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Download PDF Excel Add-in Development in C/C++ Applications in Finance by Steve Dalton


Sinopsis

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.




Content

  1. Excel Functionality
  2. UsingVBA
  3. Creating a 32-bit Windows (Win32) DLL Using Visual C++ 6.0 or Visual Studio .NET
  4. Turning DLLs into XLLs: The Add-in Manager Interface
  5. Passing Data between Excel and the DLL
  6. Memory Management
  7. Accessing Excel Functionality Using the C API
  8. Miscellaneous Topics
  9. Example Add-ins and Financial Applications



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