C++ Excel 加载项开发:金融应用实践

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"Financial Applications using Excel Add-in Development in C++" 本书《Financial Applications using Excel Add-in Development in C++》是关于使用C++进行Excel插件开发的第二版指南,适用于那些希望将金融计算和分析功能集成到Excel中的专业人士。通过XLL(Excel C++ Library)技术,开发者可以创建高效且灵活的工具,增强Excel的功能,使其更适合处理复杂的金融数据和模型。 XLL是一种用于扩展Excel功能的技术,它允许程序员使用C++编写函数,这些函数可以直接在Excel工作表中调用。XLL开发的核心在于理解如何创建XLL工程,这涉及到设置开发环境、配置编译器和链接器选项,以及理解XLL API的使用。XLL API是由Microsoft提供的接口,允许C++代码与Excel的内部机制交互,包括读取和写入单元格、管理工作簿和工作表、处理公式等。 书中详细讲解了XLL的概念,包括其工作原理、优点以及如何开始一个新项目。开发者需要了解如何定义和注册Excel函数,以便用户可以在工作表中直接调用。此外,书中还涵盖了菜单栏和工具栏的开发,这是为了提供更直观的用户界面,使用户能够轻松访问自定义功能。 在实际开发过程中,书中提供的示例代码至关重要。这些代码示例展示了如何实现常见的金融计算任务,如利率计算、期权定价、风险分析等。读者可以通过这些实例学习如何将金融理论转化为可执行的代码,并在Excel环境中运行。 XLL开发不仅限于金融应用,也可以应用于任何需要在Excel中进行复杂计算或数据分析的领域。C++的性能优势使得XLL成为处理大数据量和高性能计算的理想选择。同时,由于Excel的广泛使用,开发XLL插件可以大大提高工作效率,简化工作流程。 本书是金融专业人员和软件开发者提升Excel功能、构建定制化解决方案的宝贵参考资料。它提供了全面的指导,从基础概念到高级技术,帮助读者熟练掌握Excel Add-in开发,利用C++的力量优化金融计算任务。通过学习本书,读者可以构建自己的金融工具集,提升在Excel中的数据分析和决策能力。
2009-06-09 上传
This book is intended to provide the reader with a guide to the issues involved with creating powerful and reliable add-ins for Excel. With years of use, many people build up the experience and understanding needed to create custom functions for Excel in C and C++. However, given the very limited books and resources available, this can be a largely trial-and-error process. The motivation in writing this book is to create something I wish I had had through the years: a coherent explanation of the relevant technology, what steps to follow, what pitfalls to avoid, and a good reference guide. With these things at your side, writing C/C++ DLL and XLL resources can be almost as easy as writing them in Visual Basic, but yields the enormous performance benefit of compiled C/C++ and the Excel C API. In setting goals for this book, I was particularly inspired by two excellent books that I have grown to admire more and more over the years, as they have repeatedly proven their worth; The C Programming Language (Kernighan and Ritchie) and Numerical Recipes in C (Press, Teukolsky, Vetterling and Flannery), albeit that the style of C-coding of the latter can be somewhat dense. If this book achieves a fraction of the usefulness of either of these then you will, I hope, be happy to own it and I will be happy to have written it. This book is intended for anyone with at least solid C and/or C++ foundation skills, a good working knowledge of Excel, a little experience with VBA (though not necessary) and the need to make Excel do things it doesn’t really want to do, or do them faster, more cleanly, more flexibly. A reasonable grasp of basic software development concepts and techniques is assumed. (Section 1.1 Typographical and code conventions used in this book, on page 1, provides more detail of the coding style of the examples given.) The example add-in project included on the CD ROM is intended to demonstrate some of the most important or difficult concepts described in the book, as well as the possibilities that are opened up when you can really play with Excel. These reflect my professional background in the financial markets, although if you are not of that world, you should still find that the techniques described are very widely applicable. There is an enormous amount of material that could have been included in a book on this subject that has either been pared down to the briefest of coverage or omitted completely. I fully accept that there will be those who, perhaps rightly, feel that certain things should have been covered in a book that boasts such a title, and I can only apologise. Any future editions will, I hope, provide an opportunity to rectify the most heinous and unpopular of these shortcomings.