文件名称：Financial Applications Using Excel Add-in Development in C-C++,
文件大小：5.92MB
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更新时间：2021-02-06 05:46:57
Excel Add-in
Since the publication of the first edition of this book late in 2004, Microsoft have announced the release of Excel 2007 (version 12), one of the most important new releases since Excel 97 (version 8). For those developing add-ins in C and C++ so little changed between Excel 97 and Excel 2003 (version 11) that the entire first edition applied almost equally to versions 8, 9, 10 and 11. Excel 2007 introduces some important and longawaited changes that have a significant impact on the text of this book, which has been updated to reflect these new features. For the first time in many releases, the Excel team have updated parts of the C API interface to allow XLL add-in writers to take advantage of some of these new features. The three areas that have the biggest impact are the introduction of multi-threaded recalculation, a worksheet grid over 1,000 times larger than is supported in previous versions, and support in the C API for 32Kbyte Unicode strings. The implications for XLLs of these changes and others are fully explored in this edition. Beyond matters relating to Excel 2007, this edition adds a great deal of new material to the first. There is a much expanded section of Excel’s recalculation logic, intended to help you minimise calculation times and maximise control, as well as a new section that spcifically addresses optimisation of calculations, both in the add-in and in the workbook. The example C++ class described in the first edition that wraps the xloper data type has not only been enhanced to handle the new Excel 2007 data types but also to wrap calls to the C API as well. There is a new section relating to add-in design, covering issues such as good practice for the separation of interfaces, and techniques for controlling the propagation of errors through a workbook. There are numerous other small additions and modifications to the original text, not significant enough to warrant mention here. As you would expect, the known errors and omissions in the original text have also been fixed, although readers are asked to bear in mind that the writing constraints of such a book mean that bug-free can only ever be a goal not a promise where code samples are concerned. Beyond this, new material relates to a few practical applications. These tend to be those that are most relevant to the professional derivatives markets, but will I hope, still provide some useful insights for people outside this world. There is a little more about interpolation. The section relating to the Gaussian normal distribution is revised and now takes a more sensible Excel version-specific approach, which also serves as an example of backwards-compatible and version-aware add-in funtionality.