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. package contains the following:
BuildFunctions.dll - the source code
BuildFunctions.dll - the compiled code
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. here .
Below is a description of the Build functions.
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
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
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
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
Function
Loads a volatility term (strikes and volatilities) into memory
Inputs
Volatility Name, Strikes, Volatilities
Comment
A minimum of three data points required
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
Function
Loads a volatility data (strikes, terms, forwards and volatilities) into memory
Inputs
Volatility Name, Strikes, Terms, Forward Rate, Volatilities
Comment
Strikes and Dates must be in ascending order, Strikes input as a percentage of Forward Rates
Function
Retrieves volatility from Data loaded with BuildVolTerm, BuildVolGrid or BuildVolData
Inputs
Volatility Name, Strike, Term (no term needed when data is loaded with BuildVolTerm)
Comment
Volga-vanna interpolation between Strikes, log-linear between Terms, flat outside the range
Build Functions
