<t>It's been a while since I looked at QuantLib's Excel interface. Is it nice? I don't remember it being particularly user friendly... Would suggest an Excel based, practitioner (as opposed to say mathematician) friendly interface for pricing, risk, etc. Nice, well though out function interfaces tha...

<t>Yes, I use Excel 2010, VS.NET 2010 Express (C#) and ExcelDNA 0.29. I am working in .NET 4.0 (the dynamic feature is nice with Excel's object model). I believe I am still working in 32bit x86, though and not the x64 build of Excel. Of note is that I am not able to start Excel and debug in VS.NET 2...

<t>I think renorm hits the nail on the head. Many of the good programmers I know don't like to talk about or "use" patterns. Usually because of bad past experiences when DPs were conceptualized and people went overboard with them (and still do?). So, they don't like them; of course, I look at these ...

<t>Why don't you maintain a sorted list of the T elements? Each element can be a tuple of (Price, Unsorted Index) which is sorted by Price. Thus, if you are looking for the min/max over q the worst case is O(T-q) when looking from the beginning/end of the list. The overhead comes in maintaining the ...