I am new with VBA and trying to do a trinomial option pricing tree with parameters from -n to n defined. How can I rewrite my VBA function with a double loop to provide all output as it seems to only show the value of S. In the end I want to sum all values and discount them but I cannot get past my double loop providing only one output. If I put the MsgBox between k and i loop it returns nothing. Please can someone assist getting this to work as I don't have the hang of VBA yet.
Public Function LoopTest(S As Double, u As Double, n As Integer)
Dim i As Integer
Dim j As Integer
Dim k As Integer
Dim St() As Double
ReDim St(2 * n + 1)
For k = 0 To n Step 1
For i = -k To k Step 1
St(i, k) = S * u ^ i
Debug.Print St(i, k)
MsgBox ("DebugToPrint")
' Payoff(i,k) = Application.WorksheetFunction.Max((St(i,k) - 20), 0)
Next i
Next k
' For i from n to 2 step -1
' For j from 1 to n - 2
' Payoff(i - 1, j) = Payoff(i, j) + Payoff(i, j + 1) + Payoff(i, j + 2)
' Next i
' Next k
LoopTest = St()
End Function
How do I get output
k=0 St = S*u^0
k=1 St = S*u^-1 , St = S*u^0 , St = S*u^1
k=2 St = S*u^-2 , St = S*u^-1 , St = S*u^0 , St = S*u^1 , St = S*u^2
etc and then sum everything afterwards as output?
I'm not totally following the example but from the description it sounds like you're interested in a recursive process. It can be tricky and will leave you in an endless loop if you're not careful. Does this previous post help you? VBA recursive "For loops" Permutation?
Related
I am working a code, and I have a problem with Excel's XIRR function.
You have a matrix with 2 columns (dates and amounts), so the inputs are the matrix, a date, and a quantity. Inside the code it takes the values below the date you used as input, makes a new array with those values, and add also the date and amount you entered as inputs. And the output should be the XIRR of that array. It doesn´t seem to work. It works with IRR, with dates are an important input. Does someone know how to fix this problem? Thanks in advance!
Function Retorno(matriz As Range, dia As Date, valuacion As Double) As Double
Dim Datos As Range
Dim Aux1()
Dim Aux2()
Dim i, j, m, n As Integer
Set Datos = matriz
j = 0
For i = 1 To Datos.Rows.Count
If Datos(i, 1) <= dia Then
j = j + 1
End If
Next i
ReDim Aux1(1 To j + 1)
ReDim Aux2(1 To j + 1)
For n = 1 To j + 1
Aux1(n) = Datos(n, 2)
Next n
Aux1(j + 1) = valuacion
For m = 1 To j + 1
Aux2(m) = Datos(m, 1)
Next m
Aux2(j + 1) = dia
Retorno = WorksheetFunction.Xirr(Aux1, Aux2)
End Function
Your last Aux2(j + 1) = dia is overwriting the second date in the array with the first date, giving you two identical dates in the date array.
Possibly you want to delete that line.
The other possible answer to this problem is to convert the date to numbers if you do this: Aux2(m) = Datos(m, 1)*1 XIRR will work too.
I have a set which has an unknown number of objects. I want to associate a label to each one of these objects. Instead of labeling each object with a number I want to label them with letters.
For example the first object would be labeled A the second B and so on.
When I get to Z, the next object would be labeled AA
AZ? then BA, BB, BC.
ZZ? then AAA, AAB, AAC and so on.
I'm working using Mapbasic (similar to VBA), but I can't seem to wrap my head around a dynamic solution. My solution assumes that there will be a max number of objects that the set may or may not exceed.
label = pos1 & pos2
Once pos2 reaches ASCII "Z" then pos1 will be "A" and pos2 will be "A". However, if there is another object after "ZZ" this will fail.
How do I overcome this static solution?
Basically what I needed was a Base 26 Counter. The function takes a parameter like "A" or "AAA" and determines the next letter in the sequence.
Function IncrementAlpha(ByVal alpha As String) As String
Dim N As Integer
Dim num As Integer
Dim str As String
Do While Len(alpha)
num = num * 26 + (Asc(alpha) - Asc("A") + 1)
alpha = Mid$(alpha, 2,1)
Loop
N = num + 1
Do While N > 0
str = Chr$(Asc("A") + (N - 1) Mod 26) & str
N = (N - 1) \ 26
Loop
IncrementAlpha = str
End Function
If we need to convert numbers to a "letter format" where:
1 = A
26 = Z
27 = AA
702 = ZZ
703 = AAA etc
...and it needs to be in Excel VBA, then we're in luck. Excel's columns are "numbered" the same way!
Function numToLetters(num As Integer) As String
numToLetters = Split(Cells(1, num).Address(, 0), "$")(0)
End Function
Pass this function a number between 1 and 16384 and it will return a string between A and XFD.
Edit:
I guess I misread; you're not using Excel. If you're using VBA you should still be able to do this will the help of an reference to an Excel Object Library.
This should get you going in terms of the logic. Haven't tested it completely, but you should be able to work from here.
Public Function GenerateLabel(ByVal Number As Long) As String
Const TOKENS As String = "ZABCDEFGHIJKLMNOPQRSTUVWXY"
Dim i As Long
Dim j As Long
Dim Prev As String
j = 1
Prev = ""
Do While Number > 0
i = (Number Mod 26) + 1
GenerateLabel = Prev & Mid(TOKENS, i, 1)
Number = Number - 26
If j > 0 Then Prev = Mid(TOKENS, j + 1, 1)
j = j + Abs(Number Mod 26 = 0)
Loop
End Function
I am getting the "next without for" error. I checked other questions on this and looked for any open if statements or loops in my code, but could find none. I'm need an extra set of eyes to catch my error here.
I am trying to loop through this code and advance the torque value 3 times each times it gets to the 30th i.
'This is Holzer's method for finding the torsional natural frequency
Option Explicit
Sub TorsionalVibrationAnalysis_()
Dim n As Integer 'position along stucture
Dim m As Integer
Dim i As Long 'frequency to be used
Dim j As Variant 'moment of inertia
Dim k As Variant 'stiffness
Dim theta As Long 'angular displacement
Dim torque As ListRow 'torque
Dim lambda As Long 'ListRow 'omega^2
Dim w As Variant
Dim s As Long
'equations relating the displacement and torque
n = 1
Set j = Range("d2:f2").Value 'Range("d2:f2").Value
Set k = Range("d3:f3").Value
'initial value
Set w = Range("B1:B30").Value
For i = 1 To 30
'start at 40 and increment frequency by 20
w = 40 + (i - 1) * 20
lambda = w ^ 2
theta = 1
s = 1
Do While i = 30 & s <= 3
torque = lambda * j(1, s)
s = s + 1
End
m = n + 1
theta = theta - torque(i, n) / k(n)
torque(i, m) = torque(i, n) + lambda * j(m) * theta
If m = 4 & i < 30 Then
w(i) = 40 + (i - 1) * 20
lambda = w(i) ^ 2
ElseIf m = 4 & i >= 30 Then
Cells([d], [5+i]).display (i)
Cells([e], [5+i]).display (theta)
Cells([f], [5+i]).display (torque)
Else
End If
If m <> 4 Then
n = n + 1
End If
Next i
End Sub
You are trying to terminate your While with an End instead of Loop
Try changing your End to Loop in your Do While loop. I think you are terming the loop when you hit that End
Proper indentation makes the problem rather apparent.
You have:
For i = 1 To 30
'...
Do While i = 30 & s <= 3
'...
End
'...
If m = 4 & i < 30 Then
'...
ElseIf m = 4 & i >= 30 Then
'...
Else
End If
If m <> 4 Then
'...
End If
Next i
But run it through Rubberduck's Smart Indenter and you get:
For i = 1 To 30
'...
Do While i = 30 & s <= 3
'...
End
'...
If m = 4 & i < 30 Then
'...
ElseIf m = 4 & i >= 30 Then
'...
Else
End If
If m <> 4 Then
'...
End If
Next i
End Sub
Notice how the End other answers are pointing out, is clearly not delimiting the Do While loop.
The Next i is inside the Do While block, which isn't terminated - when the VBA compiler encounters that Next i, it doesn't know how it could possibly relate to any previously encountered For statement, and thus issues a "Next without For" compile error.
Use an indenter.
In the code below I have an n x n x n array of values. I need to identify the indices that contain the minimum, second to minimum, third to minimum, ..., and put them into their own array to be used later on in the code. CC is currently defined as a 11 x 11 x 11 array and I need to identify the minimums. Below is the setup of my array CC that contains the values. n is defined as the length of the array h2s, which happens to be 11 in this case. h2st is the sum of the values in h2s.
h2s = [1.099, 0.988, 0.7, 0.8, 0.5, 0.432, 0.8, 1.12, 0.93, 0.77, 0.658]
h2st = 0
n = Ubound(h2s) - Lbound(h2s) + 1
For i = 1 to n
h2st = h2st + h2s(i)
Next i
For i = 1 To n
For j = i + 1 To n
For k = j + 1 To n
CC(i, j, k) = Abs(h2st - ((h2s(i) + h2s(j) + h2s(k)) * (n / 3)))
Next k
Next j
Next i
You can use this function that takes a multidimensional array and returns an array of its n minimum values, where n is a parameter. Importantly, the elements in the returned array are a data structure of Type Point, containing the coordinates and the value of each found point.
You can easily adjust it for finding the n max values, just by changing two characters in the code, as indicated in comments (the initialization and the comparison)
Option Explicit
Type Point
X As Long
Y As Long
Z As Long
value As Double
End Type
Function minVals(ar() As Double, nVals As Long) As Point()
Dim i As Long, j As Long, k As Long, m As Long, n As Long, pt As Point
'Initialize returned array with max values.
pt.value = 9999999# ' <-------- change to -9999999# for finding max
ReDim ret(1 To nVals) As Point
For i = LBound(ret) To UBound(ret): ret(i) = pt: Next
For i = LBound(ar, 1) To UBound(ar, 1)
For j = LBound(ar, 2) To UBound(ar, 2)
For k = LBound(ar, 3) To UBound(ar, 3)
' Find first element greater than this value in the return array
For m = LBound(ret) To UBound(ret)
If ar(i, j, k) < ret(m).value Then ' <------- change to > for finding max
' shift the elements on this position and insert the current value
For n = UBound(ret) To m + 1 Step -1: ret(n) = ret(n - 1): Next n
pt.X = i: pt.Y = j: pt.Z = k: pt.value = ar(i, j, k)
ret(m) = pt
Exit For
End If
Next m
Next k
Next j
Next i
minVals = ret
End Function
Sub Test()
Dim i As Long, j As Long, k As Long, pt As Point
Const n As Long = 11
ReDim CC(1 To n, 1 To n, 1 To n) As Double
For i = 1 To n
For j = 1 To n
For k = 1 To n
CC(i, j, k) = Application.RandBetween(100, 100000)
Next k
Next j
Next i
' Testing the function: get the smalles 5 values and their coordinates
Dim mins() As Point: mins = minVals(CC, 5)
' Printing the results
For i = LBound(mins) To UBound(mins)
Debug.Print mins(i).value, mins(i).X, mins(i).Y, mins(i).Z
Next
End Sub
I am banging my head against the wall for a while now trying different techniques.
None of them are working well.
I have two strings.
I need to compare them and get an exact percentage of match,
ie. "four score and seven years ago" TO "for scor and sevn yeres ago"
Well, I first started by comparing every word to every word, tracking every hit, and percentage = count \ numOfWords. Nope, didn't take into account misspelled words.
("four" <> "for" even though it is close)
Then I started by trying to compare every char in each char, incrementing the string char if not a match (to count for misspellings). But, I would get false hits because the first string could have every char in the second but not in the exact order of the second. ("stuff avail" <> "stu vail" (but it would come back as such, low percentage, but a hit. 9 \ 11 = 81%))
SO, I then tried comparing PAIRS of chars in each string. If string1[i] = string2[k] AND string1[i+1] = string2[k+1], increment the count, and increment the "k" when it doesn't match (to track mispellings. "for" and "four" should come back with a 75% hit.) That doesn't seem to work either. It is getting closer, but even with an exact match it is only returns 94%. And then it really gets screwed up when something is really misspelled. (Code at the bottom)
Any ideas or directions to go?
Code
count = 0
j = 0
k = 0
While j < strTempName.Length - 2 And k < strTempFile.Length - 2
' To ignore non letters or digits '
If Not strTempName(j).IsLetter(strTempName(j)) Then
j += 1
End If
' To ignore non letters or digits '
If Not strTempFile(k).IsLetter(strTempFile(k)) Then
k += 1
End If
' compare pair of chars '
While (strTempName(j) <> strTempFile(k) And _
strTempName(j + 1) <> strTempFile(k + 1) And _
k < strTempFile.Length - 2)
k += 1
End While
count += 1
j += 1
k += 1
End While
perc = count / (strTempName.Length - 1)
Edit: I have been doing some research and I think I initially found the code from here and translated it to vbnet years ago. It uses the Levenshtein string matching algorithm.
Here is the code I use for that, hope it helps:
Sub Main()
Dim string1 As String = "four score and seven years ago"
Dim string2 As String = "for scor and sevn yeres ago"
Dim similarity As Single =
GetSimilarity(string1, string2)
' RESULT : 0.8
End Sub
Public Function GetSimilarity(string1 As String, string2 As String) As Single
Dim dis As Single = ComputeDistance(string1, string2)
Dim maxLen As Single = string1.Length
If maxLen < string2.Length Then
maxLen = string2.Length
End If
If maxLen = 0.0F Then
Return 1.0F
Else
Return 1.0F - dis / maxLen
End If
End Function
Private Function ComputeDistance(s As String, t As String) As Integer
Dim n As Integer = s.Length
Dim m As Integer = t.Length
Dim distance As Integer(,) = New Integer(n, m) {}
' matrix
Dim cost As Integer = 0
If n = 0 Then
Return m
End If
If m = 0 Then
Return n
End If
'init1
Dim i As Integer = 0
While i <= n
distance(i, 0) = System.Math.Max(System.Threading.Interlocked.Increment(i), i - 1)
End While
Dim j As Integer = 0
While j <= m
distance(0, j) = System.Math.Max(System.Threading.Interlocked.Increment(j), j - 1)
End While
'find min distance
For i = 1 To n
For j = 1 To m
cost = (If(t.Substring(j - 1, 1) = s.Substring(i - 1, 1), 0, 1))
distance(i, j) = Math.Min(distance(i - 1, j) + 1, Math.Min(distance(i, j - 1) + 1, distance(i - 1, j - 1) + cost))
Next
Next
Return distance(n, m)
End Function
Did not work for me unless one (or both) of following are done:
1) use option compare statement "Option Compare Text" before any Import declarations and before Class definition (i.e. the very, very first line)
2) convert both strings to lowercase using .tolower
Xavier's code must be correct to:
While i <= n
distance(i, 0) = System.Math.Min(System.Threading.Interlocked.Increment(i), i - 1)
End While
Dim j As Integer = 0
While j <= m
distance(0, j) = System.Math.Min(System.Threading.Interlocked.Increment(j), j - 1)
End While