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amitk
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Joined: March 16th, 2007, 10:19 am

C++ v/s VBA

May 16th, 2008, 11:55 am

hiI have been working with C++ for 1 year by now. And I have been enjoying it!I am currently working around with pricers in Quantlib after practicing Templates,STL & few design patternsAlso worked with DanielDuffy's codeNow , I have also picked up some VBA down the road (recording Macros, writing UDF & simple Subroutines etc.)But I dont find it exciting & useful the way C++ seems to be. For implementing simple algorithms, multiple SUBS are written. And the code seems quite cumbersume & no ObjecOriented support for code reuseSo, what is the advantage of VBA over C++ in quant work? Also, what are the types of tasks where VBA could be preferred over C++I am not sure if quants really use VBA for solving PDEs, heavy Monte Carlo runs etc.Still, the fact is recruiters consider VBA as an important skill.......to what extent??
 
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Y0da
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Joined: August 7th, 2007, 4:48 pm

C++ v/s VBA

May 16th, 2008, 1:20 pm

VBA is mostly popular due to its connection to Excel, right?
 
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amitk
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Joined: March 16th, 2007, 10:19 am

C++ v/s VBA

May 17th, 2008, 3:09 am

yes....but C++ libraries are provided Excel interface .So what purpose VBA serves besides recording macros & some user defined functionsmaybe I am missing something about VBA!If one works with C++, does he need to keep improving VBA skills?especially for newbies, there is significant trade-off between the two
 
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patch22
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Joined: May 9th, 2002, 7:50 am

C++ v/s VBA

May 17th, 2008, 10:37 am

imagine i just asked you to build me a spreadsheet with a couple of special functions.how long is it going to take you to do it in VBA only, and then how long if the functions are written in c++? (imagine you have to do it before leaving the office, for example).and how many files are you going to have to send me in each case?the answers to these questions are one of the reasons VBA is so popular.then think about the thousands of guys in the city who want to do some fairly advanced spreadsheet work but because they dont work in IT they dont have any development software and their desktop is so locked down they cant even download something free from the web and work with that. these are the guys for whom VBA is indispensible.
 
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amitk
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Joined: March 16th, 2007, 10:19 am

C++ v/s VBA

May 18th, 2008, 9:54 am

patch22, outrunthat makes quite clearthanks!