How to create UDF in Excel using C# and Visual Studio 2008

[Sungjin Yoon]

Hi.
I found a bug in blsdeltaPut function.
"return Math.Exp(-Yield * Time)* CND(d1)-1;"
this should be
"return Math.Exp(-Yield * Time)* (CND(d1)-1);"
or
"return -Math.Exp(-Yield * Time)* CND(-d1);".

 

[Daniel Duffy]

Hi.
I found a bug in blsdeltaPut function.
"return Math.Exp(-Yield * Time)* CND(d1)-1;"
this should be
"return Math.Exp(-Yield * Time)* (CND(d1)-1);"
or
"return -Math.Exp(-Yield * Time)* CND(-d1);".

From which library?

 

[Sungjin Yoon]

From which library?

Code from "Step 2" in current thread.

Step 2
In your Class1.cs file, remove all existing code and replace it by the following code

https://www.quantnet.com/threads/how-to-create-udf-in-excel-using-c-and-visual-studio-2008.1260/

 

[tabbaab]

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