That's a nice solution. Thanks!

<t>In excel, if I have a chain of dependancies through a series of cells, changing the first cell (the root) of the dependancy correctly triggers recalculation.I have a problem with this when using an XLL I have written in c++. My (simplfied*) xll contains a double, and two methods setNumber(double)...

DCFC, That's awesome. The last bit about passing real code looks pretty scary. I'll build up to that! The other ideas make perfect sense. I'd totally forgotten that some calculations may take a non-negligible amount of time to compute.Thanks, Hens

<t>Wow - feel I shold be paying for this advice, seem to have top names answering my post!So, this is good - I think I'm getting closer to understanding this question. I should say, I'm a student, about to start an internship project. I've tried interfacing a small library (strikingly similar to the...

<t>I have a project to make an Excel front end to an existing c++ library. There are several ways that I am aware of doing this. Primarily I would consider either XLW, or writing some wrapper in c# along with VSTO/ManagedXLL. Any views as to potential pros/cons? Are these solutions even comparable? ...

Anyone going to the Barcap AS next week? Surely some wilmotters must be! What you guys doing to prepare? Anyone fancy a coffee before hand PM me. Hens

<t>Thanks for all your ideas. With regards to my talk there is certainly lots of good stuff that I can take from this. Actually, as I only have an hour I'll have to be very picky, and likely won't make it on to anything particularly complex. I'll have to motivate the talk by asserting what I may lik...

<t>In a couple of months I plan to give a talk to a bunch of atomic physicists on quantitative finance. It's part of an informal seminar series in 'topics of interest'. I intend to start by explaining how people use derivatives - princiapally I'll focus on reducing risk. I also plan to provide a qui...

<t>After some reading I think I have a reasonable idea of some uses for vanilla options.When I ask about exotic options and structured 'solutions' I get stuck, principally I think because I have a limited idea of what these terms really mean. So I ask you:What are exotic options?'What are structured...

Cheers, Thats great - sounds like a cool project, although I guess arguably not something that will ever get used in a bank. Thanks for the info!Henry

How was it - do you think it ran faster than an 'equivalent' implmentation in c++? How hard was it to recast the problem?

Has anyone (esp. industry) ever tried pricing by Monte Carlo using an FPGA (field programmable gate array)? I think it could be very fast, so long as the problem was cast in a simple form. Maybe it's also possible to price using a lattice?Hens

<r>Hi All, I'm half way through my PhD (physics), which I really enjoy. After this a Quant role looks very appealing and I'm pretty sure it's what I'll be aiming to do. So like thousands of others I spend a lilltle time making sure my skillset is OK, and that my interests are truly congruent with QF...

Thankyou very much for you're replies - I shall get reading!

<t>Hi All, This year I'm teaching c++ to a group of undergrads. For one exercise I aim to use the Gnu Scientific Library (GSL). Now, it's reasonibly complex to setup the library for .net - and though useful, it will detract from the point of the excercise to teach about how to configure the .net com...