NAG and Microsoft Excel – Expand your capabilities

Learn how to maximize Excel’s potential with the NAG Library

One of the major benefits of the NAG Library is its inherent flexibility; it can be used by programmers developing in traditional languages, or by users of modern software packages and programming environments, Microsoft Excel being one of them.

To make using the NAG Library even easier, we provide the Library as a Dynamic Link Library (DLL). Despite the relatively simple methods of linking to the Library from Excel, it’s important to note that to gain benefit from NAG routines in this manner you’ll need to be capable of programming in either Microsoft Visual Basic for Applications (VBA) or Visual Studio for Office (VSTO).

The 'NAG and Microsoft Excel' area of the NAG website has been created as a central repository for those wishing to either:

• Learn about linking NAG functionality to Excel via the NAG Dynamic Link Libraries
   
• Read white papers and technical reports on using NAG in Excel
   
• Open, view and experiment with NAG routine examples from within Excel
   
• Leave feedback for NAG's technical team on your experiences on using NAG in Excel and / or suggest future development ideas
   

Interactive demonstrations highlighting NAG in Excel functions showing ease of application development for programmers:

• Multivariate Probability Example (using the NAG Fortran Library for Windows)
• Multivariate Probability Example (using the NAG C Library for Windows)
  
  
• Kaplan-Meier Example (using the NAG Fortran Library for Windows)
• Kaplan-Meier Example (using the NAG C Library for Windows
  
  
• ARIMA Processes Example (using the NAG Fortran Library for Windows)
  
• ARIMA Processes Example (using the NAG C Library for Windows)
  
  
• GARCH Processes Example (using the NAG Fortran Library/NAG C Library for Windows)
  
  
• Portfolio Optimisation Example (using the NAG Fortran Library for Windows)
  
• Portfolio Optimisation Example (using the NAG C Library for Windows)
  
  
• Option Pricing Example (using the NAG Fortran Library for Windows)

If you wish use the any of these examples you need to have the appropriate NAG Library installed. NAG C Library for Windows (NAG Product Code: CLDLL084ZL) or NAG Fortran Library for Windows (NAG Product Code: FLDLL224ML). To access a trial of these libraries please go to our download page. To run the demonstrations effectively you must have macros enabled in Excel. We suggest you save the file (using right click 'Save As') and then open from the saved location. Before you run a demonstration please refer to the Help and Information buttons within the Excel workbook, where available.

Once the relevant NAG library has been downloaded and installed, additional examples of calling NAG routines from Excel can be found in the library installation directory. For the C Library these examples are in the Projects/Excel subdirectory. For the Fortran Library they are in the Samples/Excel_Examples subdirectory.

Recorded web demonstrations highlighting NAG in Excel functions showing ease of application development for programmers.

• Portfolio Optimization Example (using the NAG library for called from Excel)
• Option Pricing Example (using the NAG library for called from Excel)

Please click here to view recorded webinar clips highlighting NAG in Excel functions.

White Paper/Technical Reports

NAG Experts and collaborators working at other organisations and learning institutions have written papers and reports about using NAG routines in Excel. Links to various reports are featured below.

• Using the NAG Library to calculate financial option prices in Excel
   
• Sample Microsoft Excel Projects Illustrating How to Call the NAG C Library
   
• NAG DLLs and Microsoft Excel and Microsoft Visual Basic for Applications
   
• How to call NAG functions with Microsoft Access and Excel data
   
• A step by step guide to using the NAG Fortran Library with Microsoft Excel 2003
   
• Tech Tip: Calling NAG Routines from Excel
   

Other NAG in Excel links to information:

• Integrating NAG algorithms into your application - Microsoft Visual Basic
   
• NAG DLLs and Microsoft Excel and Microsoft Visual Basic for Applications
   
• Sample Microsoft Excel Projects Illustrating How to Call the NAG C Library
   
• Sample Microsoft Visual Basic .NET Projects Illustrating How to Call the NAG C Library
   
• NAG Visual Basic (VB) Header Files for Fortran Library
  • Visual Basic Header Files (vb6.txt)
  • Visual Basic.NET Head Files (vbdnet.txt)
• The C Header Files can be found via the following URLs
  • Visual Basic 6 Declarations for the NAG C Library
  • Visual Basic .NET Declarations for the NAG C Library

Not found what you’re looking for?

If you’d like to talk to us about your requirements for mathematical and statistical functionality to enhance your use of programming using Excel either email us at infodesk@nag.com or call us directly.