Download Quantlib from Sourceforge. With it is the source for QuantlibXL (an XLL addin) . Follow the example set forth in that and you should have no problem. You will also need to download XLW which is a wrapper for all the Excel to DLL calls. That book looks interesting though.

<r>Hello,I walked this same path a few months ago. You have several options but if you just want to get the job done and you are not interested in becoming an expert in all of the intracacies, then you should download XLW which is a wrapper for all of the excel calling specifics written in c++. Also...