Thanks - that's good to know. My first stage is to get the data into the dll, for which Dominic has kindly provided a number of different methods. It's useful that I could subsequently access/export this directly, too.Thanks for your help

Thanks Dominic for your time - that's given me some great guidance for how to proceed. I think I'll start with the StringTable approach you mention and build a VBA routine to output these from my spreadsheet.Thanks once again for your help.

<t>Thanks - I'd describe my experience as fairly limited - most of the stuff I've done has been using C# rather than C++ - and parameters have been imported from a spreadsheet as part of the C# code. I wanted to make the application independent of having to access a spreadsheet of parameters, and wo...

<t>What is the best way to store data (eg arrays containing correlation matrices, other parameters) in a c++ dll? I am using Visual Studio.Do you have to manually initialise all the array elements within the main code, or is there some other way where data tables can be created and compiled as part ...

Thanks rmexico, that's useful to know.

<t>I am comparing at the money implied volatilities on current UK natural gas forwards for 2008/9 with historical volatilities (for similar delivery months in previous years and also the realised vols so far on the current forwards). The implied volatilities seem substantially higher (in the order o...