Exporting C++ code to Excel : a quick and painless tutorial by Antoine Savine

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To export calculation C++ code to Excel is extremely practical. Excel, with all its flexibility and convenience, basically becomes the front end of your C++ application for free. Unfortunately, this is not a particularly intuitive and painless process. Books have been written on the topic, including Dalton’s excellent 600 pager:

Financial Applications using Excel Development

For the benefit of my students and colleagues, I wrote a quick and painless tutorial:

See my tutorial and download necessary files here

I have had excellent feedback from people who found the tutorial particularly helpful, and decided to publish it for everybody’s benefit.

Comments and suggestions are most welcome.

Antoine Savine

Written by

Quantitative Finance Practitioner (Danske Bank), Academic (Copenhagen University) and Author (Modern Computational Finance, Wiley)

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