<r>Crisky,i tried to call from vba Excel a non-registered COM-dll built by Matlab, but failed.But here below I share the method of making use of it after registering.If you want to use a Matlab built functions in Excel through vba and dll, you do not have to encapsulate them into .xla.1. Matlab Comp...

<r>Hello,Both of them pay out in a diffrent cur from the cur the asset is qouted in.1.quanto also known as "Fixed Exchange Rate on Foreign Asset Option":strike in qoute cur; Qt0 i.e. exchange rate is specified in a TradeDate E. G. Haug, The Complete Guide to Option Pricing Formulas, MCGraw-Hill 1998...

<r>Hello,additional information for those interested in the matter:There you can find Exact Fourier Lévy formulae by Prof. Klaus Schmitz:<URL url="http://www.performancetrading.it/Documents/KsStrong/KsS_Exact.htmand"><LINK_TEXT text="http://www.performancetrading.it/Docume ... act.htmand">http://www...

outrun,thank you very much indeed for a detailed explanaition.I try to build the structure of a calc in the way you have suggested.Thank you pal,Kind Regards,PiotrW

outrun,the way the calculators is organized and their quick computations make an impression. So, you have done it wih CGI, right? Could you recommend an online tutorial, that could bring such results?Regards,PiotrW

Cuchulainn,If I chose your first suggestion... I have created stand-alone exe in C++:http://quantitude.pl/00_download/fx_opt_calc.exebut do know how to embed it in the html script?Do you have any reference?PiotrW

Hi,thank you FaridMoussaoui for a quick response.For the others:Random Generation of Stochastic Area Integrals. J. G. Gaines and T. J. Lyons SIAM Journal of Applied Mathematics. Volume 54, Issue 4, pp. 1132-1146Regards,PiotrW

<t>Hi,thanks Cuchulainn for a quick responseYou ask which language do I use -- well, I would use that one which facilitates putting calc on a website. I am prepared to learn it from scratch just to build a calc.I plan to create a calc of Market Value of plain vanilla & barrier options (explicit ...

Hello everyone,my intension is to put an online calculator on a website. It would involve computing a CDF & PDF of a normally distributed random variable.Perhaps someone of you know how to do it?Regards,PiotrW

Hi JAC,could you attach a document in which you found that?I guess that might cast some light on he matter.Regards,PiotrW

<t>Hello everyone,perhaps someone of you came across with an issue of double stochastic integral calculation. It arose from a Milstein scheme used for Heston model and it is as:I' d like to put it to MC calculation, but unfortunately do not know how to embed it in the script.Do you know any explicit...

<r>Hello gauravkumar2,you should also pay attention to the variable mapping from function declared in C++ dll to that declared in VBA.C: "int variable" is mapped to VB: "ByVal variable As Long", etc.Go to the section "Writing a Visual Basic program to call the DLL" in the middle of the page: <URL ur...

Hi mj,Turbo C++ 2006 Explorer is Free download, Full product.If you would like to download it, you may use https://downloads.embarcadero.com/free/c_builder .Regards,PiotrW

Hi mj,>Is there real demand for this?If you mean creating a stand-alone dll for Excel in C++ Builder? Yes there is real demand for this.Regards,PiotrW

<t>Hi Elektor,I have several quastions to your post, if you do not mind:1. I suppose you have to use DLL WIZARD in bcb to write "Code(sumtwoints.cpp)", right?2. Shouldn't there be any dllimport in the subsequenst statement?3. Could you explain what this "-O2" in "BCC32 -tWD -O2 sumtwoints.cpp" means...