AvgOpt Sample

Overview

This add-in contains a calculator for calculating the value of a complex option. It uses a results cache to speed up performance.

The calculation of the option value is very slow (since it uses a Monte-Carlo algorithm) and it is therefore worthwhile storing the results of calculations in a cache, and retrieving them if they are ever needed again. Since Excel often recalculates cells whose inputs have not changed, this technique offers a significant performance enhancement. The programming cost is zero, since the XLL+ AppWizard and Function Wizard generate and maintain all the code for using the cache.

Features

The sample displays the following features:

• Uses a CXlOperCache to accelerate slow functions.
• Saves the cache to disk and restores it each time the add-in is used.
• Offers the user a menu to clear the cache.

Implementation

The following steps were significant in creating and completing the AvgOpt application.

1. When the AvgOpt project was generated by the XLL+ AppWizard, the Include a cache for results check-box was ticked, so that the cache object in the header file was included automatically. The Save the cache to file check-box was also ticked.
2. The Add a Menu check-box was ticked in the XLL+ AppWizard, so that code to create a menu was added to the project, in AvgOpt.cpp.
3. The default menu captions and command name were changed in CAvgOptApp::OnXllOpen.
4. A new add-in function, AvgOptClearCache, was added, marked as a Macro Function in the XLL+ Function Wizard. The implementation calls the Clear() method of the application's cache object.
5. The add-in function AvgOptValue was marked as cached in the XLL+ Function Wizard, by checking Cache results on the Function menu.
6. Note that no code was required to make AvgOptValue a cached function; the Function Wizard handled it completely.

Functions used

Project files

If you are using MS Developer Studio 6, then you should open the project file AvgOpt.dsp.

If you are using MS Visual Studio .NET 2002, then you should open the solution file AvgOpt.sln or the project file AvgOpt.vcproj.

If you are using MS Visual Studio .NET 2003, then you should open the solution file AvgOpt71.sln or the project file AvgOpt71.vcproj.

If you are using MS Visual Studio 2005, then you should open the solution file AvgOpt8.sln or the project file AvgOpt8.vcproj.

See Also

List of Sample Projects | Samples and Walkthroughs