Calling C++ from VBA

[Tsunadesama]

Hello everyone,

I would like to call a C++ function from VBA. I've been reading about DLLs and exporting C++ code but I haven't got anywhere. I'm using Microsoft Visual Studio environment.

Does anyone know how to do this? Or, what are the basic steps to achieve this? Or redirect me to an example?

Many thanks

 

[Eugene Krel]

http://tinyurl.com/3gapjvn

 

[Andy Nguyen]

Is it only me of the first Google result from Eugene's link goes back to this thread and a few other Quantnet threads?
I remember similar threads in the past
http://www.quantnet.com/forum/threads/integrate-c-program-into-vba.80/
http://www.quantnet.com/forum/threads/using-c-in-excel.905/

There are few packages available for this purpose xlw, ExcelDNA, etc

 

[Ilya W]

There are at least few ways possible. The one I currently work with is VBA->C#->managed C++ wrapper->C++. On other hand if C++ compiled as dll and method you need takes simple type arguments you can try to declare this methods inside you vba code and call it directly. There is also xll way to do the things where you are working with a special xloper structure but unfortunately I'm not an expert in xll topic

Here are few links that might be handy:
For the simple Dll and Xll a very good example:
http://financelab.nctu.edu.tw/Paper/Calling C++ Developed DLL.pdf

For C# and managed wrapper try to read this book:
C# in Front Office by Xing Zhou
Chapter 1 and 4

Good Luck

 

[alain]

...The one I currently work with is VBA->C#->managed C++ wrapper->C++

Doesn't it look cumbersome to you? Why are you jumping through so many hoops? I don't know but there must be an easier way.

 

[Ilya W]

Hey Alain, unfortunately here is the case where I can not change the C++ analytic library code which we want to use in add-inns. And I do not know simple ways how to send vectors and maps from VBA code directly to C++ Probably there is a way to use xlls but for me wrapper looked as a better approach since I already had an experience there. If you have any better idea gladly will take it into account

 

[DominiConnor]

As soon as I work out how to attach files to Quantnet posts I will put up some lecture notes I did on how to call C++ from VBA.

Provided pointers don't scare you it's not too hard.

 

[Andy Nguyen]

As soon as I work out how to attach files to Quantnet posts I will put up some lecture notes I did on how to call C++ from VBA.

Next to the Post Reply button, there is Upload a File button. You can use it to upload files (in standard extensions). Let me know if you have any problem and I'll be happy assist.

 

[Ilya W]

As soon as I work out how to attach files to Quantnet posts I will put up some lecture notes I did on how to call C++ from VBA.

Thank you Dominic, it will be interesting. Pointers does not scare me at all even though I do not see how we can pass a vector from VBA directly to C++ method if we can not change method signature, but again there are a lot of things that I do not know, so may be there is a way

 

[physEcon]

Provided pointers don't scare you it's not too hard.

Pointers I'm ok with. Pointers to pointers.... you have gone too far!

 

[Tsunadesama]

Hello everyone,

Many thanks for all your replies! I will investigate the above.

DominiConnor - could you send me the lecture notes you mentioned above?

 

[Ilya W]

Dominic, when you have some time, can you share your lecture notes with pointers please?

 

[Sanket Patel]

http://tinyurl.com/3gapjvn

You should change sunmulA to LMGTFY

 

[zhouxing]

Hey Alain, unfortunately here is the case where I can not change the C++ analytic library code which we want to use in add-inns. And I do not know simple ways how to send vectors and maps from VBA code directly to C++ Probably there is a way to use xlls but for me wrapper looked as a better approach since I already had an experience there. If you have any better idea gladly will take it into account

You can call exposed C/C++ DLL functions from VBA (but depending on your analytic interface, you may need a C wrapper). Alternatively you can do Excel/VBA -> managed C++ -> your analytic library (i.e. skip the C# layer). Either way, you only need at most one "intermediate" layer between Excel/VBA and your C++ code.