Re: [Quantlib-users] Re: Quantlib-users digest, Vol 1 #521 - 5 msgs

[erik <er...@eh...>]

Hi Theo

On Thu, 2004-07-29 at 11:30, TB...@ao... wrote:

> How does the spreadsheet know how to call qlEuropeanOption?

Check the source code for QuantLibXL.  In file xlAutoOpen.cpp, worksheet
formula qlEuropeanOption is linked to C++ function xlEuropeanOption. 
File engines.cpp defines function xlEuropeanOption which constructs the
underlying QuantLib objects (BlackScholesProcess, VanillaOption, etc.)
and returns their details to the spreadsheet.

> I suppose there is a link to c++ dll somewhere.

QuantLibXL *IS* the C++ DLL.  An XLL is a special case of a DLL, with
some extra functions defined that Excel expects to find.

> Regards
> 
> Theo

Not sure if I've told you what you wanted to know, give us a shout back
if you need more info.

Regards
Eric