Some of the used open source C + + XLL projects

CodePlex Previous XLL Project

http://xll.codeplex.com/

Advantages: The project is very small, not dependent on other package, such as boost, etc., after downloading the compilation can be used directly. And Excel data as well as function interfaces can meet basic requirements.

Cons: Because the project just provides the most basic interface function, if you want to make the custom function can perfect the work also need more work, such as memory management, exception handling problems (need to have high C + + and Excel interface Understanding ability), otherwise Excel easily crash close. Initially try this code for a period of time and completely give up.

Quantlibxl

Http://quantlib.org/index.shtml

QuantLib is a world-renowned open source financial quantitative analysis library. QUANTLIBXL is an XLL project that has been added to the pure C + + version of the complete Excel interface processing.

Advantages: The function is extremely perfect. First of all, there are a variety of functions accumulated in quantlib, from mathematical functions, to various types of financial product pricing functions, as well as tool functions (such as trading calendar functions), almost covering all the quantitative finance topics, second, the code is strong, fully utilize the characteristics of OOP, It is also stored as a static object in Excel, which facilitates operations at the Excel level. (this point is very similar to the idea of designing Excel Pricer by the quant group of foreign Big Investment Bank), third, the exception processing is very perfect, can return the error message directly to Excel cell, rarely appear Excel crashes.

Cons: Installation is more time-consuming, need to install Python and boost, occupy a large space, in addition to QUANTLIBXL based on the process of adding or modifying code is sometimes more complex, need to have a certain understanding of the structure of the whole library. After a period of trial, the final QUANTLIBXL as the main XLL project.

Exceldna

http://exceldna.codeplex.com/

Advantages: Also a relatively small project, based on C #, has been more mature, easy to get started, but also the exception handling is very perfect. With the advantages of C #, it seems that you can also manipulate Excel's pages and Ribbon in your code (this feature has not been tried)

Cons: Only basic interface functionality is provided, and if you want to do complex work based on this, you may need to write a lot of code. My current use of this project is mainly used to write Excel and MySQL database interface, this function in C # is more convenient than C + +.

Some of the used open source C + + XLL projects