[...]... worksheet cell: xltypeNil 6.8 .10 Worksheet binary name: xltypeBigData 92 94 95 95 95 95 96 96 96 97 98 98 99 99 10 0 10 1 10 2 10 3 10 5 10 5 10 5 10 6 10 7 11 1 11 8 11 8 11 9 12 1 12 1 12 6 12 6 12 7 13 0 13 1 13 2 13 5 13 8 14 0 14 2 14 5 15 0 15 5 15 7 Contents 6.9 6 .10 Initialising xlopers Missing arguments ix 15 7 16 0 7 Memory Management 7 .1 Excel stack space limitations 7.2 Static add- in memory and multiple Excel instances 7.3... sub-menu: xlfAddMenu 8 .11 .6 Adding a command to a menu: xlfAddCommand 8 .11 .7 Displaying a custom menu bar: xlfShowBar 8 .11 .8 Adding/removing a check mark on a menu command: xlfCheckCommand 8 .11 .9 Enabling/disabling a custom command or menu: xlfEnableCommand 8 .11 .10 Changing a menu command name: xlfRenameCommand 8 .11 .11 Deleting a command from a menu: xlfDeleteCommand 8 .11 .12 Deleting a custom menu:... Functions defined for the C API only 8.7 .1 Freeing Excel- allocated memory within the DLL: xlFree 16 9 16 9 17 0 17 1 17 1 17 1 17 3 17 4 17 6 17 8 17 8 18 0 18 2 18 3 18 5 18 6 18 8 18 9 18 9 19 0 19 1 19 1 19 1 19 4 19 5 19 6 19 8 19 9 19 9 19 9 x Contents 8.7.2 8.7.3 8.7.4 8.7.5 8.7.6 8.7.7 8.8 8.9 8 .10 Getting the available stack space: xlStack Converting one xloper type to another: xlCoerce Setting cell values from a command:...viii Contents 4 .11 4 .12 Accessing DLL functions from VB Accessing DLL functions from Excel 5 Turning DLLs into XLLs: The Add- in Manager Interface 5 .1 Adding the Excel library and header files to a DLL project 5.2 What does the Add- in Manager do? 5.2 .1 Loading and unloading installed add- ins 5.2.2 Active and inactive add- ins 5.2.3 Deleted add- ins and loading of inactivate add- ins 5.3 Creating an XLL:... Getting Excel to free memory allocated by Excel 7.3 .1 Freeing xloper memory within the DLL call 7.3.2 Freeing xloper memory returned by the DLL function 7.4 Getting Excel to call back the DLL to free DLL-allocated memory 7.5 Returning data by modifying arguments in place 16 1 16 1 16 2 16 2 16 3 16 4 16 6 16 8 8 Accessing Excel Functionality Using the C API 8 .1 The Excel 4 macro language (XLM) 8 .1. 1 Commands,... Automation using C+ + 9.5 .1 Initialising and un-initialising COM 9.5.2 Getting Excel to recalculate worksheets using COM 9.5.3 Calling user-defined commands using COM 9.5.4 Calling user-defined functions using COM 9.5.5 Calling XLM functions using COM 9.5.6 Calling worksheet functions using COM 9.6 Maintaining large data structures within the DLL 9.7 A C+ + Excel name class example, xlName 9.8 Keeping track of... Applications 10 .1 String functions 10 .2 Statistical functions 10 .3 Matrix functions – eigenvalues and eigenvectors 10 .4 Interpolation functions: lines, curves and splines 10 .5 Lookup and search functions 10 .6 Financial markets date functions 10 .7 Building and reading discount curves 10 .8 Building trees and lattices 10 .9 Quasi-random number sequences 10 .10 Generating correlated random samples 10 .11 Monte Carlo... A1 and R 1C1 style comparisons A1 style R 1C1 style Row-column order Column then row Row then column Top row in sheet 1 R1 Bottom row in sheet 65536 R65536 (continued overleaf ) 10 Excel Add- in Development in C/ C++ Table 2.2 (continued ) A1 style R 1C1 style Left-most column in sheet A C1 Right-most column in sheet IV C2 56 Relative reference style as shown by formula =A2 entered into cell B1 =A2 =R [1 ]C[ -1] ... 213 214 214 215 215 215 217 2 21 2 21 222 225 227 233 234 234 235 236 237 239 239 2 41 2 41 242 244 245 247 248 Contents 8 .11 8 .12 8 .13 8 .14 Working with Excel menus 8 .11 .1 Menu bars and ID numbers and menu and command specifiers 8 .11 .2 Short-cut (context) menu groups 8 .11 .3 Getting information about a menu bar: xlfGetBar 8 .11 .4 Creating a new menu bar or restoring a default bar: xlfAddBar 8 .11 .5 Adding... simulation 10 .11 .1 Using Excel and VBA only 10 .11 .2 Using Excel and C/ C++ only 10 .11 .3 Using worksheet functions only 10 .12 Calibration 335 335 344 3 51 353 357 363 3 71 374 374 375 376 377 379 3 81 3 81 References 383 Web Links and Other Resources 385 Index 387 Preface 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 . write add- ins 2 1. 2 .1 VBA macros and add- ins 3 1. 2.2 C/ C++ DLL add- ins 3 1. 2.3 C/ C++ DLLs that can access the C API and XLL add- ins 4 1. 2.4 C/ C++ /C# .NET add- ins 4 1. 3 To which versions of Excel. 374 10 .10 Generating correlated random samples 375 10 .11 Monte Carlo simulation 376 10 .11 .1 Using Excel and VBA only 377 10 .11 .2 Using Excel and C/ C++ only 379 10 .11 .3 Using worksheet functions. check mark on a menu command: xlfCheckCommand 260 8 .11 .9 Enabling/disabling a custom command or menu: xlfEnableCommand 262 8 .11 .10 Changing a menu command name: xlfRenameCommand 263 8 .11 .11 Deleting