excel, add-in, C#, VB.NET, C++, xll, addin, java, finance, worksheet function, derivatives, trading, investment, xloper, sdk
The XLL interface has been defined for Excel 95 and significantly improved for Excel 97. It was the C equivalent to the built-in macro language and can be used to automate Excel like you can do in VBA or using COM objects. Above this, it is the fastest (and for many Excel versions only) interface to create global worksheet functions (also known as UDF or user defined functions). Numerical libraries in finance, derivatives trading and engineering are typically created as XLL add-ins.
ManagedXLL does not use COM interop to marshal spreadsheet data through several COM and VBA layers. Instead, an optimized marshaler has been written and methods called directly through the XLL interface You do not have to care about memory management either as ManagedXLL will handle all the details for you. ManagedXLL add-ins are typically more stable than add-ins written in native code.
The .NET framework provides a good security framework as well: Every native add-in is a security risk as it can embed code to tamper with other add-in functions or manipulate the Excel environment (we can provide you with an example based on a library that we do not make publically available - the legitimate use of this library is to correct and extend third-party add-ins where the source code is not available). With ManagedXLL, even unexperienced C++, C#, VB.NET or Java programmers can create stable, secure and efficient add-ins that can run 24x7 in production.