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Excel VBA or C++
Looking on Wiley, Financial Instrument Pricing Using C++, the author is Daniel J. Duffy. I can't find a reference to the other guy.
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- Cuchulainn
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Excel VBA or C++
OOPS, SORRYDaniel Duffy is the author of the book BUT the chapter on Excel (29) was written by Demming and Duffy. Demming's name appears at the start of the chapter but is not the author of book.
Excel VBA or C++
I would say that if the desk does not allready rely on a major analytics package written in C++ then Java or C# (.NET) is the best way to proceed. Preferable u build a basic API containing the instruments u need and pricing engines etc. However, I would sya that Smartspread is one of the best tools u can find on a market to fast and robust trade modelling.
Excel VBA or C++
QuoteI would sya that Smartspread is one of the best tools u can find on a market to fast and robust trade modelling. Do you know how much it costs?