Release v5.0
A Wrapper for the Excel API

XLW - A Wrapper for the Excel API


XLW is an open source application that wraps the Excel C API in simple C++, C# or VB.NET interfaces which you can use to customize Excel with your own worksheet functions and menu items.

XLW developers include Financial Engineering practitioners with extensive experience of developing quantitative analytics in the finance industry including Mark Joshi the author of The Concepts and Practice of Mathematical Finance and C++ Design Patterns and Derivatives Pricing.

The project's interface generation system seamlessly parses your C++ header files ...

// Test.h

#ifndef TEST_H
#define TEST_H


std::wstring // Concatenate two strings
Concat(std::wstring str1,  // First string
       std::wstring str2); // Second string

double // Compute the circumference of a circle
Circ(double Diameter); // The circle's diameter

... and your C# ...
namespace Example
  public class Class1
    [ExcelExport("computes the circumference of a circle ")]
    public static double Circ(
        [Parameter("the circle's diameter")] double Diameter)
            return Diameter * 3.14159;

    [ExcelExport("Concatenates two strings")]
    public static string Concat(
        [Parameter("first string")] string str1,
        [Parameter("second string")] string str2)
            return str1+str2;

} automatically generate the corresponding XLW Excel addin (xll).

XLW supports :
  • new features introduced by Excel 2010 such as multithreaded worksheet formulas, larger spreadsheets, 64 bit and Unicode strings.
  • the ability to implement Excel Addin worksheet functions in C# and VB.NET in addition to C++.
  • new installer to make it even easier to install and create template projects to get you started.