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Interoperability

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

Medium: Buch
ISBN: 978-0-470-97980-8
Verlag: John Wiley & Sons Inc
Erscheinungstermin: 09.12.2011
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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.


Produkteigenschaften


  • Artikelnummer: 9780470979808
  • Medium: Buch
  • ISBN: 978-0-470-97980-8
  • Verlag: John Wiley & Sons Inc
  • Erscheinungstermin: 09.12.2011
  • Sprache(n): Englisch
  • Auflage: 1. Auflage 2011
  • Serie: The Wiley Finance Series
  • Produktform: Gebunden
  • Seiten: 288
  • Format (B x H x T): 150 x 274 x 23 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Autoren

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