Thank you all for plenty of useful tips!!regards,sindreb

<t>hi salsero!I am quite new to c++ (more used to java); STL stands for standard library? can this STL vector hold 2 dimensions?and by transfer what do you mean exactly (I assume you mean copy&paste of each element, or is there a smarter way) ?I was hoping to avoid any structure more complicated...

<t>thanks!I assume that when you say it's not possible to pass a 2-d array, you refer to the fact that the size of dimensions must be declared constants? Because passing a 2-d array works fine, as long as I define the size of the first dimension in the signature.It's true, when I pass 1-d arrays, I ...

<t>hmm.. i think I do all of what you mentionI am able to access the array in c++ as I want, but this requires that I have hardcoded in c++ the size of the array passed from VBA. specifically, I need to write something like: bool _stdcall Simulate(float someArray[size1][size2]) where size1 and size2...

<t>I am trying to define the size of an array in VBA, then pass this parameter to c++ (dll) and create an array in c++ with that size. The message i get is that the size must be a constant (not a parameter). Is there a way around this? I would like to define the size of the array in VBA, not as a co...

<t>For this purpose the arrays are approx. 400 numbers (double/float). But the approach only considers around 20% of the (credit) portfolio (representing 80% of value). In a full scale model they may grow by a factor of 5. I don't know the relative size of these arrays, but my memory gave up long be...

DFDCThanks for the code+hints! As I though, quite simple..jensdoubling virtual memory did certainly increase tolerance.. is there any upper bound to this effect, or any other reason why pagefile should be kept low (other than full disks?)regards

Yes, I assume binary is more mem efficient? As long as I am able to extract each value in each row as a double when writing/reading..

<t>This is probably awfully simple, but I still struggle..To save memory, I would like to write an array of numbers (double) to an external file, for each iteration of a for-loop. This could be any file (.txt/.csv ..), with each row (line) containing the numbers for one iteration. My struggle stems ...

<t>Hi,I am trying to employ Importance sampling for an implementation of CreditMetrics. All examples I find are based on shifting the sampling mean of ONE factor, and then adjusting the result accordingly. My problem is that I have 10+ factors that I would like to shift. These factors are industry i...