Open Lincoln-Hannah opened 2 years ago
An easy way to get similar functionality would be to combine the JuliaCall and JuliaSetVar functions. So the function result (e.g. a structure) is saved as a global variable instead of returned to the spreadsheet. Other Excel calls could reference the GV by name.
JuliaCalltoGlobalVar( VariableName, JuliaFunction, args... )
A common setup with Excel finance libraries is to have a cell hold an object output of a calculation.
Example:
An excel range (A10:B30) stores a yield curve par rates.
A1 points to this range and stores a Julia object of the bootstrapped curve. Trade valuations then just point to A1 to value off the curve.
(Fantastic Package btw :)