Introduction to building Quantlab DLLs in C++

The standard function library of Quantlab may be enriched by objects and functions written by the user in a C++ environment. The objects and functions are written in a dll that communicates with Quantlab through the Quantlab API.

When Quantlab is started, it loads all dll-files located in the ql_libs directory. These dll-files may add objects and functions into QLang (the Quantlab language), which then can be used from within Quantlab just like any of the original Quantlab objects and functions.

Any examples given in this document refer to Microsoft Visual C++ version 6.0 or later. If you are using any other development platform, some changes may be needed.