xllify

Super fast custom functions for Microsoft Excel with lua, made simple ✨

Send Lua code, get back a ready to use high performance add-in to extend Microsoft Excel with your own custom functions.

No Windows development toolchain, expertise or build environment required. Develop on Mac, Linux or Windows. It's free to get started.

xllify combines Python's simplicity with the high performance of the Excel C API by embedding a variant of the Lua scripting language called Luau. Luau is used to power a well known game creation platform with hundreds of millions of users. It has extremely fast numerical performance and is simple to learn.
Read the introductory blog post ⇢

xllify.ExcelFunction({
    name = "xllify.BSCall",
    description = "Black-Scholes call option price"
 }, 
function (S: number, K: number, T: number, r: number, sigma: number): number
    local d1 = (math.log(S / K) + (r + 0.5 * sigma^2) * T) / (sigma * math.sqrt(T))
    local d2 = d1 - sigma * math.sqrt(T)
    
    return S * xllify.norm_cdf(d1) - K * math.exp(-r * T) * xllify.norm_cdf(d2)
end)

xllify.ExcelFunction({
    name = "xllify.BSPut",
    description = "Black-Scholes put option price"
 }, 
function (S: number, K: number, T: number, r: number, sigma: number): number
    return bs.Call(S, K, T, r, sigma) - S + math.exp(-r * T) * K 
end)

Add the xllify step to your GitHub Actions build workflow

jobs:
  runs-on: ubuntu-latest
  steps:
    xllify:
      - name: Build Excel add-in with xllify
        uses: acornsoftuk/xllify-compile@v1
        with:
          XLLIFY_SECRET: ${{ secrets.XLLIFY_SECRET }}
          BUILD_ASSEMBLY_NAME: xllify_bs.xll
          TARGET: Release-x64
          LUA:
            - bs.luau

Download and run the built .xll to use your super fast functions