Interoperability

Software Tools and Applications in Finance with Excel, C# and C++
1. Auflage 2011
ISBN: 978-0-470-97980-8
Verlag: John Wiley & Sons Inc

Buch, Englisch, 288 Seiten, Format (B × H): 150 mm x 274 mm

Reihe: Wiley Finance Series

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.

Autoren/Hrsg.

Duffy, Daniel J.

Demming, Robert

Fachgebiete

• Wirtschaftswissenschaften Betriebswirtschaft Unternehmensfinanzen Finanzierung, Investition, Leasing
• Mathematik | Informatik EDV | Informatik Business Application Tabellenkalkulation Microsoft Excel
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines
• Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsinformatik, SAP, IT-Management
• Mathematik | Informatik EDV | Informatik Programmierung | Softwareentwicklung Microsoft Programmierung .NET Programmierung

Inhaltsverzeichnis

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