I am creating a function in Excel VBA. I am trying to set a variable equal to the first cell in a selection on the worksheet. Basically the equivalent of something like
x = Worksheets("Data").Range("D2").Offset(i - 1, 0)
y = Worksheets("Data").Range("E2").Offset(i - 1, 0)
z = Worksheets("Data").Range("F2").Offset(i - 1, 0)
except I want "Range("D2")" E2 and F2 to instead refer to the first, second and third cell of whatever I've got highlighted on the sheet, rather than a preset cell.
The specific code I've got is:
Function VarunModel(Table As Range, Optional EndCondition As Integer = 0) As Variant
Dim iNumCols As Integer, iNumRows As Integer
Dim i As Integer
Dim SelectedRange As Range
Set SelectedRange = Selection
iNumCols = Table.Columns.Count
iNumRows = Table.Rows.Count
maturity = Worksheets("KMV-Merton").Range("B2").Value
For i = 1 To iNumRows
equity(i) = SelectedRange.Cells(1).Value
debt(i) = SelectedRange.Cells(2).Value
riskFree(i) = Selection.Cells(3).Value
Next i
Dim equityReturn As Variant: ReDim equityReturn(2 To iNumRows)
Dim sigmaEquity As Double
Dim asset() As Double: ReDim asset(1 To iNumRows)
Dim assetReturn As Variant: ReDim assetReturn(2 To iNumRows)
Dim sigmaAsset As Double, meanAsset As Double
Dim x(1 To 1) As Double, n As Integer, prec As Double, precFlag As Boolean, maxDev As Double
For i = 2 To iNumRows: equityReturn(i) = Log(equity(i) / equity(i - 1)): Next i
sigmaEquity = WorksheetFunction.StDev(equityReturn) * Sqr(260)
sigmaAsset = sigmaEquity * equity(iNumRows) / (equity(iNumRows) + debt(iNumRows))
NextItr: sigmaAssetLast = sigmaAsset
For iptr = 1 To iNumRows
x(1) = equity(iptr) + debt(iptr)
n = 1
prec = 0.00000001
Call NewtonRaphson(n, prec, x, precFlag, maxDev)
asset(iptr) = x(1)
Next iptr
For i = 2 To iNumRows: assetReturn(i) = Log(asset(i) / asset(i - 1)): Next i
sigmaAsset = WorksheetFunction.StDev(assetReturn) * Sqr(260)
meanAsset = WorksheetFunction.Average(assetReturn) * 260
If (Abs(sigmaAssetLast - sigmaAsset) > prec) Then GoTo NextItr
Dim disToDef As Double: disToDef = (Log(asset(iNumRows) / debt(iNumRows)) + (meanAsset - sigmaAsset ^ 2 / 2) * maturity) / (sigmaAsset * Sqr(maturity))
Dim defProb As Double: defProb = WorksheetFunction.NormSDist(-disToDef)
VarunModel = defProb
End Function
Thanks.
Try the below code
Dim SelectedRange As Range
Set SelectedRange = Selection
x = SelectedRange.Cells(1).Value
y = SelectedRange.Cells(2).Value
z = SelectedRange.Cells(3).Value
try this:
Dim Row as integer
Dim Col as Integer
Row = 2
Col = 4 'column "D"
x = Worksheets("Data").cells(row, col).Offset(i - 1, 0)
col = col + 1
y = Worksheets("Data").cells(row, col).Offset(i - 1, 0)
col = col + 1
z = Worksheets("Data").cells(row, col).Offset(i - 1, 0)
See the example below for using the selection on the excel, you can control the column you want by changing the column index. If you select only 1 cell, it will also work:
Sub Solution()
x = Selection.Cells(1, 0) 'By using the zero index on the column, it will get the left cell from the selected one.
y = Selection.Cells(2, 0)
Z = Selection.Cells(3, 0)
End Sub
Related
I have the following code:
Sub UpdateBlock()
'Define empty variables for each attribute
Dim ent As AcadEntity
Dim oBkRef As AcadBlockReference
Dim Insertpoints As Variant
Dim A As Double
Dim tag As String
Dim material As String
Dim actualLength As String
Dim cutOff As Double
Dim cutLengths As Double
Dim totalLengths As Double
Dim weight As Double
Dim purchaseLength As Double
Dim decimalLength As Double
Dim lengthWeight As Double
Dim totalLengthWeight As Double
Dim cutLengthWeight As Double
Dim cutWeight As Double
Dim order As Double
Dim feet As Double
Dim inches As Double
Dim fraction As Double
Dim fracVal As Variant
'First we go over every object in the modelspace
For Each ent In ThisDrawing.ModelSpace
'Check if the object is a block
If ent.ObjectName = "AcDbBlockReference" Then
Set oBkRef = ent
'If the object is a block then check if its the block we are looking for
If oBkRef.EffectiveName = "AUTOTAG-MATERIAL" Then
A = A + 1
'Get Current Attributes
attlist = oBkRef.GetAttributes
For i = LBound(attlist) To UBound(attlist)
Select Case attlist(i).TagString
Case "ACTUAL-LENGTH"
actualLength = attlist(i).TextString
Case "PURCHASE-LENGTH"
purchaseLength = attlist(i).TextString
Case "CUT-OFF"
cutOff = Frac2Num(attlist(i).TextString)
Case "DECIMAL-LENGTH"
feet = Split(actualLength)(0)
inches = Split(actualLength)(1)
fracVal = Split(actualLength)(2)
If Not IsNull(Split(actualLength)(2)) Then
fraction = Frac2Num(fracVal)
Else
fraction = 0
End If
decimalLength = Round((((feet * 12) + (inches + fraction)) / 12) - cutOff, 2)
attlist(i).TextString = decimalLength
Case "WEIGHT"
weight = attlist(i).TextString
Case "CUT-WEIGHT"
cutWeight = weight * decimalLength
attlist(i).TextString = cutWeight
Case "LENGTH-WEIGHT"
lengthWeight = weight * purchaseLength
attlist(i).TextString = lengthWeight
Case "TOTAL-LENGTHS"
totalLengths = attlist(i).TextString
Case "CUT-LENGTHS"
cutLength = attlist(i).TextString
Case "TOTAL-LENGTH-WEIGHT"
totalLengthWeight = lengthWeight * totalLengths
attlist(i).TextString = totalLengthWeight
Case "CUT-LENGTH-WEIGHT"
totalCutWeight = lengthWeight * cutLength
attlist(i).TextString = totalCutWeight
End Select
Next
End If
End If
Next ent
End Sub
Function Frac2Num(ByVal X As String) As Double
Dim P As Integer, N As Double, Num As Double, Den As Double
X = Trim$(X)
P = InStr(X, "/")
If P = 0 Then
N = Val(X)
Else
Den = Val(Mid$(X, P + 1))
If Den = 0 Then Error 11 ' Divide by zero
X = Trim$(Left$(X, P - 1))
P = InStr(X, " ")
If P = 0 Then
Num = Val(X)
Else
Num = Val(Mid$(X, P + 1))
N = Val(Left$(X, P - 1))
End If
End If
If Den <> 0 Then
N = N + Num / Den
End If
Frac2Num = N
End Function
The variable fraction / fracVal comes from a tag in AutoCAD that is a length, that will always be at least "0 0", but may be "0 0 0" it is a length in feet, inches, and fractional inches. So some possible values could be "8 5", "16 11 11/16", "0 5 3/8" etc.
What I need is a check for when the fraction is not there.
Any suggestions?
I would split the string on the space and see if the ubound of the resulting array is 2. So something like this
If Ubound(Split(thisString, " ")) = 2 then
'fractional part is present
End If
Another option is the Like Operator:
If thisString Like "#* #* #*/#*" Then
# matches any single digit (0–9) and * matches zero or more characters.
but since you split the string anyway, I would store the result of the split in a variable and check the number of items in it with UBound as shown in the other answer.
I am new to VBA ans really appreciate your help.
I am writing a custom function. I am trying to use arrays to store values from the for loop and retrieve the values based on their location on the array.
Please refer to the code below
Function Amounttopay(Original_Principal As Integer, APR As Double, Npayperyear As Integer, term As Integer, Paydone As Integer)
Dim strinitialamount() As Integer
Dim strInterestp() As Integer
Dim strendamount() As Integer
Dim i As Integer
r = (APR / Npayperyear)
n = Npayperyear * term
emi = (Original_Principal * r) / (1 - ((1 + r) ^ (-1 * n)))
ReDim strinitialamount(n)
ReDim strInterestp(n)
ReDim strendamount(n)
strinitialamount(0) = Original_Principal
strInterestp(0) = (Original_Principal * r)
strendamount(0) = (Original_Principal - (emi - strInterestp(0)))
For i = 1 To (n - 1)
strinitialamount(i) = strendamount(i - 1)
strInterestp(i) = (strinitialamount(i)) * r
strendamount(i) = (strinitialamount(i)) - (emi - strInterestp(i))
Next i
Amounttopay = strendamount(Paydone)
End Function
You need change it to Long because an integer only goes between -32,768 to 32,767.
I ran this with your values:
Function Amounttopay(Original_Principal As Long, APR As Variant, Npayperyear As Integer, term As Integer, Paydone As Integer)
Dim strinitialamount() As Long
Dim strInterestp() As Long
Dim strendamount() As Long
Dim i As Integer
r = (APR / Npayperyear)
n = Npayperyear * term
emi = (Original_Principal * r) / (1 - ((1 + r) ^ (-1 * n)))
ReDim strinitialamount(n)
ReDim strInterestp(n)
ReDim strendamount(n)
strinitialamount(0) = Original_Principal
strInterestp(0) = (Original_Principal * r)
strendamount(0) = (Original_Principal - (emi - strInterestp(0)))
For i = 1 To (n - 1)
strinitialamount(i) = strendamount(i - 1)
strInterestp(i) = (strinitialamount(i)) * r
strendamount(i) = (strinitialamount(i)) - (emi - strInterestp(i))
Next i
Amounttopay = strendamount(Paydone)
End Function
Sub TestFunction()
Debug.Print Amounttopay(1000000, 0.1, 12, 1, 6)
'Original_Principal = 1000000, APR = 0.1, Npayperyear = 12, term = 1, Paydone = 6
End Sub
I received this as a result: 428798
I have the following function that when I run it says #value! error.
I would appreciate any help.
Function Bootstrap(S As Object, Z As Object, L As Double)
Dim j As Integer
Dim a() As Double
Dim b() As Double
Dim n As Integer
Dim Q() As Double
Dim sum As Double
Dim P As Double
ReDim a(1 To n)
ReDim b(1 To n)
ReDim Q(1 To n)
dt = 1
sum = 0
Q(0) = 0
For j = 1 To n - 1
S.Cells(j, 1).Value = a(j)
Z.Cells(j, 2).Value = b(j)
P = Z(j) * (L * Q(j-1) - (L + dt * a(n) * Q(j))
sum = sum + P
Next j
Bootstrap = sum
End Function
Bootstrapping function calculates the following value
In fact I am trying to calculate this formula
Q(t,Tn)=(∑(j=1)to(n-1) Z(t,Tj)[LQ(t,Tj-1)-(L+dtSn)Q(t,Tj)]/[Z(t,Tn)(L+dt*Sn)] +(Q(t,Tn-1)L)/(L+dtSn)
Inputs given are[S1 ,S2,….Sn ],[Z(t,T1),Z(t,T2)…..Z(t,Tn)]and and L=0.4
Try this code : entered as =Bootstrap(A1:B1,A2:B2,0.4)
I have corrected the following
- Assigning the ranges to variants
- defining dt as double
- Dim Q() as 0 to n
- using A() and b() in the formula
- the input ranges are rows not columns
Function Bootstrap(S As Range, Z As Range, L As Double) As Double
Dim j As Integer
Dim a As Variant
Dim b As Variant
Dim n As Integer
Dim Q() As Double
Dim sum As Double
Dim P As Double
Dim dt As Double
n = Application.WorksheetFunction.Max(S.Columns.Count, Z.Columns.Count)
a = S.Value
b = Z.Value
dt = 1
sum = 0
ReDim Q(0 To n)
Q(0) = 0
For j = 1 To n - 1
P = b(1, j) * (L * Q(j - 1)) - (L + dt * a(1, j) * Q(j - 1))
sum = sum + P
Q(j) = sum
Next j
Bootstrap = sum
End Function
Take the habit to format and increment your code, especially before posting it!
You need to type the output of the function (on the line of the function name)
A parenthesis is missing from the line P = Z(j) * (L*Q(j-1)-(L+ dt * a(n) * Q(j))
n is empty (and so are a, b and Q) when you try to redim your arrays, so you need to define them!
Z(j) will also give you an error, because it is a Range, you need Z.Cells(i,j)
Try this :
Function Bootstrap(S As Range, Z As Range, L As Double) As Double
Dim j As Integer
Dim a() As Double
Dim b() As Double
Dim n As Integer
Dim Q() As Double
Dim sum As Double
Dim P As Double
n = Application.WorksheetFunction.Max(S.Columns.count, Z.Columns.count)
a = S.Value
b = Z.Value
dt = 1
sum = 0
ReDim Q(1 To n)
Q(0) = 0
'Q(1) = "??"
For j = 1 To n - 1
P = b(1, j) * (L * Q(j - 1)) - (L + dt * a(1, j) * Q(j - 1))
sum = sum + P
Q(j) = sum
Next j
Bootstrap = sum
End Function
When I generate random numbers, I sometimes get (not always) the following error:
Run-time error '13': type mismatch.
on line Z = Sqr(time) * Application.NormSInv(Rnd()) (and the end of the second for loop).
Why do I get this error?
I think it has something to do with the fact that it contains Rnd().
Sub asiancall()
'defining variables
Dim spot As Double
Dim phi As Integer
Dim rd_cont As Double
Dim rf_cont As Double
Dim lambda As Double
Dim muY As Double
Dim sigmaY As Double
Dim vol As Double
Dim implied_vol As Double
Dim spotnext As Double
Dim time As Double
Dim sum As Double
Dim i As Long
Dim mean As Double
Dim payoff_mean As Double
Dim StDev As Double
Dim K As Double
Dim Egamma0 As Double
Dim mulTv As Double
Dim prod As Double
Dim U As Double
Dim Pois As Double
Dim Q As Double
Dim Z As Long
Dim gamma As Double
Dim payoff As Double
Dim payoff_sum As Double
Dim secondmoment As Double
Dim j As Long
Dim N As Long
Dim mu As Double
Dim sum1 As Double
'read input data
spot = Range("B3")
rd_cont = Range("C5")
rf_cont = Range("C4")
muY = Range("B17")
sigmaY = Range("B18")
lambda = Range("B16")
K = Range("F33")
implied_vol = Range("F35")
N = Range("F34")
vol = Range("B6")
'calculations
sum_BS = 0
payoff_BS = 0
mean_BS = 0
secondmoment_BS = 0
For j = 1 To N
spotnext = spot
spotnext_BS = spot
time = 0
sum1 = 0
time = 184 / (360 * 6)
For i = 1 To 6
' 'Merton uitvoeren
Egamma0 = Exp(muY + sigmaY * sigmaY * 0.5) - 1
mu = rd_cont - rf_cont
mulTv = (mu - lambda * Egamma0 - implied_vol * implied_vol * 0.5) * time
sum = 0
prod = 1
Do While sum <= time
U = Rnd()
Pois = -Log(U) / lambda
sum = sum + Pois
Q = Application.NormInv(Rnd(), muY, sigmaY)
gamma = Exp(Q) - 1
prod = prod * (1 + gamma)
Loop
prod = prod / (1 + gamma)
Z = Sqr(time) * Application.NormSInv(Rnd())
spotnext = spotnext * Exp(mulTv + implied_vol * Z) * prod
sum1 = sum1 + spotnext
Next i
mean = sum1 / 6
payoff = Application.Max(mean - K, 0)
payoff_sum = payoff_sum + payoff
secondmoment = secondmoment + payoff * payoff
Next j
Following up on the community wiki answer I posted, a possible solution is this:
Function RndExcludingZero()
Do
RndExcludingZero = Rnd()
Loop While RndExcludingZero = 0
End Function
Usage:
Z = Sqr(time) * Application.NormSInv(RndExcludingZero())
Rnd() returns values >=0 and <1.
At some point it is bound to return 0. When given 0 as input in Excel, NormSInv returns the #NUM!
Excel error.* When called in VBA via Application.NormSInv(0), it returns a Variant of subtype Error with value "Error 2036" (equivalent to the #NUM! Excel error).
Such Variant/Errors cannot be implicitly coerced to a numerical value (which is what the * operator expects) and thus in this case, you will get the type mismatch error.
You will only get this error when Rnd() happens to return 0, which is consistent with your observation that the error occurs only sometimes.
* This was first remarked by user3964075 in a now defunct comment to the question.
First off, here's my code:
Sub SimulatePortfolio()
Dim lambda As Double
Dim num As Integer
Dim cycles As Long
Column = 12
q = 1.5
lambda = 0.05
cycles = 100000
Dim data(1 To 100000, 1 To 10) As Integer
Dim values(1 To 10) As Double
For i = 1 To 10
values(i) = 0
Next i
temp = lambda
For i = 1 To cycles
lambda = temp
num = 10
t = 0
Dim temps(1 To 10) As Integer
For k = 1 To 10
temps(k) = 1000
Next k
Do While (t < 10 And num > 0)
t = t + tsim(lambda, num)
For j = 1 To 10
If (j > t) Then
temps(j) = temps(j) - 50
End If
Next j
num = num - 1
If (num <= 0) Then
Exit Do
End If
lambda = lambda * q
Loop
For l = 1 To 10
values(l) = values(l) + temps(l)
data(i, l) = temps(l)
Next l
Next i
For i = 1 To 10
Cells(i + 1, Column) = values(i) / cycles
'Problem occurs on this line:
Cells(i + 1, Column + 1).Value = Application.WorksheetFunction.Var(Application.WorksheetFunction.Index(data, i, 0))
Next i
End Sub
Function tsim(lambda As Double, num As Integer) As Double
Dim v As Double
Dim min As Double
Randomize
min = (-1 / lambda) * Log(Rnd)
For i = 1 To (num - 1)
Randomize
v = (-1 / lambda) * Log(Rnd)
If (min > v) Then
min = v
End If
Next i
tsim = min
End Function
When I set the value for cycles to 10000, it runs fine without a hitch. When I go to 100000 cycles, it gets an Error 13 at the indicated line of code.
Having been aware that Application.Tranpose is limited to 65536 rows with variants (throwing the same error) I tested the same issue with Index
It appears that Application.WorksheetFunction.Index also has a limit of 65536 rows when working with variants - but standard ranges are fine
So you will need to either need to dump data to a range and work on the range with Index, or work with two arrays
Sub Test()
Dim Y
Dim Z
'works in xl07/10
Debug.Print Application.WorksheetFunction.Index(Range("A1:A100000"), 1, 1)
Y = Range("A1:A65536")
`works
Debug.Print Application.WorksheetFunction.Index(Y, 1, 1)
'fails in xl07/10
Z = Range("A1:A65537")
Debug.Print Application.WorksheetFunction.Index(Z, 1, 1)
End Sub