Excel

Download the Excel add-in and IntelliSense ZIP for 64-bit Windows Excel or the standalone quantsupport.xll.

Every function has a separate declaration page with ordered parameters, worksheet input types, blank/default behavior, results, errors, aliases, and a link to its Rust implementation. Formula names and parameter order are taken from the add-in’s registration attributes, including macro-generated functions.

• Excel user guide
  • Contexts, inputs and evaluation
  • Install and build a pricing workbook
  • Markets, instruments and pricing conventions
  • Loan contracts, funding and fair rates
  • Risk, portfolios and historical snapshots
• Worksheet reference
  • Instruments
  • Market Data
  • Math
  • Pricing
  • System
  • Time

Handles and calculation

Object constructors return revisioned text handles, such as QSObject:QuoteStore:usd_quotes:3. These are owned by the add-in and valid only in the current Excel process/calculation thread. Changed inputs advance the revision; readers reject stale handles, while mutation chains can accept older revisions of the same object identity. Optional cells may be blank only where the parameter description permits it.

Pure date, schedule, and interpolation queries may be thread-safe and can return scalars or spills. Functions that access the object registry run on Excel’s main calculation thread. Each function page states its registration mode. #VALUE! reports invalid inputs or failed construction/evaluation; #N/A is used by queries when a requested result is absent, as specified on the individual page.

Excel for macOS and Excel in the browser cannot load the XLL. Installation, formula composition, and a complete valuation are explained locally in Install and build a pricing workbook. The binding README provides an additional developer entry point.