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, like Microsoft Excel.

To make using the NAG Library easy, 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)
  
• Option Pricing Example (using the NAG C Library for Windows)
  
  
• Reverse Communication Example (using the NAG Fortran Library for Windows)
  
• Reverse Communication Example (using the NAG C Library for Windows)
  
  

If you wish use the any of these examples you need to have the appropriate NAG Library installed. All examples are 32/64 bit compatible. The table below shows NAG Product codes depending on which version of Excel and which type of NAG Library you use.

	NAG Fortran Library for Windows	NAG C Library for Windows
32-bit Excel	FLDLL224ML	CLW3209DAL
64-bit Excel	FLW6I22DCL	CLW6I09DAL

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.The examples are supplied with the appropriate VB headers. If you would like to call other routines from the NAG Library, please download the headers via the hyperlinks listed at the bottom of this page (where applicable, otherwise please contact support).

Additional examples of calling NAG routines from Excel are available for most of the above libraries. For the C Library, these examples are available for download for both CLW3209DAL and CLW6I09DAL. For FLDLL224ML, once the library has been downloaded and installed, the examples can be found in the Samples/Excel_Examples subdirectory of the library installation directory.

Recorded web demonstrations highlighting NAG in Excel functions show the ease of application development.

• 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
   

Links to other Microsoft programming environment information:

• Integrating NAG algorithms into your application - Microsoft Visual Basic
   
• Sample Microsoft Visual Basic .NET Projects Illustrating How to Call the NAG C Library
   
• NAG Visual Basic (VB) Header Files for 32 bit Fortran Library
  • Visual Basic Header File (vb6.txt) (as supplied with FLDLL224ML)
  • Updated Visual Basic .NET headers and information on how to use them are available via the Post Release Information page for FLDLL224ML
     
• NAG Visual Basic (VB) Header File Information for 64 bit Fortran Library
  • Calling the NAG Fortran Library for Windows x64 DLLs from VB.NET
     
• NAG Visual Basic (VB) Header Files for 32 bit C Library
  • Visual Basic 6 Declarations for the NAG C Library
  • Visual Basic .NET Declarations for the NAG C Library
     
• NAG Visual Basic (VB) Header Files for 64 bit C Library
  • Visual Basic for Applications 7.0 Declarations for the NAG C Library
  • Visual Basic .NET 64 bit 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 nagmarketing@nag.co.uk or call us directly.