Project

Requirement

We require an Excel Add-In that wraps an existing program written in C/C++/Java

Background

Please read below carefully. Any questions, please feel free to let us know.

The current program consists of two blocks:

1. Numerical routines written in C/C++ (with some very simple perl scripts)
2. Backtesting routine written in Java

Numerical routines and Backtesting routine are completely separate. The numerical routines are invoked using Runtime process.

Backtesting routine is really a prototype and we are asking to re-implement the routine, using whichever language is suitable.