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Excel Add-in Development in C/C++ : Applications in Finance (The Wiley Finance Series)

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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.)
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