I'm reading data into arrays from a spreadsheet using a VBA macro, which then passes them to a C++ DLL in a function that uses SAFEARRAY e.g.:
in VBA: Call Cholesky(IssuerCorrel(), CF(), ByVal IssuerCount)
in C++: void __declspec (dllexport) __stdcall Cholesky(
SAFEARRAY **IssuerCorrel...
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