Installation 如何将外接程序安装到Excel'；s自动加载项列表？

我有一个自动化外接程序的C#类库项目，为此我创建了一个Visual Studio设置项目

运行安装程序时，我希望加载项显示在Excel自动化加载项列表（工具-->加载项-->自动化加载项）中，以便我可以直接将其包含在Excel应用程序中

我该怎么做呢

我按照此处的链接创建了一个安装项目，但该外接程序未显示在自动化外接程序列表中

---

我在这里遗漏了什么吗？

项目属性->调试->启用Visual Studio宿主进程 运行它之后，您将找到可以在Excel中选择的加载项

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Runtime.InteropServices;
using Microsoft.Win32;

namespace LongAddin
{
    [ClassInterface(ClassInterfaceType.AutoDual)]
    [ComVisible(true)]
    public class Functions
    {
        public Functions()
        {
        }

        //cumulative normal distribution function
        private double CND(double X)
        {
            double L = 0.0;
            double K = 0.0;
            double dCND = 0.0;
            const double a1 = 0.31938153;
            const double a2 = -0.356563782;
            const double a3 = 1.781477937;
            const double a4 = -1.821255978;
            const double a5 = 1.330274429;
            L = Math.Abs(X);
            K = 1.0 / (1.0 + 0.2316419 * L);
            dCND = 1.0 - 1.0 / Math.Sqrt(2 * Convert.ToDouble(Math.PI.ToString())) *
                Math.Exp(-L * L / 2.0) * (a1 * K + a2 * K * K + a3 * Math.Pow(K, 3.0) +
                a4 * Math.Pow(K, 4.0) + a5 * Math.Pow(K, 5.0));

            if (X < 0)
            {
                return 1.0 - dCND;
            }
            else
            {
                return dCND;
            }
        }

        //function phi
        private double phi(double x)
        {
            double phi = 0.0;

            phi = Math.Exp(-x * x / 2) / Math.Sqrt(2 * Math.PI);
            return phi;
        }

        //implied volatility using Newton-Raphson method
        public double blsimpvCall(double Price, double Strike, double Rate, double Time, double Value, double Yield)
        {
            const double ACCURACY = 1.0e-6;

            double ComputedVolatility = Math.Pow(Math.Abs(Math.Log(Price / Strike) + Rate * Time) * 2 / Time, 0.5); // initial value of volatility
            double ComputedValue = blsCall(Price, Strike, Rate, Time, ComputedVolatility, Yield);
            double Vega = blsvega(Price, Strike, Rate, Time, ComputedVolatility, Yield);

            while (Math.Abs(Value - ComputedValue) > ACCURACY)
            {
                ComputedVolatility = ComputedVolatility - ((ComputedValue - Value) / Vega);
                ComputedValue = blsCall(Price, Strike, Rate, Time, ComputedVolatility, Yield);
                Vega = blsvega(Price, Strike, Rate, Time, ComputedVolatility, Yield);
            }

            return ComputedVolatility;
        }
        public double blsimpvPut(double Price, double Strike, double Rate, double Time, double Value, double Yield)
        {
            const double ACCURACY = 1.0e-6;

            double ComputedVolatility = Math.Pow(Math.Abs(Math.Log(Price / Strike) + Rate * Time) * 2 / Time, 0.5); // initial value of volatility
            double ComputedValue = blsPut(Price, Strike, Rate, Time, ComputedVolatility, Yield);
            double Vega = blsvega(Price, Strike, Rate, Time, ComputedVolatility, Yield);

            while (Math.Abs(Value - ComputedValue) > ACCURACY)
            {
                ComputedVolatility = ComputedVolatility - ((ComputedValue - Value) / Vega);
                ComputedValue = blsPut(Price, Strike, Rate, Time, ComputedVolatility, Yield);
                Vega = blsvega(Price, Strike, Rate, Time, ComputedVolatility, Yield);
            }

            return ComputedVolatility;
        }
        //Call pricer
        public double blsCall(double Price, double Strike, double Rate, double Time, double Volatility, double Yield)
        {
            double d1 = 0.0;
            double d2 = 0.0;
            double Call = 0.0;

            d1 = (Math.Log(Price / Strike) + (Rate - Yield + Volatility * Volatility / 2.0) * Time) / (Volatility * Math.Sqrt(Time));
            d2 = d1 - Volatility * Math.Sqrt(Time);

            Call = Price * Math.Exp(-Yield * Time) * CND(d1) - Strike * Math.Exp(-Rate * Time) * CND(d2);
            return Call;
        }

        //Put pricer
        public double blsPut(double Price, double Strike, double Rate, double Time, double Volatility, double Yield)
        {
            double d1 = 0.0;
            double d2 = 0.0;
            double Put = 0.0;


            d1 = (Math.Log(Price / Strike) + (Rate - Yield + Volatility * Volatility / 2.0) * Time) / (Volatility * Math.Sqrt(Time));
            d2 = d1 - Volatility * Math.Sqrt(Time);

            Put = Strike * Math.Exp(-Rate * Time) * CND(-d2) - Price * Math.Exp(-Yield * Time) * CND(-d1);
            return Put;
        }

        //delta for Call
        public double blsdeltaCall(double Price, double Strike, double Rate, double Time, double Volatility, double Yield)
        {
            double d1 = 0.0;

            d1 = (Math.Log(Price / Strike) + (Rate - Yield + Volatility * Volatility / 2.0) * Time) / (Volatility * Math.Sqrt(Time));

            return Math.Exp(-Yield * Time) * CND(d1);
        }

        //delta for Put
        public double blsdeltaPut(double Price, double Strike, double Rate, double Time, double Volatility, double Yield)
        {
            double d1 = 0.0;

            d1 = (Math.Log(Price / Strike) + (Rate - Yield + Volatility * Volatility / 2.0) * Time) / (Volatility * Math.Sqrt(Time));

            return Math.Exp(-Yield * Time) * CND(d1) - 1;
        }

        //gamma is the same for Put and Call
        public double blsgamma(double Price, double Strike, double Rate, double Time, double Volatility, double Yield)
        {
            double d1 = 0.0;

            d1 = (Math.Log(Price / Strike) + (Rate - Yield + Volatility * Volatility / 2.0) * Time) / (Volatility * Math.Sqrt(Time));

            return Math.Exp(-Yield * Time) * phi(d1) / (Price * Volatility * Math.Sqrt(Time));
        }

        //vega is the same for Put and Call
        public double blsvega(double Price, double Strike, double Rate, double Time, double Volatility, double Yield)
        {
            double d1 = 0.0;

            d1 = (Math.Log(Price / Strike) + (Rate - Yield + Volatility * Volatility / 2.0) * Time) / (Volatility * Math.Sqrt(Time));
            return Price * Math.Exp(-Yield * Time) * phi(d1) * Math.Sqrt(Time);
        }

        //theta for Call
        public double blsthetaCall(double Price, double Strike, double Rate, double Time, double Volatility, double Yield)
        {
            double d1 = 0.0;
            double d2 = 0.0;

            d1 = (Math.Log(Price / Strike) + (Rate - Yield + Volatility * Volatility / 2.0) * Time) / (Volatility * Math.Sqrt(Time));
            d2 = d1 - Volatility * Math.Sqrt(Time);
            return -Math.Exp(-Yield * Time) * Price * phi(d1) * Volatility / (2 * Math.Sqrt(Time)) - Rate * Strike * Math.Exp(-Rate * Time) * CND(d2) + Yield * Price * Math.Exp(-Yield * Time) * CND(d1);
        }

        //theta for Put
        public double blsthetaPut(double Price, double Strike, double Rate, double Time, double Volatility, double Yield)
        {
            double d1 = 0.0;
            double d2 = 0.0;

            d1 = (Math.Log(Price / Strike) + (Rate - Yield + Volatility * Volatility / 2.0) * Time) / (Volatility * Math.Sqrt(Time));
            d2 = d1 - Volatility * Math.Sqrt(Time);
            return -Math.Exp(-Yield * Time) * Price * phi(d1) * Volatility / (2 * Math.Sqrt(Time)) + Rate * Strike * Math.Exp(-Rate * Time) * CND(-d2) - Yield * Price * Math.Exp(-Yield * Time) * CND(-d1);
        }

        //rho for Call
        public double blsrhoCall(double Price, double Strike, double Rate, double Time, double Volatility, double Yield)
        {
            double d1 = 0.0;
            double d2 = 0.0;

            d1 = (Math.Log(Price / Strike) + (Rate - Yield + Volatility * Volatility / 2.0) * Time) / (Volatility * Math.Sqrt(Time));
            d2 = d1 - Volatility * Math.Sqrt(Time);
            return Strike * Time * Math.Exp(-Rate * Time) * CND(d2);
        }

        //rho for Put
        public double blsrhoPut(double Price, double Strike, double Rate, double Time, double Volatility, double Yield)
        {
            double d1 = 0.0;
            double d2 = 0.0;

            d1 = (Math.Log(Price / Strike) + (Rate - Yield + Volatility * Volatility / 2.0) * Time) / (Volatility * Math.Sqrt(Time));
            d2 = d1 - Volatility * Math.Sqrt(Time);
            return -Strike * Time * Math.Exp(-Rate * Time) * CND(-d2);
        }

        //volga is the same for Call and Put
        public double blsvolga(double Price, double Strike, double Rate, double Time, double Volatility, double Yield)
        {
            double d1 = 0.0;
            double d2 = 0.0;

            d1 = (Math.Log(Price / Strike) + (Rate - Yield + Volatility * Volatility / 2.0) * Time) / (Volatility * Math.Sqrt(Time));
            d2 = d1 - Volatility * Math.Sqrt(Time);
            return Price * Math.Exp(-Yield * Time) * phi(d1) * Math.Sqrt(Time) * d1 * d2 / Volatility;

        }

        //vanna is the same for Call and Put
        public double blsvanna(double Price, double Strike, double Rate, double Time, double Volatility, double Yield)
        {
            double d1 = 0.0;
            double d2 = 0.0;
            double vanna = 0.0;

            d1 = (Math.Log(Price / Strike) + (Rate - Yield + Volatility * Volatility / 2.0) * Time) / (Volatility * Math.Sqrt(Time));
            d2 = d1 - Volatility * Math.Sqrt(Time);

            vanna = -Math.Exp(-Yield * Time) * phi(d1) * d2 / Volatility;

            return vanna;
        }

        //charm for Call
        public double blscharmCall(double Price, double Strike, double Rate, double Time, double Volatility, double Yield)
        {
            double d1 = 0.0;
            double d2 = 0.0;
            double charmC = 0.0;

            d1 = (Math.Log(Price / Strike) + (Rate - Yield + Volatility * Volatility / 2.0) * Time) / (Volatility * Math.Sqrt(Time));
            d2 = d1 - Volatility * Math.Sqrt(Time);

            charmC = -Yield * Math.Exp(-Yield * Time) * CND(d1) + Math.Exp(-Yield * Time) * phi(d1) * (2 * (Rate - Yield) * Time - d2 * Volatility * Math.Sqrt(Time)) / (2 * Time * Volatility * Math.Sqrt(Time));
            return charmC;
        }

        //charm for Put
        public double blscharmPut(double Price, double Strike, double Rate, double Time, double Volatility, double Yield)
        {
            double d1 = 0.0;
            double d2 = 0.0;
            double charmP = 0.0;

            d1 = (Math.Log(Price / Strike) + (Rate - Yield + Volatility * Volatility / 2.0) * Time) / (Volatility * Math.Sqrt(Time));
            d2 = d1 - Volatility * Math.Sqrt(Time);

            charmP = Yield * Math.Exp(-Yield * Time) * CND(-d1) - Math.Exp(-Yield * Time) * phi(d1) * (2 * (Rate - Yield) * Time - d2 * Volatility * Math.Sqrt(Time)) / (2 * Time * Volatility * Math.Sqrt(Time));
            return charmP;
        }

        //color is the same for Call and Put
        public double blscolor(double Price, double Strike, double Rate, double Time, double Volatility, double Yield)
        {
            double d1 = 0.0;
            double d2 = 0.0;
            double color = 0.0;

            d1 = (Math.Log(Price / Strike) + (Rate - Yield + Volatility * Volatility / 2.0) * Time) / (Volatility * Math.Sqrt(Time));
            d2 = d1 - Volatility * Math.Sqrt(Time);

            color = -Math.Exp(-Yield * Time) * (phi(d1) / (2 * Price * Time * Volatility * Math.Sqrt(Time))) * (2 * Yield * Time + 1 + (2 * (Rate - Yield) * Time - d2 * Volatility * Math.Sqrt(Time)) * d1 / (2 * Time * Volatility * Math.Sqrt(Time)));
            return color;
        }

        //dual delta for Call
        public double blsdualdeltaCall(double Price, double Strike, double Rate, double Time, double Volatility, double Yield)
        {
            double d1 = 0.0;
            double d2 = 0.0;
            double ddelta = 0.0;

            d1 = (Math.Log(Price / Strike) + (Rate - Yield + Volatility * Volatility / 2.0) * Time) / (Volatility * Math.Sqrt(Time));
            d2 = d1 - Volatility * Math.Sqrt(Time);
            ddelta = -Math.Exp(-Rate * Time) * CND(d2);
            return ddelta;
        }

        //dual delta for Put
        public double blsdualdeltaPut(double Price, double Strike, double Rate, double Time, double Volatility, double Yield)
        {
            double d1 = 0.0;
            double d2 = 0.0;
            double ddelta = 0.0;

            d1 = (Math.Log(Price / Strike) + (Rate - Yield + Volatility * Volatility / 2.0) * Time) / (Volatility * Math.Sqrt(Time));
            d2 = d1 - Volatility * Math.Sqrt(Time);
            ddelta = Math.Exp(-Rate * Time) * CND(-d2);
            return ddelta;
        }

        //dual gamma is the same for Call and Put
        public double blsdualgamma(double Price, double Strike, double Rate, double Time, double Volatility, double Yield)
        {
            double d1 = 0.0;
            double d2 = 0.0;
            double dgamma = 0.0;

            d1 = (Math.Log(Price / Strike) + (Rate - Yield + Volatility * Volatility / 2.0) * Time) / (Volatility * Math.Sqrt(Time));
            d2 = d1 - Volatility * Math.Sqrt(Time);

            dgamma = Math.Exp(-Rate * Time) * phi(d2) / (Strike * Volatility * Math.Sqrt(Time));
            return dgamma;
        }

        [ComRegisterFunctionAttribute]
        public static void RegisterFunction(Type type)
        {

            Registry.ClassesRoot.CreateSubKey(

              GetSubKeyName(type, "Programmable"));

            RegistryKey key = Registry.ClassesRoot.OpenSubKey(

              GetSubKeyName(type, "InprocServer32"), true);

            key.SetValue("",

              System.Environment.SystemDirectory + @"\mscoree.dll",

              RegistryValueKind.String);
        }
        [ComRegisterFunctionAttribute]
        public static void RegisterFunction(Type type) 
        { 
            Registry.ClassesRoot.CreateSubKey(GetSubKeyName(type)); 
        }
        [ComUnregisterFunctionAttribute]
        public static void UnregisterFunction(Type type) 
        { Registry.ClassesRoot.DeleteSubKey(GetSubKeyName(type), false); }  private static string GetSubKeyName(Type type) { string s = @"CLSID\{" + type.GUID.ToString().ToUpper() + @"}\Programmable"; return s; } 

        [ComUnregisterFunctionAttribute]
        public static void UnregisterFunction(Type type)
        {

            Registry.ClassesRoot.DeleteSubKey(

              GetSubKeyName(type, "Programmable"), false);
        }

        private static string GetSubKeyName(Type type,

          string subKeyName)
        {

            System.Text.StringBuilder s =

              new System.Text.StringBuilder();

            s.Append(@"CLSID\{");

            s.Append(type.GUID.ToString().ToUpper());

            s.Append(@"}\");

            s.Append(subKeyName);

            return s.ToString();

        }
    }
}

使用系统；
使用System.Collections.Generic；
使用System.Linq；
使用系统文本；
使用System.Runtime.InteropServices；
使用Microsoft.Win32；
名称空间LongAddin
{
[ClassInterface（ClassInterfaceType.AutoDual）]
[ComVisible（true）]
公共类功能
{
公共职能（）
{
}
//累积正态分布函数
私人双CND（双X）
{
双L=0.0；
双K=0.0；
双dCND=0.0；
常数双a1=0.31938153；
常数双a2=-0.356563782；
常数双a3=1.781477937；
常数双a4=-1.821255978；
常数双a5=1.330274429；
L=数学绝对值（X）；
K=1.0/（1.0+0.2316419*L）；
dCND=1.0-1.0/Math.Sqrt（2*Convert.ToDouble（Math.PI.ToString（））*
数学表达式（-L*L/2.0）*（a1*K+a2*K*K+a3*数学功率（K，3.0）+
a4*数学功率（K，4.0）+a5*数学功率（K，5.0））；
if（X<0）
{
返回1.0-dCND；
}
其他的
{
返回dCND；
}
}
//函数φ
私人双φ（双x）
{
双φ=0.0；
phi=Math.Exp（-x*x/2）/Math.Sqrt（2*Math.PI）；
返回phi；
}
//隐含波动率的Newton-Raphson方法
公开双blsimpvCall（双倍价格、双倍履约、双倍费率、双倍时间、双倍价值、双倍收益）
{
常数双精度=1.0e-6；
双重计算波动率=Math.Pow（Math.Abs（Math.Log（价格/罢工）+利率*时间）*2/次，0.5）；//波动率的初始值
双重计算价值=blsCall（价格、履约、利率、时间、计算波动率、收益率）；
double Vega=blsvega（价格、履约、利率、时间、计算波动率、收益率）；
while（Math.Abs（Value-ComputedValue）>准确性）
{
计算波动率=计算波动率-（（计算值-值）/Vega）；
ComputedValue=blsCall（价格、履约、利率、时间、计算波动率、收益率）；
Vega=blsvega（价格、罢工、利率、时间、计算波动率、收益率）；
}
收益计算波动率；
}
公开双blsimpvPut（双倍价格、双倍履约、双倍利率、双倍时间、双倍价值、双倍收益）
{
常数双精度=1.0e-6；
双重计算波动率=Math.Pow（Math.Abs（Math.Log（价格/罢工）+利率*时间）*2/次，0.5）；//波动率的初始值
双重计算价值=blsPut（价格、履约、利率、时间、计算波动率、收益率）；
double Vega=blsvega（价格、履约、利率、时间、计算波动率、收益率）；
while（Math.Abs（Value-ComputedValue）>准确性）
{
计算波动率=计算波动率-（（计算值-值）/Vega）；
计算价值=blsPut（价格、履约、利率、时间、计算波动率、收益率）；
Vega=blsvega（价格、罢工、利率、时间、计算波动率、收益率）；
}
收益计算波动率；
}
//买入价
公开双blsCall（双倍价格、双倍履约、双倍利率、双倍时间、双倍波动率、双倍收益率）
{
双d1=0.0；
双d2=0.0；
双重呼叫=0.0；
d1=（数学对数（价格/罢工）+（利率-收益率+波动率*波动率/2.0）*时间）/（波动率*数学Sqrt（时间））；
d2=d1-波动率*数学Sqrt（时间）；
看涨期权=价格*数学经验（-收益率*时间）*CND（d1）-行权*数学经验（-利率*时间）*CND（d2）；
回电；
}
//卖出价
公开双blsPut（双价格、双履约、双利率、双时间、双波动、双收益）
{
双d1=0.0；
双d2=0.0；
双Put=0.0；
d1=（数学对数（价格/罢工）+（利率-收益率+波动率*波动率/2.0）*时间）/（波动率*数学Sqrt（时间））；
d2=d1-波动率*数学Sqrt（时间）；
看跌期权=行权*数学经验（-汇率*时间）*人民币（-d2）-价格*数学经验（-收益*时间）*人民币（-d1）；
回售；
}
//呼叫三角洲
公开双倍blsdeltaCall（双倍价格、双倍履约、双倍利率、双倍时间、双倍波动率、双倍收益率）
{
双d1=0.0；
d1=（数学对数（价格/罢工）+（利率-收益率+波动率*波动率/2.0）*时间）/（波动率*数学Sqrt（时间））；
返回数学表达式（-收益率*时间）*CND（d1）；
}
//用于Put的增量
公共双blsdeltaPut（双倍价格、双倍履约、双倍利率、双倍时间、双倍波动率、双倍收益率）
{
双d1=0.0；
d1=（数学对数（价格/罢工）+（利率-收益率+波动率*波动率/2.0）*时间）/（波动率*数学Sqrt（时间））；
返回数学表达式（-Yield*Time）*CND（d1）-1；
}
//gamma对于Put和Call是相同的
公共双倍blsgamma（双倍价格，d