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2 posts tagged with "rtd"

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· One min read

Bram Jochems has written a friendly "Getting Started" post, discussing how to use F# with Excel-DNA in a finance context. His add-in with various F# / Excel-DNA helper utilities, and a bunch of quantitative finance-related UDFs, including option pricing function and volatility interpolation, has been published as a project on GitHub.

It's well worth a look, whether you are using F# and keen to explore Excel-DNA, or just curious about F# and looking for some practical examples.

· One min read

Gert-Jan van der Kamp has posted a very nice end-to-end example on CodeProject, showing how to create a WCF service and Excel-DNA add-in to stream real-time data into Excel.

The example uses to use the Reactive Extensions support in Excel-DNA v. 0.30 to push the data to an Excel UDF (using Excel's RTD mechanism behind the scenes), together with a Duplex WCF service providing the data.

There was also this CodePlex discussion about the Excel ThrottleInterval option, which trades off the real-time update frequency against stability of the Excel calculation.