How to allow end user write his own functions?

Question

I'm modeling some financial products and each product has his own pricing formula. In the application I would like to allow the end-user create his own product with the formula. And this formula can be used by my application to price the product.

Something like :

Formula as string = "f(x) = x * 2"
Dim Result as double = call(Formula, 1)

I know this is possible in Matlab :

f="@(x)(x*2)"; 
Result = feval(f,1);

I wrote a class in Matlab that implements this feature and integrated it in VB.Net project, but every function takes 4700 times the execution of the same function directly written in VB.Net which is not affordable regarding the business need.

Is that possible in .Net ?

Answer 1

You can look into MEF, so your end users would provide DLL modules in a certain format (see the link I mentioned), which would later be discovered in your program and executed at any given time.

Or use a math parser:

• VB.Net- Evaluating Mathematical Expression in a String
• Evaluate mathematical expression from a string using VB

But I feel that approach #1 would be more flexible.