DLL functions in VB
62
3.6.2
Call-by-reference versus call-by-value
63
3.6.3
Converting argument and return data types between VBA
and
C/C++ 64
3.6.4
VBA data types and limits
64
3.6.5
VB/OLE Currency type
66
3.6.6
VB/OLE Bstr Strings
66
3.6.7
Passing strings to
C/C++
functions from VBA
68
3.6.8
Returning strings to VBA from a DLL
70
3.6.9
Variant data type
71
3.6.10
Variant types supported by VBA
72
3.6.11
Variant types that Excel can pass to VBA functions
74
3.6.12
User-defined data types in VB
76
3.6.13
VB object data type
78
3.6.14
Calling XLM functions and commands from VBA:
Appi
і
cati on
.
ExecuteExcel4Mac ro
() 79
3.6.15
Calling user-defined functions and commands from VBA:
Appi
і
cation.Run
О
79
3.7
Excel ranges, VB arrays, SafeArrays, array Variants
80
3.7.1
Declaring VB arrays and passing them back to Excel
81
3.7.2
Passing arrays and ranges from Excel to VBA to
C/C++ 83
3.7.3
Converting array Variants to and from
C/C++
types
84
3.7.4
Passing VB arrays to and from
C/C++ 86
viii Contents
3.8
Commands versus functions in VBA
86
3.9
Creating VB add-ins (XLA files)
87
3.10
VBA versus
C/C++:
some basic questions
88
Creating a 32-bit Windows
(Win32)
DLL Using Visual
C++ 6.0
or
Visual Studio .NET
89
4.1
Windows library basics
89
4.2
DLL basics
89
4.3
DLL memory and multiple DLL instances
90
4.4
Multi-threading
90
4.5
Compiled function names
91
4.5.1
Name decoration
91
4.5.2
The extern C declaration
92
4.6
Function calling conventions:
__
cdecl,
.__
stdcall,
__
fastcall
93
4.7
Exporting DLL function names
94
4.7.1
The
__
declspec (dllexport) keyword
95
4.7.2
Definition
(*.
DEF)
files
95
4.7.3
Using a preprocessor linker directive
97
4.8
What you need to start developing add-ins in
C/C++ 97
4.9
Creating a DLL using Visual
C++ 6.0 98
4.9.1
Creating the empty DLL project
98
4.9.2
Adding code to the project
100
4.9.3
Compiling and debugging the DLL
101
4.10
Creating a DLL using Visual
C++
.NET
2003 103
4.10.1
Creating the empty DLL project
103
4.10.2
Adding code to the project
106
4.10.3
Compiling and debugging the DLL
106
4.11
Accessing DLL functions from VB
108
4.12
Accessing DLL functions from excel
110
5
Turning DLLs into XLLs: The Add-in Manager Interface 111
5.1
The xlcall32 library and the
С
API functions 111
5.2
What does the Add-in manager do?
114
5.2.1
Loading and unloading installed add-ins
114
5.2.2
Active and inactive add-ins
114
5.2.3
Deleted add-ins and loading of inactivate add-ins
114
5.3
Creating an XLL: The xlAuto interface functions
115
5.4
When and in what order does Excel call the XLL interface
functions?
116
5.5
XLL functions called by the Add-in Manager and Excel
117
5.5.1
xlAutoOpen
117
5.5.2
xlAutoClose
118
5.5.3
xlAutoAdd
118
5.5.4
xlAutoRemove
119
5.5.5
xlAddlnManagerlnfo (xlAddInManagerlnfol2)
120
Contents
5.5.6 xlAutoRegister (xlAutoRegisterl2) 122
5.5.7 xlAutoFree (xlAutoFreel2) 123
6
Passing Data Between
Excel
and the DLL
127
6.1
Handling Excel s internal data structures:
С
or
C++? 127
6.2
How Excel exchanges worksheet data with DLL add-in functions
128
6.2.1
Native
C/C++
data types
128
6.2.2
Excel floating-point array structures: xl4_array,
xll2_array
129
6.2.3
The
хіорег/хіорегіг
structures
135
6.2.4
The xlref/xlref
12
structures
141
6.2.5
The xlmref/xlmref
12
structures
142
6.2.6
The
oper
/operi
2
structures
143
6.3
Defining constant xlopers/xloperl2s
144
6.4
A
C++
class wrapper for the
xloper/xloperl2
-
cpp_xloper
146
6.5
Converting between xloper/xloper^s and
C/C++
data types
154
6.6
Converting between
хіорег/хіорегіг
types
154
6.7
Converting between xlopers and variants
155
6.8
Converting between xlopers and xloperl2s
159
6.9
Detailed Discussion of xloper types
163
6.9.1
Freeing xloper memory
164
6.9.2
Worksheet (floating point) number: xltypeNum
166
6.9.3
Length-counted string: xltypeStr
168
6.9.4
Excel Boolean: xltypeBool
174
6.9.5
Worksheet error value: xltypeErr
177
6.9.6
Excel internal integer: xltypelnt
178
6.9.7
Array (mixed type): xltypeMulti
180
6.9.8
Worksheet cell/range reference: xltypeRef and
xltypeSRef
191
6.9.9
Empty worksheet cell: xltypeNil
196
6.9.10
Worksheet binary name: xltypeBigData
198
6.10
Initialising xloper/xloper^s
198
6.11
Missing arguments
201
7
Memory Management
203
7.1
Excel stack space limitations
203
7.2
Static add-in memory and multiple Excel instances
204
7.3
Getting Excel to free memory allocated by Excel
205
7.3.1
Freeing xloper memory within the DLL call
205
7.3.2
Freeing Excel-allocated xloper memory returned by the
DLL function
206
7.3.3
Hiding xloper memory management within a
C++
class
208
7.4
Getting Excel to call back the DLL to free DLL-allocated memory
208
7.5
Returning data by modifying arguments in place
211
Contents
7.6
Making add-in functions thread safe
212
7.6.1
Multi-threaded recalculations (MTR) in Excel
2007
(version
12) 212
7.6.2
Which of Excel
s
built-in functions are thread-safe
213
7.6.3
Allocating thread-local memory
214
7.6.4
Excel s sequencing of calls to xlAutoFree in a
multi-threaded system
218
7.6.5
Using critical sections with memory shared between threads
219
8
Accessing Excel Functionality using the
С
API
223
8.1
The Excel
4
macro language (XLM)
223
8.1.1
Commands, worksheet functions and macro sheet functions
224
8.1.2
Commands that optionally display dialogs
-
the
xl
Prompt bit
225
8.1.3
Accessing XLM functions from the worksheet using
defined names
225
8.2
The Excel4(), Excel
120
С
API functions
226
8.2.1
Introduction
226
8.2.2
Excel4(), Excel
120
return values
227
8.2.3
Calling Excel worksheet functions in the DLL using
ExceWO,
Excelso
229
8.2.4
Calling macro sheet functions from the DLL using
Excel4(), Excell2()
231
8.2.5
Calling macro sheet commands from the DLL using
Excel4()/Excell2()
233
8.3
The Excel4v
( )
/ExcelOv
( )
С
API functions
233
8.4
What
С
API functions can the DLL call and when?
236
8.5
Wrapping the
С
API
238
8.6
Registering and un-registering DLL (XLL) functions
244
8.6.1
The xlfRegister function
245
8.6.2
Specifying which category the function should be listed
under
248
8.6.3
Specifying argument and return types
249
8.6.4
Giving functions macro sheet function permissions
252
8.6.5
Specifying functions as volatile
253
8.6.6
Specifying functions as thread-safe (Excel
2007
only)
253
8.6.7
Returning values by modifying arguments in place
253
8.6.8
The Paste Function dialog (Function Wizard)
254
8.6.9
Function help parameter to xlfRegister
256
8.6.10
Argument help parameters to xlfRegister
256
8.6.11
Managing the data needed to register exported functions
256
8.6.12
Registering functions with dual interfaces for Excel
2007
and earlier versions
263
8.6.13
A class based approach to managing registration data
266
8.6.14
Getting and using the function s register ID
269
8.6.15
Un-registering a DLL function
270
8.7
Registering and un-registering DLL (XLL) commands
271
Contents
8.7.1
Accessing XLL commands
273
8.7.2
Breaking execution of an XLL command
274
8.8
Functions defined for the
С
API only
274
8.8.1
Freeing Excel-allocated memory within the DLL: xlFree
274
8.8.2
Getting the available stack space: xlStack
275
8.8.3
Converting one
хіорег/хіорегіг
type to another:
xlCoerce
276
8.8.4
Setting cell values from a command: xlSet
278
8.8.5
Getting the internal ID of a named sheet: xlsheetld
279
8.8.6
Getting a sheet name from its internal ID: xlSheetNm
281
8.8.7
Yielding processor time and checking for user breaks:
xlAbort
282
8.8.8
Getting Excel s instance handle: xlGetlnst
283
8.8.9
Getting the handle of the top-level Excel window:
xlGetHwnd
283
8.8.10
Getting the path and file name of the DLL: xlGetName
284
8.9
Working with binary names
285
8.9.1
The xltypeBigData xloper
286
8.9.2
Basic operations with binary names
286
8.9.3
Creating, deleting and overwriting binary names
287
8.9.4
Retrieving binary name data
287
8.9.5
Example worksheet functions
288
8.10
Workspace information commands and functions
289
8.10.1
Setting the application title:
xl
f
AppTi
t
le
290
8.10.2
Setting the document window title: xlfWindowTitle
290
8.10.3
Getting a reference to the active cell: xlfActiveCell
291
8.10.4
Getting a list of all open Excel documents:
xl
f
Documents
291
8.10.5
Information about a cell or a range of cells: xlfGetCell
291
8.10.6
Sheet or workbook information:
xl
f
GetDocument
293
8.10.7
Getting the formula of a cell: xlfGetFormula
297
8.10.8
Getting a cell s comment: xlfGetNote
297
8.10.9
Information about a window: xlf GetWindow
298
8.10.10
Information about a workbook: xlfGetWorkbook
301
8.10.11
Information about the workspace: xlfGetWorkspace
303
8.10.12
Information about the selected range or object:
xlfSelection
309
8.10.13
Getting names of open Excel windows:
xl
f
Windows
310
8.10.14
Converting a range reference: xlf FormulaConvert
311
8.10.15
Converting text to a reference: xlf Textr
e f
312
8.10.16
Converting a reference to text:
xl
f
Ref
text
312
8.10.17
Information about the calling cell or object: xlfCaller
313
8.10.18
Information about the calling function type
315
8.11
Working with Excel names
316
8.11.1
Specifying worksheet names and name scope
316
8.11.2
Basic operations with Excel names
318
8.11.3
Defining a name on a worksheet: xlcDefineName
318
Contents
8.11.4
Defining and deleting a name in the DLL: xlf SetName
319
8.11.5
Deleting a worksheet name: xlcDeleteName
321
8.11.6
Getting the definition of a named range: xlf GetName
322
8.11.7
Getting the defined name of a range of cells: xlfGetDef
324
8.11.8
Getting a list of named ranges:
xl
f
Names
325
8.12
Working with Excel menus
326
8.12.1
Menu bars and ID numbers and menu and command
specifiers
327
8.12.2
Short-cut (context) menu groups
328
8.12.3
Getting information about a menu bar: xlfGetBar
330
8.12.4
Creating a new menu bar or restoring a default bar:
xlfAddBar
332
8.12.5
Adding a menu or sub-menu:
xl
f
AddMenu
332
8.12.6
Adding a command to a menu: xlf AddCommand
335
8.12.7
Displaying a custom menu bar: xlfShowBar
338
8.12.8
Adding/removing a check mark on a menu command:
xlfCheckCommand
338
8.12.9
Enabling/disabling a custom command or menu:
xlfEnableCommand
339
8.12.10
Changing a menu command name: xlfRenameCommand
341
8.12.11
Deleting a command from a menu: xlfDeleteCommand
342
8.12.12
Deleting a custom menu: xlfDeleteMenu
343
8.12.13
Deleting a custom menu bar: xlfDeleteBar
343
8.13
Working with toolbars
344
8.13.1
Getting information about a toolbar: xlfGetToolbar
345
8.13.2
Getting information about a tool button on a toolbar:
xlfGetTool
345
8.13.3
Creating a new toolbar: xlf AddToolbar
346
8.13.4
Adding buttons to a toolbar: xlcAddTool
347
8.13.5
Assigning/removing a command on a tool:
xlcAssignToTool
347
8.13.6
Enabling/disabling a button on a toolbar: xlf EnableTool
348
8.13.7
Moving/copying a command between toolbars:
xlcMoveTool
348
8.13.8
Showing a toolbar button as pressed: xlf PressTool
349
8.13.9
Displaying or hiding a toolbar: xlcShowToolbar
349
8.13.10
Resetting a built-in toolbar: xlfResetToolbar
350
8.13.11
Deleting a button from a toolbar: xlcDeleteTool
350
8.13.12
Deleting a custom toolbar: xlfDeleteToolbar
351
8.14
Working with custom dialog boxes
351
8.14.1
Displaying an alert dialog box:
xl
cAl
ert
351
8.14.2
Displaying a custom dialog box: xlfDialogBox
352
8.14.3
Restricting user input to dialog boxes:
xlcDisablelnput
356
8.15
Trapping events with the
С
API
356
8.15.1
Trapping a DDE data update event: xlcOnData
357
8.15.2
Trapping a double-click event: xlcOnDoubleclick
357
Contents
8.15.3
Trapping a worksheet data entry event: xlcOnEntry
358
8.15.4
Trapping a keyboard event: xlcOnKey
358
8.15.5
Trapping a recalculation event: xlcOnRecalc
360
8.15.6
Trapping a window selection event: xlcOnWindow
360
8.15.7
Trapping a system clock event: xlcOnTime
361
8.16
Miscellaneous commands and functions
361
8.16.1
Disabling screen updating during command execution:
xlcEcho
361
8.16.2
Displaying text in the status bar:
xl
cMes
s
age
361
8.16.3
Evaluating a cell formula:
xl
f
Evaluate
362
8.16.4
Calling user-defined functions from an XLL or DLL:
xlUDF
363
8.16.5
Calling user-defined commands from an XLL or DLL:
xlcRun
363
8.17
The XLCallVerO
С
API function
364
9
Miscellaneous Topics
365
9.1
Timing function execution in VBA and
C/C++ 365
9.2
Relative performance of VBA,
C/C++:
Tests and results
369
9.2.1
Conclusion of test results
372
9.3
Relative performance of
С
API versus VBA calling from a
worksheet cell
372
9.4
Detecting when a worksheet function is called from an Excel dialog
373
9.4.1
Detecting when a worksheet function is called from the
Paste Function dialog (Function Wizard)
374
9.4.2
Detecting when a worksheet function is called from the
Search and Replace dialog
375
9.4.3
Detecting when a worksheet function is called from either
the Search and Replace or Paste Function dialogs
375
9.5
Accessing Excel functionality using COM/OLE automation using
C++ 376
9.5.1
Initialising and un-initialising COM
377
9.5.2
Getting Excel to recalculate worksheets using COM
379
9.5.3
Calling user-defined commands using COM
380
9.5.4
Calling user-defined functions using COM
382
9.5.5
Calling XLM functions using COM
383
9.5.6
Calling worksheet functions using COM
383
9.6
Maintaining large data structures within the DLL
385
9.7
A
C++
Excel name class example, xlName
387
9.8
Keeping track of the calling cell of a DLL function
389
9.8.1
Generating a unique name
390
9.8.2
Obtaining the internal name of the calling cell
393
9.8.3
Naming the calling cell
394
9.8.4
Internal XLL name housekeeping
396
9.9
Passing references to Excel worksheet functions
398
9.9.1
Data references
398
9.9.2
Function references
398
xiv Contents
9.10
Multi-tasking, Multi-threading and asynchronous calls in DLLs
401
9.10.1
Setting up timed calls to DLL commands: xlcOnTime
402
9.10.2
Starting and stopping threads from within a DLL
404
9.10.3
Calling the
С
API from a DLL-created thread
405
9.11
A background task management class and strategy
406
9.11.1
Requirements
406
9.11.2
Communication between Excel and a background thread
407
9.11.3
The software components needed
408
9.11.4
Imposing restrictions on the worksheet function
409
9.11.5
Organising the task list
409
9.11.6
Creating, deleting, suspending, resuming the thread
411
9.11.7
The task processing loop
412
9.11.8
The task interface and main functions
413
9.11.9
The polling command
415
9.11.10
Configuring and controlling the background thread
416
9.11.11
Other possible background thread applications and
strategies
417
9.12
How to crash Excel
417
9.13
Add-in Design
419
9.13.1
Separating interface code from core function code
419
9.13.2
Controlling error propagation
429
9.13.3
Making add-in behaviour Excel version-sensitive and
backwards-compatible
432
9.13.4
Version-dependent workbook recalculation results
433
9.14
Optimisation
433
9.14.1
Low level code optimisation
434
9.14.2
VBA code optimisation
440
9.14.3
Excel calculation optimisation
441
10
Example Add-ins and Financial Applications
451
10.1
String functions
451
10.2
Statistical functions
463
10.2.1
Pseudo-random number generation
464
10.2.2
Generating random samples from the normal distribution
467
10.2.3
Generating correlated random samples
468
10.2.4
Quasi-random number sequences
469
10.2.5
The normal distribution
470
10.3
Matrix functions
-
eigenvalues and eigenvectors
474
10.4
Interpolation
477
10.4.1
Linear interpolation
477
10.4.2
Bilinear interpolation
479
10.4.3
Cubic splines
482
10.5
Lookup and search functions
485
10.6
Financial markets date functions
493
10.7
Building and reading discount curves
502
10.8
Building trees and lattices
505
10.9
Monte Carlo simulation
506
Contents
10.9.1
Using
Excel and VBA
only
507
10.9.2
Using Excel and
C/C++
only
509
10.9.3
Using worksheet functions only
511
10.10
Calibration
511
10.11
CMS derivative pricing
513
10.12
The SABR stochastic volatility model
519
10.13
Optimising the SABR implementation for CMS derivatives
528
Appendix
1
Contents of the CD ROM
531
Related reading
535
Web Links and Other Resources
537
Index
539
|
| adam_txt |
Contents
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
С
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
б
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
Contents
2.6.3
Number-arithmetic binary operators:
+ -
*/л
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 type conversion functions: N(), T(),
TEXTO,
VALUEO 20
2.6.11
Worksheet function argument type conversion
20
2.6.12
Operator evaluation precedence
22
2.7
Strings
23
2.7.1
Length-prepended versus null-terminated strings
23
2.7.2
Byte strings versus Unicode strings
23
2.7.3
Unmanaged versus managed strings
24
2.7.4
Summary of string types used in Excel
25
2.7.5
Converting one string type to another
26
2.7.6
Hybrid length-counted null-terminated strings
27
2.8
Excel Terminology: Active and current
27
2.9
Commands versus functions in Excel
28
2.10
Types of worksheet function
29
2.10.1
Function purpose and return type
29
2.10.2
Array formulae
-
The Ctrl-Shift-Enter keystroke
30
2.10.3
Required, optional and missing arguments and variable
argument lists
31
2.11
Complex functions and commands
31
2.11.1
Data Tables
31
2.11.2
Goal Seek and Solver Add-in
32
2.12
Excel recalculation logic
33
2.12.1
Marking dependents for recalculation
33
2.12.2
Triggering functions to be called by Excel
-
the trigger
argument
34
2.12.3
Volatile functions
35
2.12.4
Cross-worksheet dependencies
-
Excel
97/2000
versus
2002
and later versions
36
2.12.5
User-defined functions (VB Macros) and add-in functions
38
2.12.6
Data Table recalculation
40
2.12.7
Conditional formatting
40
2.12.8
Argument evaluation: IF(), 0R(),
ANDO,
CHOOSES).
· ·
41
2.12.9
Controlling Excel recalculation programmatically
42
2.12.10
Forcing Excel to recalculate a workbook or other object
44
2.12.11
Using functions in name definitions
45
2.12.12
Multi-threaded recalculation
45
2.13
The Add-in Manager
46
2.14
Loading and unloading add-ins
46
2.14.1
Add-in information
47
2.15
Paste function dialog
47
Contents
vii
2.15.1
Function category
47
2.15.2
Function name, argument list and description
48
2.15.3
Argument construction dialog
48
2.16
Good spreadsheet design and practice
49
2.16.1
Filename, sheet title and name, version and revision history
49
2.16.2
Magic numbers
49
2.16.3
Data organisation and design guidelines
50
2.16.4
Formula repetition
51
2.16.5
Efficient lookups: MATCHQ,
INDEXO
and OFFSETQ versus
VLOOKUPO
51
2.17
Problems with very large spreadsheets
54
2.18
Conclusion
54
3
Using VBA
55
3.1
Opening the VB editor
55
3.2
Using VBA to create new commands
56
3.2.1
Recording VBA macro commands
57
3.3
Assigning VBA command macros to control objects in a worksheet
58
3.4
Using VBA to trap Excel events
59
3.5
Using VBA to create new functions
61
3.5.1
Function scope
61
3.5.2
Declaring VBA functions as volatile
62
3.6
Using VBA as an interface to external DLL add-ins
62
3.6.1
Declaring DLL functions in VB
62
3.6.2
Call-by-reference versus call-by-value
63
3.6.3
Converting argument and return data types between VBA
and
C/C++ 64
3.6.4
VBA data types and limits
64
3.6.5
VB/OLE Currency type
66
3.6.6
VB/OLE Bstr Strings
66
3.6.7
Passing strings to
C/C++
functions from VBA
68
3.6.8
Returning strings to VBA from a DLL
70
3.6.9
Variant data type
71
3.6.10
Variant types supported by VBA
72
3.6.11
Variant types that Excel can pass to VBA functions
74
3.6.12
User-defined data types in VB
76
3.6.13
VB object data type
78
3.6.14
Calling XLM functions and commands from VBA:
Appi
і
cati on
.
ExecuteExcel4Mac ro
() 79
3.6.15
Calling user-defined functions and commands from VBA:
Appi
і
cation.Run
О
79
3.7
Excel ranges, VB arrays, SafeArrays, array Variants
80
3.7.1
Declaring VB arrays and passing them back to Excel
81
3.7.2
Passing arrays and ranges from Excel to VBA to
C/C++ 83
3.7.3
Converting array Variants to and from
C/C++
types
84
3.7.4
Passing VB arrays to and from
C/C++ 86
viii Contents
3.8
Commands versus functions in VBA
86
3.9
Creating VB add-ins (XLA files)
87
3.10
VBA versus
C/C++:
some basic questions
88
Creating a 32-bit Windows
(Win32)
DLL Using Visual
C++ 6.0
or
Visual Studio .NET
89
4.1
Windows library basics
89
4.2
DLL basics
89
4.3
DLL memory and multiple DLL instances
90
4.4
Multi-threading
90
4.5
Compiled function names
91
4.5.1
Name decoration
91
4.5.2
The extern "C" declaration
92
4.6
Function calling conventions:
_
cdecl,
._
stdcall,
_
fastcall
93
4.7
Exporting DLL function names
94
4.7.1
The
_
declspec (dllexport) keyword
95
4.7.2
Definition
(*.
DEF)
files
95
4.7.3
Using a preprocessor linker directive
97
4.8
What you need to start developing add-ins in
C/C++ 97
4.9
Creating a DLL using Visual
C++ 6.0 98
4.9.1
Creating the empty DLL project
98
4.9.2
Adding code to the project
100
4.9.3
Compiling and debugging the DLL
101
4.10
Creating a DLL using Visual
C++
.NET
2003 103
4.10.1
Creating the empty DLL project
103
4.10.2
Adding code to the project
106
4.10.3
Compiling and debugging the DLL
106
4.11
Accessing DLL functions from VB
108
4.12
Accessing DLL functions from excel
110
5
Turning DLLs into XLLs: The Add-in Manager Interface 111
5.1
The xlcall32 library and the
С
API functions 111
5.2
What does the Add-in manager do?
114
5.2.1
Loading and unloading installed add-ins
114
5.2.2
Active and inactive add-ins
114
5.2.3
Deleted add-ins and loading of inactivate add-ins
114
5.3
Creating an XLL: The xlAuto interface functions
115
5.4
When and in what order does Excel call the XLL interface
functions?
116
5.5
XLL functions called by the Add-in Manager and Excel
117
5.5.1
xlAutoOpen
117
5.5.2
xlAutoClose
118
5.5.3
xlAutoAdd
118
5.5.4
xlAutoRemove
119
5.5.5
xlAddlnManagerlnfo (xlAddInManagerlnfol2)
120
Contents
5.5.6 xlAutoRegister (xlAutoRegisterl2) 122
5.5.7 xlAutoFree (xlAutoFreel2) 123
6
Passing Data Between
Excel
and the DLL
127
6.1
Handling Excel's internal data structures:
С
or
C++? 127
6.2
How Excel exchanges worksheet data with DLL add-in functions
128
6.2.1
Native
C/C++
data types
128
6.2.2
Excel floating-point array structures: xl4_array,
xll2_array
129
6.2.3
The
хіорег/хіорегіг
structures
135
6.2.4
The xlref/xlref
12
structures
141
6.2.5
The xlmref/xlmref
12
structures
142
6.2.6
The
oper
/operi
2
structures
143
6.3
Defining constant xlopers/xloperl2s
144
6.4
A
C++
class wrapper for the
xloper/xloperl2
-
cpp_xloper
146
6.5
Converting between xloper/xloper^s and
C/C++
data types
154
6.6
Converting between
хіорег/хіорегіг
types
154
6.7
Converting between xlopers and variants
155
6.8
Converting between xlopers and xloperl2s
159
6.9
Detailed Discussion of xloper types
163
6.9.1
Freeing xloper memory
164
6.9.2
Worksheet (floating point) number: xltypeNum
166
6.9.3
Length-counted string: xltypeStr
168
6.9.4
Excel Boolean: xltypeBool
174
6.9.5
Worksheet error value: xltypeErr
177
6.9.6
Excel internal integer: xltypelnt
178
6.9.7
Array (mixed type): xltypeMulti
180
6.9.8
Worksheet cell/range reference: xltypeRef and
xltypeSRef
191
6.9.9
Empty worksheet cell: xltypeNil
196
6.9.10
Worksheet binary name: xltypeBigData
198
6.10
Initialising xloper/xloper^s
198
6.11
Missing arguments
201
7
Memory Management
203
7.1
Excel stack space limitations
203
7.2
Static add-in memory and multiple Excel instances
204
7.3
Getting Excel to free memory allocated by Excel
205
7.3.1
Freeing xloper memory within the DLL call
205
7.3.2
Freeing Excel-allocated xloper memory returned by the
DLL function
206
7.3.3
Hiding xloper memory management within a
C++
class
208
7.4
Getting Excel to call back the DLL to free DLL-allocated memory
208
7.5
Returning data by modifying arguments in place
211
Contents
7.6
Making add-in functions thread safe
212
7.6.1
Multi-threaded recalculations (MTR) in Excel
2007
(version
12) 212
7.6.2
Which of Excel'
s
built-in functions are thread-safe
213
7.6.3
Allocating thread-local memory
214
7.6.4
Excel's sequencing of calls to xlAutoFree in a
multi-threaded system
218
7.6.5
Using critical sections with memory shared between threads
219
8
Accessing Excel Functionality using the
С
API
223
8.1
The Excel
4
macro language (XLM)
223
8.1.1
Commands, worksheet functions and macro sheet functions
224
8.1.2
Commands that optionally display dialogs
-
the
xl
Prompt bit
225
8.1.3
Accessing XLM functions from the worksheet using
defined names
225
8.2
The Excel4(), Excel
120
С
API functions
226
8.2.1
Introduction
226
8.2.2
Excel4(), Excel
120
return values
227
8.2.3
Calling Excel worksheet functions in the DLL using
ExceWO,
Excelso
229
8.2.4
Calling macro sheet functions from the DLL using
Excel4(), Excell2()
231
8.2.5
Calling macro sheet commands from the DLL using
Excel4()/Excell2()
233
8.3
The Excel4v
( )
/ExcelOv
( )
С
API functions
233
8.4
What
С
API functions can the DLL call and when?
236
8.5
Wrapping the
С
API
238
8.6
Registering and un-registering DLL (XLL) functions
244
8.6.1
The xlfRegister function
245
8.6.2
Specifying which category the function should be listed
under
248
8.6.3
Specifying argument and return types
249
8.6.4
Giving functions macro sheet function permissions
252
8.6.5
Specifying functions as volatile
253
8.6.6
Specifying functions as thread-safe (Excel
2007
only)
253
8.6.7
Returning values by modifying arguments in place
253
8.6.8
The Paste Function dialog (Function Wizard)
254
8.6.9
Function help parameter to xlfRegister
256
8.6.10
Argument help parameters to xlfRegister
256
8.6.11
Managing the data needed to register exported functions
256
8.6.12
Registering functions with dual interfaces for Excel
2007
and earlier versions
263
8.6.13
A class based approach to managing registration data
266
8.6.14
Getting and using the function's register ID
269
8.6.15
Un-registering a DLL function
270
8.7
Registering and un-registering DLL (XLL) commands
271
Contents
8.7.1
Accessing XLL commands
273
8.7.2
Breaking execution of an XLL command
274
8.8
Functions defined for the
С
API only
274
8.8.1
Freeing Excel-allocated memory within the DLL: xlFree
274
8.8.2
Getting the available stack space: xlStack
275
8.8.3
Converting one
хіорег/хіорегіг
type to another:
xlCoerce
276
8.8.4
Setting cell values from a command: xlSet
278
8.8.5
Getting the internal ID of a named sheet: xlsheetld
279
8.8.6
Getting a sheet name from its internal ID: xlSheetNm
281
8.8.7
Yielding processor time and checking for user breaks:
xlAbort
282
8.8.8
Getting Excel's instance handle: xlGetlnst
283
8.8.9
Getting the handle of the top-level Excel window:
xlGetHwnd
283
8.8.10
Getting the path and file name of the DLL: xlGetName
284
8.9
Working with binary names
285
8.9.1
The xltypeBigData xloper
286
8.9.2
Basic operations with binary names
286
8.9.3
Creating, deleting and overwriting binary names
287
8.9.4
Retrieving binary name data
287
8.9.5
Example worksheet functions
288
8.10
Workspace information commands and functions
289
8.10.1
Setting the application title:
xl
f
AppTi
t
le
290
8.10.2
Setting the document window title: xlfWindowTitle
290
8.10.3
Getting a reference to the active cell: xlfActiveCell
291
8.10.4
Getting a list of all open Excel documents:
xl
f
Documents
291
8.10.5
Information about a cell or a range of cells: xlfGetCell
291
8.10.6
Sheet or workbook information:
xl
f
GetDocument
293
8.10.7
Getting the formula of a cell: xlfGetFormula
297
8.10.8
Getting a cell's comment: xlfGetNote
297
8.10.9
Information about a window: xlf GetWindow
298
8.10.10
Information about a workbook: xlfGetWorkbook
301
8.10.11
Information about the workspace: xlfGetWorkspace
303
8.10.12
Information about the selected range or object:
xlfSelection
309
8.10.13
Getting names of open Excel windows:
xl
f
Windows
310
8.10.14
Converting a range reference: xlf FormulaConvert
311
8.10.15
Converting text to a reference: xlf Textr
e f
312
8.10.16
Converting a reference to text:
xl
f
Ref
text
312
8.10.17
Information about the calling cell or object: xlfCaller
313
8.10.18
Information about the calling function type
315
8.11
Working with Excel names
316
8.11.1
Specifying worksheet names and name scope
316
8.11.2
Basic operations with Excel names
318
8.11.3
Defining a name on a worksheet: xlcDefineName
318
Contents
8.11.4
Defining and deleting a name in the DLL: xlf SetName
319
8.11.5
Deleting a worksheet name: xlcDeleteName
321
8.11.6
Getting the definition of a named range: xlf GetName
322
8.11.7
Getting the defined name of a range of cells: xlfGetDef
324
8.11.8
Getting a list of named ranges:
xl
f
Names
325
8.12
Working with Excel menus
326
8.12.1
Menu bars and ID numbers and menu and command
specifiers
327
8.12.2
Short-cut (context) menu groups
328
8.12.3
Getting information about a menu bar: xlfGetBar
330
8.12.4
Creating a new menu bar or restoring a default bar:
xlfAddBar
332
8.12.5
Adding a menu or sub-menu:
xl
f
AddMenu
332
8.12.6
Adding a command to a menu: xlf AddCommand
335
8.12.7
Displaying a custom menu bar: xlfShowBar
338
8.12.8
Adding/removing a check mark on a menu command:
xlfCheckCommand
338
8.12.9
Enabling/disabling a custom command or menu:
xlfEnableCommand
339
8.12.10
Changing a menu command name: xlfRenameCommand
341
8.12.11
Deleting a command from a menu: xlfDeleteCommand
342
8.12.12
Deleting a custom menu: xlfDeleteMenu
343
8.12.13
Deleting a custom menu bar: xlfDeleteBar
343
8.13
Working with toolbars
344
8.13.1
Getting information about a toolbar: xlfGetToolbar
345
8.13.2
Getting information about a tool button on a toolbar:
xlfGetTool
345
8.13.3
Creating a new toolbar: xlf AddToolbar
346
8.13.4
Adding buttons to a toolbar: xlcAddTool
347
8.13.5
Assigning/removing a command on a tool:
xlcAssignToTool
347
8.13.6
Enabling/disabling a button on a toolbar: xlf EnableTool
348
8.13.7
Moving/copying a command between toolbars:
xlcMoveTool
348
8.13.8
Showing a toolbar button as pressed: xlf PressTool
349
8.13.9
Displaying or hiding a toolbar: xlcShowToolbar
349
8.13.10
Resetting a built-in toolbar: xlfResetToolbar
350
8.13.11
Deleting a button from a toolbar: xlcDeleteTool
350
8.13.12
Deleting a custom toolbar: xlfDeleteToolbar
351
8.14
Working with custom dialog boxes
351
8.14.1
Displaying an alert dialog box:
xl
cAl
ert
351
8.14.2
Displaying a custom dialog box: xlfDialogBox
352
8.14.3
Restricting user input to dialog boxes:
xlcDisablelnput
356
8.15
Trapping events with the
С
API
356
8.15.1
Trapping a DDE data update event: xlcOnData
357
8.15.2
Trapping a double-click event: xlcOnDoubleclick
357
Contents
8.15.3
Trapping a worksheet data entry event: xlcOnEntry
358
8.15.4
Trapping a keyboard event: xlcOnKey
358
8.15.5
Trapping a recalculation event: xlcOnRecalc
360
8.15.6
Trapping a window selection event: xlcOnWindow
360
8.15.7
Trapping a system clock event: xlcOnTime
361
8.16
Miscellaneous commands and functions
361
8.16.1
Disabling screen updating during command execution:
xlcEcho
361
8.16.2
Displaying text in the status bar:
xl
cMes
s
age
361
8.16.3
Evaluating a cell formula:
xl
f
Evaluate
362
8.16.4
Calling user-defined functions from an XLL or DLL:
xlUDF
363
8.16.5
Calling user-defined commands from an XLL or DLL:
xlcRun
363
8.17
The XLCallVerO
С
API function
364
9
Miscellaneous Topics
365
9.1
Timing function execution in VBA and
C/C++ 365
9.2
Relative performance of VBA,
C/C++:
Tests and results
369
9.2.1
Conclusion of test results
372
9.3
Relative performance of
С
API versus VBA calling from a
worksheet cell
372
9.4
Detecting when a worksheet function is called from an Excel dialog
373
9.4.1
Detecting when a worksheet function is called from the
Paste Function dialog (Function Wizard)
374
9.4.2
Detecting when a worksheet function is called from the
Search and Replace dialog
375
9.4.3
Detecting when a worksheet function is called from either
the Search and Replace or Paste Function dialogs
375
9.5
Accessing Excel functionality using COM/OLE automation using
C++ 376
9.5.1
Initialising and un-initialising COM
377
9.5.2
Getting Excel to recalculate worksheets using COM
379
9.5.3
Calling user-defined commands using COM
380
9.5.4
Calling user-defined functions using COM
382
9.5.5
Calling XLM functions using COM
383
9.5.6
Calling worksheet functions using COM
383
9.6
Maintaining large data structures within the DLL
385
9.7
A
C++
Excel name class example, xlName
387
9.8
Keeping track of the calling cell of a DLL function
389
9.8.1
Generating a unique name
390
9.8.2
Obtaining the internal name of the calling cell
393
9.8.3
Naming the calling cell
394
9.8.4
Internal XLL name housekeeping
396
9.9
Passing references to Excel worksheet functions
398
9.9.1
Data references
398
9.9.2
Function references
398
xiv Contents
9.10
Multi-tasking, Multi-threading and asynchronous calls in DLLs
401
9.10.1
Setting up timed calls to DLL commands: xlcOnTime
402
9.10.2
Starting and stopping threads from within a DLL
404
9.10.3
Calling the
С
API from a DLL-created thread
405
9.11
A background task management class and strategy
406
9.11.1
Requirements
406
9.11.2
Communication between Excel and a background thread
407
9.11.3
The software components needed
408
9.11.4
Imposing restrictions on the worksheet function
409
9.11.5
Organising the task list
409
9.11.6
Creating, deleting, suspending, resuming the thread
411
9.11.7
The task processing loop
412
9.11.8
The task interface and main functions
413
9.11.9
The polling command
415
9.11.10
Configuring and controlling the background thread
416
9.11.11
Other possible background thread applications and
strategies
417
9.12
How to crash Excel
417
9.13
Add-in Design
419
9.13.1
Separating interface code from core function code
419
9.13.2
Controlling error propagation
429
9.13.3
Making add-in behaviour Excel version-sensitive and
backwards-compatible
432
9.13.4
Version-dependent workbook recalculation results
433
9.14
Optimisation
433
9.14.1
Low level code optimisation
434
9.14.2
VBA code optimisation
440
9.14.3
Excel calculation optimisation
441
10
Example Add-ins and Financial Applications
451
10.1
String functions
451
10.2
Statistical functions
463
10.2.1
Pseudo-random number generation
464
10.2.2
Generating random samples from the normal distribution
467
10.2.3
Generating correlated random samples
468
10.2.4
Quasi-random number sequences
469
10.2.5
The normal distribution
470
10.3
Matrix functions
-
eigenvalues and eigenvectors
474
10.4
Interpolation
477
10.4.1
Linear interpolation
477
10.4.2
Bilinear interpolation
479
10.4.3
Cubic splines
482
10.5
Lookup and search functions
485
10.6
Financial markets date functions
493
10.7
Building and reading discount curves
502
10.8
Building trees and lattices
505
10.9
Monte Carlo simulation
506
Contents
10.9.1
Using
Excel and VBA
only
507
10.9.2
Using Excel and
C/C++
only
509
10.9.3
Using worksheet functions only
511
10.10
Calibration
511
10.11
CMS derivative pricing
513
10.12
The SABR stochastic volatility model
519
10.13
Optimising the SABR implementation for CMS derivatives
528
Appendix
1
Contents of the CD ROM
531
Related reading
535
Web Links and Other Resources
537
Index
539 |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Dalton, Steve |
| author_facet | Dalton, Steve |
| author_role | aut |
| author_sort | Dalton, Steve |
| author_variant | s d sd |
| building | Verbundindex |
| bvnumber | BV023383134 |
| callnumber-first | H - Social Science |
| callnumber-label | HF5548 |
| callnumber-raw | HF5548.4.M523 |
| callnumber-search | HF5548.4.M523 |
| callnumber-sort | HF 45548.4 M523 |
| callnumber-subject | HF - Commerce |
| classification_rvk | QK 600 |
| ctrlnum | (OCoLC)255393466 (DE-599)BVBBV023383134 |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| edition | 2. ed., repr. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02118nam a2200517zc 4500</leader><controlfield tag="001">BV023383134</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20120217 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">080708r2008uuuuxxuad|| |||| 00||| eng d</controlfield><datafield tag="010" ind1=" " ind2=" "><subfield code="a">2006036080</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780470027974</subfield><subfield code="c">cloth/cd : alk. paper</subfield><subfield code="9">978-0-470-02797-4</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0470027975</subfield><subfield code="c">cloth/cd : alk. paper</subfield><subfield code="9">0-470-02797-5</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)255393466</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV023383134</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-521</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HF5548.4.M523</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 600</subfield><subfield code="0">(DE-625)141666:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Dalton, Steve</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Financial applications using Excel add-in development in C/C++</subfield><subfield code="c">Steve Dalton</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">2. ed., repr.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Chichester [u.a.]</subfield><subfield code="b">Wiley</subfield><subfield code="c">2008</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XX, 560 S.</subfield><subfield code="b">Ill., graph. Darst.</subfield><subfield code="e">1 CD-ROM (12 cm)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Wiley finance series</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">C</subfield><subfield code="g">Programmiersprache</subfield><subfield code="0">(DE-588)4113195-2</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">C++</subfield><subfield code="0">(DE-588)4193909-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">VisualBASIC für Applikationen</subfield><subfield code="0">(DE-588)4341325-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Add in</subfield><subfield code="0">(DE-588)4388727-2</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">EXCEL</subfield><subfield code="0">(DE-588)4138932-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">EXCEL</subfield><subfield code="0">(DE-588)4138932-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">VisualBASIC für Applikationen</subfield><subfield code="0">(DE-588)4341325-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">C++</subfield><subfield code="0">(DE-588)4193909-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">C</subfield><subfield code="g">Programmiersprache</subfield><subfield code="0">(DE-588)4113195-2</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="4"><subfield code="a">Add in</subfield><subfield code="0">(DE-588)4388727-2</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="5"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="780" ind1="0" ind2="0"><subfield code="i">1. Auf. u.d.T.</subfield><subfield code="a">Dalton, Steve</subfield><subfield code="t">Excel add-in development in C/C++</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016566198&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-016566198</subfield></datafield></record></collection> |
| id | DE-604.BV023383134 |
| illustrated | Illustrated |
| index_date | 2024-07-02T21:17:11Z |
| indexdate | 2024-07-09T21:17:21Z |
| institution | BVB |
| isbn | 9780470027974 0470027975 |
| language | English |
| lccn | 2006036080 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016566198 |
| oclc_num | 255393466 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-945 DE-521 |
| owner_facet | DE-355 DE-BY-UBR DE-945 DE-521 |
| physical | XX, 560 S. Ill., graph. Darst. 1 CD-ROM (12 cm) |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Dalton, Steve Verfasser aut Financial applications using Excel add-in development in C/C++ Steve Dalton 2. ed., repr. Chichester [u.a.] Wiley 2008 XX, 560 S. Ill., graph. Darst. 1 CD-ROM (12 cm) txt rdacontent n rdamedia nc rdacarrier Wiley finance series C Programmiersprache (DE-588)4113195-2 gnd rswk-swf C++ (DE-588)4193909-8 gnd rswk-swf VisualBASIC für Applikationen (DE-588)4341325-0 gnd rswk-swf Add in (DE-588)4388727-2 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf EXCEL (DE-588)4138932-3 gnd rswk-swf EXCEL (DE-588)4138932-3 s VisualBASIC für Applikationen (DE-588)4341325-0 s C++ (DE-588)4193909-8 s C Programmiersprache (DE-588)4113195-2 s Add in (DE-588)4388727-2 s Finanzmathematik (DE-588)4017195-4 s DE-604 1. Auf. u.d.T. Dalton, Steve Excel add-in development in C/C++ Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016566198&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Dalton, Steve Financial applications using Excel add-in development in C/C++ C Programmiersprache (DE-588)4113195-2 gnd C++ (DE-588)4193909-8 gnd VisualBASIC für Applikationen (DE-588)4341325-0 gnd Add in (DE-588)4388727-2 gnd Finanzmathematik (DE-588)4017195-4 gnd EXCEL (DE-588)4138932-3 gnd |
| subject_GND | (DE-588)4113195-2 (DE-588)4193909-8 (DE-588)4341325-0 (DE-588)4388727-2 (DE-588)4017195-4 (DE-588)4138932-3 |
| title | Financial applications using Excel add-in development in C/C++ |
| title_auth | Financial applications using Excel add-in development in C/C++ |
| title_exact_search | Financial applications using Excel add-in development in C/C++ |
| title_exact_search_txtP | Financial applications using Excel add-in development in C/C++ |
| title_full | Financial applications using Excel add-in development in C/C++ Steve Dalton |
| title_fullStr | Financial applications using Excel add-in development in C/C++ Steve Dalton |
| title_full_unstemmed | Financial applications using Excel add-in development in C/C++ Steve Dalton |
| title_old | Dalton, Steve Excel add-in development in C/C++ |
| title_short | Financial applications using Excel add-in development in C/C++ |
| title_sort | financial applications using excel add in development in c c |
| topic | C Programmiersprache (DE-588)4113195-2 gnd C++ (DE-588)4193909-8 gnd VisualBASIC für Applikationen (DE-588)4341325-0 gnd Add in (DE-588)4388727-2 gnd Finanzmathematik (DE-588)4017195-4 gnd EXCEL (DE-588)4138932-3 gnd |
| topic_facet | C Programmiersprache C++ VisualBASIC für Applikationen Add in Finanzmathematik EXCEL |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016566198&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT daltonsteve financialapplicationsusingexceladdindevelopmentincc |