April 2015
Intermediate to advanced
340 pages
7h 21m
English
Content preview from Mastering Python for Finance
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Building the COM client in Excel
In the worksheet cells of Microsoft Excel, we can input a number of parameters for a particular option and numerically compute the theoretical option prices using the COM server components we just built in the earlier section. These functions can be made available in the formula cell using Visual Basic. To begin creating these functions, open the Visual Basic Editor from Excel by pressing the Alt + F11 keys on your keyboard.
Setting up the VBA code
In the Project-VBAProject toolbar window, right-click on VBAProject, select Insert, and click on Module to insert a new module in the Excel workbook:
In the code editor area, ...
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