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.
The 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.
To download the package click 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