Mastering Python for Finance

Building a COM server

In this section, we are concerned with building the server component of the COM interface. We will first take a look at the prerequisites for building the server components using Python. Then, we will proceed to build an option pricing the COM server using some of the topics we covered in Chapter 4, Numerical Procedures.

Prerequisites

The COM interface is an industry standard by Microsoft; therefore, the following software is required to complete this tutorial:

• Microsoft Windows XP operating system or later
• Microsoft Excel 2003 or later
• Python 2.7 or later with SciPy and NumPy packages
• The pythoncom module

Getting the pythoncom module

The pythoncom module contains Python extensions for Microsoft Windows. The files are available ...