Block If without End If during the barrier option calculation - vba

Question

I am not able to compute the Barrier Option, because it shows me an error in the first line (where I wrote function). The code is as following. Thank you in advance.
Function UOBarrierOption(S As Double, q As Double, T As Double, X As Double, r As Double, _
sigma As Double, CallPutFlag As String, H As Double, K As Double, phi As Double, eta As Double)
Dim x1 As Double, x2 As Double
Dim y1 As Double, y2 As Double
Dim z As Double, mu As Double, lambda As Double
Dim AA As Double, BB As Double, CC As Double, DD As Double, EE As Double, FF As Double
mu = (r - q - sigma ^ 2 / 2) / (sigma ^ 2)
lambda = Sqr(mu ^ 2 + 2 * r / sigma ^ 2)
x1 = Log(S / X) / (sigma * Sqr(T)) + (1 + mu) * sigma * Sqr(T)
x2 = Log(S / H) / (sigma * Sqr(T)) + (1 + mu) * sigma * Sqr(T)
y1 = (Log(H ^ 2) / S / S) / (sigma * Sqr(T)) + (1 + mu) * sigma * Sqr(T)
y2 = (Log(H / S)) / (sigma * Sqr(T)) + (1 + mu) * sigma * Sqr(T)
z = Log(H / S) / (sigma * Sqr(T)) + lambda * sigma * Sqr(T)
AA = phi * S * Exp(-q * T) * Application.NormSDist(phi * x1) - phi * X * Exp(-r * T) * Application.NormSDist(phi * x1 - phi * sigma * Sqr(T))
BB = phi * S * Exp(-q * T) * Application.NormSDist(phi * x2) - phi * X * Exp(-r * T) * Application.NormSDist(phi * x2 - phi * sigma * Sqr(T))
CC = phi * S * Exp(-q * T) * (H / S) ^ (2 * (mu + 1)) * Application.NormSDist(eta * y1) - phi * X * Exp(-r * T) * (H / S) ^ (2 * mu) * Application.NormSDist(eta * y1 - eta * sigma * Sqr(T))
DD = phi * S * Exp(-q * T) * (H / S) ^ (2 * (mu + 1)) * Application.NormSDist(eta * y2) - phi * X * Exp(-r * T) * (H / S) ^ (2 * mu) * Application.NormSDist(eta * y2 - eta * sigma * Sqr(T))
EE = K * Exp(-r * T) * (Application.NormSDist(eta * x2 - eta * sigma * Sqr(T)) - (H / S) ^ (2 * mu) * Application.NormSDist(eta * y2 - eta * sigma * Sqr(T)))
FF = K * Exp(-r * T) * (Application.NormSDist(-eta * x2 + eta * sigma * Sqr(T)) + (H / S) ^ (2 * mu) * Application.NormSDist(eta * y2 - eta * sigma * Sqr(T)))
If CallPutFlag = "Cdi" Then
If X > H Then
UOBarrierOption = CC + EE
ElseIf X < H Then
UOBarrierOption = AA - BB + DD + EE
End Function
ElseIf CallPutFlag = "Cui" Then
If X > H Then
UOBarrierOption = AA + EE
ElseIf X < H Then
UOBarrierOption = BB - CC + DD + EE
End Function
ElseIf CallPutFlag = "Pdi" Then
If X > H Then
UOBarrierOption = BB - CC + DD + EE
ElseIf X < H Then
UOBarrierOption = AA + EE
End Function
ElseIf CallPutFlag = "Pui" Then
If X > H Then
UOBarrierOption = AA - BB + DD + EE
ElseIf X < H Then
UOBarrierOption = CC + EE
End Function
ElseIf CallPutFlag = "Cdo" Then
If X > H Then
UOBarrierOption = AA - CC + FF
ElseIf X < H Then
UOBarrierOption = BB - DD + FF
End Function
ElseIf CallPutFlag = "Cuo" Then
If X > H Then
UOBarrierOption = F
ElseIf X < H Then
UOBarrierOption = AA - BB + CC - DD + FF
End Function
ElseIf CallPutFlag = "Pdo" Then
If X > H Then
UOBarrierOption = AA - BB + CC - DD + FF
ElseIf X < H Then
UOBarrierOption = F
End Function
ElseIf CallPutFlag = "Puo" Then
If X > H Then
UOBarrierOption = BB - DD + FF
ElseIf X < H Then
UOBarrierOption = AA - CC + FF
End Function
End If
End Function
P.S. I have different "phi"s and "eta"s for different types of option barriers (cdi, pdi and etc.). Right now I am trying different combinations, but it also gives "end if function missing" type of error

Answer 1

If your function returns something you must declare the type returned in the function, and assign the returned value to the function, for exmaple:
Function CalculateSquareRoot(NumberArg As Double) As Double
If NumberArg < 0 Then ' Evaluate argument.
Exit Function ' Exit to calling procedure.
Else
CalculateSquareRoot = Sqr(NumberArg) ' Return square root.
End If
End Function
See the As Double and the CalculateSquareRoot = Sqr(NumberArg). That is what the function returns.
If it does not return anything, and its just a method, you should declare it with Sub().
Sub()
'your method
End Sub