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Excel-DNA is an independent project to integrate . Your entire add-in can be packed into a single . xll file requiring no installation or registration. If you are using a version of Visual Studio that supports the NuGet Package Manager. Create a new Class Library.
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A market risk developer point of view. Saturday, August 15, 2015. Creation of Libor Discount Factor and Forward Rate Curves using C and Excel-DNA. When constructing discount factors and forward rates from market data, one has to make a lot of different decisions. Just for an example. How to construct short-end of the curve? For what maturities are we going to use cash securities? How to construct mid-part of the curve? Are we using futures contracts on Libor or Forward Rate Agreements? Blog post. So.CONTENT
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