This is an example of COM Add-in containing a collection of functions that load to and retrieve data from the Excel application memory allowing for easy data exchange between spreadsheets. It also features and executable file which registers the dll and installs the COM Add-in.
BuildFunctions.exe - executable which registers the dll and installs the COM Add-in
BuildFunctions.exe - the source code of the executable
BuildFunctions.xls - spreadsheets with BuildFunctions examples
To install the COM Add-in place the BuildFunctions.exe and BuildFunctions.dll in the same folder (any folder) and click on the BuildFunctions.exe.
To download the package click here.
To watch a demo click here.
Below is a description of the Build functions:
BuildDataGrid
Function
Loads a matrix of data into memory
Inputs
Grid Name, Rows Header, Columns Header, Data Matrix
Comment
A minimum of one row and one column required
GetGridPoint
Function
Retrieves a data point from a Data Matrix loaded with BuildDataGrid
Inputs
Grid Name, Row Point, Column Point
Comment
Similar to an Excel Vlookup where the actual column name is used instead of an offsetting number
BuildCurve
Function
Loads a curve represented by an array of dates and an array of numbers into memory
Inputs
Curve Name, Terms, Rates
Comment
A minimum of two data points required
GetRate
Function
Retrieves a Rate from a Curve data loaded with BuildCurve
Inputs
Curve Name, Terms, Rates
Comment
Log-linear interpolation between points and a flat rate outside the dates range is used
BuildVolTerm
Function
Loads a volatility term (strikes and volatilities) into memory
Inputs
Volatility Name, Strikes, Volatilities
Comment
A minimum of three data points required
BuildVolGrid
Function
Loads a volatility grid (strikes, terms and volatilities) into memory
Inputs
Volatility Name, Strikes, Terms, Volatilities
Comment
Strikes and Dates must be in ascending order
BuildVolData
Function
Loads a volatility data (strikes, terms, forwards and volatilities) into memory
Build Functions
