I'm using Dyalog APL, a .Net language which is strong on numerical analysis
of multi-dimensional array. The product only supports "loose" integration
with VS - so I don't believe VSTO is an option for me. I'm looking for
documentation on types of add-ins that I will be able to write for Excel
using this kind of tool. I'm hoping that "all I need to do" is generate an
assembly containing a class which either derives from a suitable "add in"
base class or supports some relevant interfaces.

If this is possible, can anyone point me at documentation which describes
how to do this (which classes/interfaces), ideally with some examples?