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

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.