An option value calculator add-in, which runs lengthy calculations in a background thread
Overview
This add-in contains a calculator for calculating the value of a complex option. The hand-written code is identical to that in the single-threaded sample AvgOpt.
The calculation of the option value is very slow (since it uses a Monte-Carlo algorithm) and it may therefore be worthwhile running the calculation in a background thread. Excel remains fully available and responsive while the calculations run.
The spreadsheet is only updated when a calculation has finished, and the
results are available. Until the calculation completes, the result #WAIT!
is displayed.
Significant steps
The significant steps in producing this sample were:
-
When creating the project in the XLL+ AppWizard, the features "Support asynchronous functions" and "Include a cache for results" were checked.
-
The function AvgOptValue was edited in the XLL+ Function Wizard, and a check was put against "Create asynchronous version" (on the "Features" tab).
Details
More details of this sample are contained in the User Guide topic Asynchronous functions.
Classes and functions used
CXlOper::Ret | CXlMenu | CXlMenu::SetTexts | CXlMenu::AddItem | CXlMenu::Create | CXlMenu::Destroy | CXllApp::WinMessageBox | ::XllGetTypedApp
Sample project
Each sample project is located in a sub-directory of the Samples directory of the XLL+ installation. To use the sample project, open the solution file AvgOpt.sln or the project file AvgOpt.vcproj.
You can enable debugging under Excel by using the Setup Debugging command in the XLL+ ToolWindow.
When delivered, the help files are excluded from the build.
You can enable the help build by selecting the files
AvgOpt.help.xml and
AvgOpt.chm
in the Solution Explorer,
and using the right-click menu to view Properties.
Select the page "Configuration Properties/General" and
set the "Excluded from build" property to "No".
See Generating help
in the User Guide for more information.