Excel® XLL technology is still the most flexible, efficient and powerful way to incorporate algorithms into Excel®, especially when dealing with data feeds and real-time data!
This Add-In includes the following function to compute Cholesky Matrix Decompositions and It-s Inverse:
Loading the Add-In
Microsoft has
recently decided to complicate the life of all AddIn users!
As you will notice below. Behavior is no longer coherent as it
is now much easier to use an old unsigned AddIn rather than the newer
multithreaded 2^32 Row x Columns!
If you are running Office 2007 & Above
If you are using the “classic”
XLL
If you are
using the original xll you can still double click to
activate and load at the
same time !
Unfortunately, you are limited to a maximum of 256x256 cells. This might be
viable for asset correlation, but not any large index !
If you are using the Newer V12 XLLs.
If you are using the "New" V 12 and above (Excel 2007) AddIns: i.e. no limit on cell range, multithreaded you can NO LONGER expect to double click on the xll to activate it as it must now be placed in a special(?) folder
Instead you have to place your xll in a Microsoft per user dedicated
folder and proceed to registration.
The msi installer package will place the
AddIn in the appropriate folder, but you will still need to register the
funciton.
Register your AddIn
As explained above the xll must be placed in a per user dedicated
folder.
This is what the installer package does:
it places the xll in your Application
Data\Microsoft\AddIns folder so that it is directly available from the AddIn
manager.
This means that if you are logged in as onyx your xll will be placed in C:\Documents and
Settings\onyx\Application Data\Microsoft\AddIns!
Unfortunately the msi cannot register the xll for you.
You can now proceed to registration:
1) Load Excel Options Tab.
2) Load the Add-In Manager 3) Browse for xll file.
4) The xll will then load and confirm it is registered by displaying a message in both AddIn browser and Manager.
If you are running any pre Office 2007 Excel version. This still holds true.
Loading the Add-In
To load this library you can either
double click on the Xll. This will start Excel® if it wasn’t already running,
and register the XLL. Once you quit Excel® the Add-In will be unloaded.
To persist the Add-In so that it is available during future Excel® sessions,
you must call the Add-In manager. Use the menu commands [Tools
and then Add-Ins]. The name of the Add-In should appear in the
list on the left hand side if you have already loaded the XLL in a previous
session. If this is the case activate the add-in by clicking on the checkbox.
If you cannot see the Add-In name displayed in the list, click on Browse to
select the file.
Calling the Functions
As with any function available from Excel®, you can call the algorithms in this Add-In by typing = followed by the name of the function in a cell or range of cells.
A friendlier approach is to load the
function via the Function Wizard.
Previous
Office versions
To access the function
wizard from the menu commands call [Insert-and then Function]/
You can also invoke the wizard from the Toolbar by clicking on the
symbol.
Office 2007 and Above
To access the function
wizard from the Toolbar / Menu commands call the
Formulas Menu and select the Insert Function
Running Online Directly from your Browser.
(Still valid for classic XLL)
This Add-in was designed to run while you are online and offline.
The following procedure applies to both the zipped packages or the individual files available online.
This approach can no longer be used to run new v2 xlls as they must be
placed in the AddIn folder.
If you have opted for the zip file (recommended), simply open the zip file and select the individual files from the explorer-like zip dialog.
1- First, double click on the Add-in file with the xll extension (ideally you want to select the link and then choose Open New Window with the right hand mouse button). The browser will recognize the file type and prompt to “save or open”. Choose “Open” if you want to run the Add-in from your Browser.
Excel® might display a security warning, for more information on security click here.
2- Once you have selected the .xll add-in file, open the Excel® spreadsheet file.
You can now invoke all the functions directly from your browser!