I've been developing C++ models using Visual Studio for the past 5 years, and wrapped them into Xll to be used with Excel (using xlw). The Excel add-in is the final product I want to deliver.
However, I believe C++ coding is way better using Linux or Mac OS X. But I also believe using my models with Excel through the Xll is also very practical, but sadly only works on Windows.
So I would like to know if there is a way to do the implementation on Mac OS X (or Linux), generate the Excel add-in and use it on Windows.
The only method to do so that I'm currently thinking of is doing the coding on Mac OS X, compile the project without including the part concerning the Xll, then load the project into Visual Studio and compile it entirely to generate the Excel add-in. But to be honest, this sounds a bit laborious, and I'm hoping for an easier way.
It is possible. You just need to use mingw (http://mingw-w64.sourceforge.net/) to compile from Linux. I should note that you can then use g++ 4.7, which is a very decent C++ compiler with support for C++ 11x. The cross-compilers work both in Mac and Linux, and because it is gcc, you can use them with your favorite tool ecosystem.
There are few unexpected quirks, but just in case:
Also, if you are up for using http://kalx.net/xll/, which indeed can make your life simpler, you will have to update that library for strict C++ conformance.
Best regards.
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