c classes for numerical analysis applications in finance

Excel Add-in Development in C/C++: Applications in Finance potx

... Excel Add -in Development in C/ C++ Applications in Finance Steve Dalton Excel Add -in Development in C/ C++ Wiley Finance Series For other titles in the Wiley Finance Series please ... basic insight and a foundation for further reading Excel recalculates by creating lists of cells which determine the order in which things should be calculated Excel constructs this by inspecting ... un-initialising COM 9.5.2 Getting Excel to recalculate worksheets using COM 9.5.3 Calling user-deﬁned commands using COM 9.5.4 Calling user-deﬁned functions using COM 9.5.5 Calling XLM functions...

Excel Add-in Development in C/C++ Applications in Finance phần 1 ppt

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... Excel Add -in Development in C/ C++ Applications in Finance Steve Dalton Excel Add -in Development in C/ C++ Wiley Finance Series For other titles in the Wiley Finance Series please ... un-initialising COM 9.5.2 Getting Excel to recalculate worksheets using COM 9.5.3 Calling user-deﬁned commands using COM 9.5.4 Calling user-deﬁned functions using COM 9.5.5 Calling XLM functions ... functions using COM 9.5.6 Calling worksheet functions using COM 9.6 Maintaining large data structures within the DLL 9.7 A C+ + Excel name class example, xlName 9.8 Keeping track of the calling cell...

Excel Add-in Development in C/C++ Applications in Finance phần 2 pps

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... basic insight and a foundation for further reading Excel recalculates by creating lists of cells which determine the order in which things should be calculated Excel constructs this by inspecting ... Development in C/ C++ SheetActivate; SheetBeforeDoubleClick; SheetBeforeRightClick; SheetCalculate; SheetChange; SheetDeactivate; SheetFollowHyperlink; SheetSelectionChange; WindowActivate; WindowDeactivate; ... Function NumCalls 1(d As Double) As Integer CallCount1 = CallCount1 + NumCalls = CallCount1 End Function Pressing {F9} will cause Excel to mark cell B3, containing the volatile function NOW(), for...

Excel Add-in Development in C/C++ Applications in Finance phần 3 pot

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... arg); Creating a 32-bit Windows (Win32) DLL Using VC 6.0 or VS NET 79 4.6 FUNCTION CALLING CONVENTIONS: cdecl, stdcall, fastcall The Microsoft-speci c keyword modiﬁers, cdecl, stdcall and fastcall, ... Add -in Development in C/ C++ Table 4.2 (continued ) cdecl Sufﬁx: none Case change: none stdcall Sufﬁx: @n n = bytes stack space for arguments fastcall Case change: none Case change: none C+ + functions: ... inspected, the step-by-step execution of code, etc Without getting into the details of the VC user interface, the Build menu contains the commands for compiling and linking the DLL and changing...

Excel Add-in Development in C/C++ Applications in Finance phần 4 pdf

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... accessing the elements of such an array is to maintain a list of pointers to the beginning of each row and then access the elements by offsetting each start-of-row pointer (Numerical Recipes in ... which should be one that was dynamically allocated in the DLL • A static array containing dynamic memory strings will leak memory • A DLL-created dynamic array containing Excel-allocated strings ... 102 Excel Add -in Development in C/ C++ Using the C+ + xloper class cpp_xloper, introduced in section 6.4, the above code can be rewritten as follows: xloper * stdcall xlAddInManagerInfo(xloper...

Excel Add-in Development in C/C++ Applications in Finance phần 5 pptx

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... static keyword in the declaration of pig_array[] When calling back into Excel using the Excel4() function, Excel versions 97 and later check to see if there is enough space for the worst case (in ... blocks of memory allocated for a given instance, etc) 7.3 GETTING EXCEL TO FREE MEMORY ALLOCATED BY EXCEL When calling the Excel4() or Excel4v() functions, Excel will sometimes allocate memory for ... xlfFunctionName in the case of functions, or xlcCommandName in the case of commands Typically, an Excel function that appears in uppercase on a sheet appears in proper case in the header ﬁle For...

Excel Add-in Development in C/C++ Applications in Finance phần 6 docx

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... may crash or destabilise Excel During an execution of a background thread created by the DLL No See section 9.5 Accessing Excel functionality using COM/OLE for information about how to call Excel ... further, creating a class and statically instantiating one for each exported function one in your project The class constructor could also pass a reference of itself to a container class that ... Excel in such cases, including how to get Excel to call into the DLL again in such a way that the C API is available 8.5 REGISTERING AND UN-REGISTERING DLL (XLL) FUNCTIONS Registering functions...

Excel Add-in Development in C/C++ Applications in Finance phần 7 doc

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... Number corresponding to the country version of Excel Number separators List separator Row character Column character Accessing Excel Functionality Using the C API 231 Table 8.18 (continued ) Category ... Getting Excel to free memory allocated by Excel for details.) Warning: The DLL can be called by the operating system, for example, DllMain()or during a Windows call-back Calling xlfCaller in these ... address string but only in A1 style Accessing Excel Functionality Using the C API 237 The Excel4() function set-up and call are as shown in the following C/ C++ code example of an exportable function...

Excel Add-in Development in C/C++ Applications in Finance phần 8 pptx

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... associated with the DataSourceSink argument Accessing Excel Functionality Using the C API 279 8.14.2 Trapping a double-click event: xlcOnDoubleclick Overview Instructs Excel to call a speciﬁed command ... ID is a string containing the text of the command including ampersand, that can be used as the CommandRef parameter in a call to xlfAddCommand Accessing Excel Functionality Using the C API 265 ... Check(show_check); SubMenuCmd("XLL command 1"); Excel4(xlfCheckCommand, &RetVal, 5, &BarNum, &Menu, &Cmd, &Check, &SubMenuCmd); 262 Excel Add -in Development in C/ C++ 8.11.9 Enabling/disabling a custom command...

Excel Add-in Development in C/C++ Applications in Finance phần 9 pptx

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... ReplaceMask (registered with Excel) Description Replaces all occurrences of characters in a search string with corresponding characters from a replacement string, or removes all such occurrences ... still contains the function for which the name was originally created The class discussed in section 9.7 A C+ + Excel name class example, xlName, on page 307, contains a member function that initialises ... sufﬁcient to set up a trap for a recalculation event using the xlcOnRecalc function that calls such a function Or it may be necessary to create an automatically repeating command (see sections...

Excel Add-in Development in C/C++ Applications in Finance phần 10 potx

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... an excellent introduction of MC to ﬁnancial instrument pricing Example Add-ins and Financial Applications 377 value recorded Since the error in the calculation of the control is known at each ... access and web access choices.) From within the DLL, the choices are use the C API’s DDE commands or COM to communicate with another application, 366 Excel Add -in Development in C/ C++ or use some ... such curves that can’t be done in VBA either: the assumption is that C/ C++ has been chosen 372 Excel Add -in Development in C/ C++ The possibility that the curve is calculated and maintained centrally...

Simulation and Monte Carlo With applications in finance and MCMC pdf

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... of electronic formats Some content that appears in print may not be available in electronic books Library of Congress Cataloging in Publication Data British Library Cataloguing in Publication ... for any inaccuracies or defects in the programs xii Preface Appendix to illustrate the efficacy of the various designs, including importance and stratified sampling Chapters and 8, on financial ... in Figure 2.2 Finally, each lattice can be constructed from a reduced basis consisting of vectors e1 and e2 which define the smallest lattice cell In Figure 2.1 this is long and thin, while in...

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leszek wojnar - image analysis applications in materials engineering

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... must be obtained in writing from CRC Press LLC for such copying Direct all inquiries to CRC Press LLC, 2000 Corporate Blvd., N.W., Boca Raton, Florida 33431 Trademark Notice: Product or corporate ... threshold will detect only the spots In such circumstances the hysteresis threshold can © 1999 by CRC Press LLC be defined as a procedure for the detection of objects according to the basic threshold ... nor any part may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopying, microfilming, and recording, or by any information storage or retrieval...