I was running tests on my software today and found that some of the values it was producing weren't correct.
I decided to step through the code and noticed that the variables I had assigned to textbox values on my userform when hovered over said empty, even though when hovering over the textbox assigned to it, the value inputted by the user showed.
For Example,
n = BiTimeSteps_TextBox.Value
when hovered over
n = empty
even though
BiTimeSteps_TextBox.Value = 2
when hovered over.
So say I have a formula shortly after that says
d = n*2 ,
n when hovered over says empty and d is made 0 when it shouldn't be.
Someone told me if I switch it around to
BiTimeSteps_TextBox.Value = n
it should be recognised but it is still not.
What could possibly be causing this?
See full code below: (it aims to price options using the binomial tree pricing method)
S = BiCurrentStockPrice_TextBox.Value
X = BiStrikePrice_TextBox.Value
r = BiRisk_Free_Rate_TextBox.Value
T = BiexpTime_TextBox.Value
Sigma = BiVolatility_TextBox.Value
n = BiTimeSteps_TextBox.Value
Dim i, j, k As Integer
Dim p, V, u, d, dt As Double
dt = T / n ' This finds the value of dt
u = Exp(Sigma * Sqr(dt)) 'formula for the up factor
d = 1 - u 'formula for the down factor
'V value of option
'array having the values
Dim bin() As Double 'is a binomial arrays, it stores the value of each node, there is a loop
'work out the risk free probability
p = (1 + r - d) / (u - d)
'probability of going up
ReDim bin(n + 1) As Double
'it redims the array, and n+1 is used because it starts from zero
'------------------------------------------------------------------------------------------------------------------------------
''European Call
If BiCall_CheckBox = True Then
For i = 0 To n 'payoffs = value of option at final time
bin(i + 1) = Application.WorksheetFunction.Max(0, (u ^ (n - i)) * (d ^ i) * S - X)
'It takes the max payoff or 0
Cells(i + 20, n + 2) = bin(i + 1) 'to view payoffs on the isolated column on the right
Next i
End If
'european put
If BiPut_CheckBox = True Then
For i = 0 To n 'payoffs = value of option at final time
bin(i + 1) = Application.WorksheetFunction.Max(0, X - (S * (u * (n - i)) * (d * i)))
' European Put- It takes the max payoff or 0
Cells(i + 20, n + 2) = bin(i + 1) 'to view payoffs on the isolated column on the right
Next i
End If
For k = 1 To n 'backward column loop
For j = 1 To (n - k + 1) 'loop down the column loop
bin(j) = (p * bin(j) + (1 - p) * bin(j + 1)) / (1 + r)
Cells(j + 19, n - k + 2) = bin(j)
'' print the values along the column, view of tree
Next j
Next k
Worksheets("Binomial").Cells(17, 2) = bin(1) ' print of the value V
BiOptionPrice_TextBox = bin(1)
Related
The question to be done
I have tried this out.
I have created few functions. I am confused in the remaining ones.
I have made the first function and stored the values of upper, lower and main matrix in my spreadsheet.
Function createFEMatrixDirichlet(a, C, Nx, h, dt)
Dim k As Integer
'Main
For k = 0 To Nx - 1
Cells(k + 2, 2).Value = 1 - dt * (((2 * a) / (h * h)) + x)
Next k
'Lower
For k = 0 To Nx - 2
Cells(k + 2, 1).Value = dt * (a / (h * h))
Next k
'Upper
For k = 0 To Nx - 3
Cells(k + 2, 3).Value = dt * (a / (h * h))
Next k
End Function
Nodes are generated similar way.
Function nodeGeneration(xa, xb, Nx, column)
Dim k As Integer
'Find h
h = (xb - xa) / Nx
'Generate Node
For k = 0 To Nx
Cells(k + 2, column).Value = xa + k * h
Next k
End Function
Initial condition are applied:
Function applyInitialCondition(Nx, column)
Dim k As Integer
For k = 0 To Nx
Cells(k + 2, column).Value = ((Cells(k + 2, 4)) + 2) / 2
Next k
End Function
Now to multiply I am a bit confused. My implementation is that I am trying to make the entire matrix and then multiply. However, there is no luck. Some or the other error pops up.
Also, I have no idea on how to implement the FETimeStep and then create a new subroutine to run the entire code.
Any leads?
Sample Input
I am trying to create an automatic filling of the payroll spreadsheet I created. However, no matter how much I try it the value of z = 1 all the time even if the logic returns FALSE values (I validated this using MsgBox).
My goal in this code is to check whether there is already a record in another sheet. If there isn't it will automatically add the record with the appropriate details based on the available data.
Below is the full VBA code (Note code is incomplete so it is a bit unpolished still):
Option Explicit
Public p As Long
Sub test()
Dim Total_rows_PR As Long
Dim Total_rows_DTR As Long
Total_rows_PR = Worksheets("Payroll - Regular").Range("B" & Rows.Count).End(xlUp).Row
Total_rows_DTR = Worksheets("DTR").Range("B" & Rows.Count).End(xlUp).Row
Dim q As Long
Dim j As Long
Dim z As Long
For j = 1 To Total_rows_DTR - 1
For q = 1 To Total_rows_PR + p - 2
If Worksheets("DTR").Cells(1 + j, 33) = Worksheets("Payroll - Regular").Cells(2 + q, 1) Then
If Worksheets("DTR").Cells(1 + j, 34) = Worksheets("Payroll - Regular").Cells(2 + q, 2) Then
If Worksheets("DTR").Cells(1 + j, 2) = Worksheets("Payroll - Regular").Cells(2 + q, 3) Then
z = 1
Exit For
End If
End If
End If
Next q
' Below is where the assignment should happen but only returns a blank cell
If z = 0 Then Worksheets("Payroll - Regular").Cells(Total_rows_PR + 1 + p, 1) = Worksheets("DTR").Cells(1 + j, 33)
If z = 0 Then Worksheets("Payroll - Regular").Cells(Total_rows_PR + 1 + p, 2) = Worksheets("DTR").Cells(1 + j, 34)
If z = 0 Then Worksheets("Payroll - Regular").Cells(Total_rows_PR + 1 + p, 3) = Worksheets("DTR").Cells(1 + j, 2)
If z = 0 Then p = p + 1
z = 0
Next j
End Sub
Update: I realized that even if the conditions are not being a met in the first portion of If-Then loops, the value of z is set to 1 for no reason. This is the reason why it won't assign values. However, I do not see why it keeps assigning to 1.
Update#2: #ShaiRado
So the first image is where data is encoded (not shown in image because it is in the leftmost part of the spreadsheet, but basically it inputs the name of the person, date, and the daily time record (DTR) of the person). When the data is encoded, it will automatically indicate what month and year it is based on the helper column AG month and column AH for year. Somewhere in the start of the same worksheet at column B is where the name of the person is. All of these 3 will be used.
This second image is where the summaries are computed. If there is an entry for a specific person at a certain month and year and it is not located in this worksheet, it will automatically fill in that person's name as well as the month and year. Basically that's what the code i'm trying to create does.
The output is a fully automated spreadsheet that only requires data entry in the DTR sheet. All computations already have their corresponding formulas.
First: You have a really strange way of writing your if-statements.
I think what you mean is
For q = 1 To Total_rows_PR + p
If Worksheets("DTR").Cells(1 + j, 33) = Worksheets("Payroll - Regular").Cells(2 + q, 1) _
And Worksheets("DTR").Cells(1 + j, 34) = Worksheets("Payroll - Regular").Cells(2 + q, 2) _
And Worksheets("DTR").Cells(1 + j, 2) = Worksheets("Payroll - Regular").Cells(2 + q, 3) Then
z = 1
Exit For ' Once found, z stays 1 so you don't have to continue the inner loop.
End If
Next q
Second: I am not sure what exactly you want to achieve, but as far as I understand, your problem is that you are looping to far. At the last iteration of the outer loop, your accessing row 1 + j of sheet DTR which is empty at that time, and you are accessing row 2 + q (which is the same as 2 + Total_rows_PR + p) - also empty (and comparing the two emtpy lines sets z to 1).
A variable is never set for no reason. Is is maybe set and you don't understand the reason.
Debug your code step by step, watch where it behaves different as you expect and find the reason why it does what is does.
I have issue with an Excel worksheet that contains the formula:
=Spline($D$9:$D$34,$J$9:$J$34,$D43)
Sheet works fine until I open this sheet on network drive and save it on local drive. Then this formula throws #NAME? error. Strange is, that error is gone when I click on line with formula to edit it and press enter (nothing changes in formula).
Have someone met similar issue?
I just found another information. Formula spline is defined in VBA module, not internal in Excel. It looks like. But issue is still here.
Function spline(periodcol As Range, ratecol As Range, x As Range)
Dim period_count As Integer
Dim rate_count As Integer
period_count = periodcol.Rows.Count
rate_count = ratecol.Rows.Count
If period_count <> rate_count Then
spline = "Error: Range count does not match"
GoTo endnow
End If
ReDim xin(period_count) As Single
ReDim yin(period_count) As Single
Dim c As Integer
For c = 1 To period_count
xin(c) = periodcol(c)
yin(c) = ratecol(c)
Next c
Dim n As Integer
Dim i, k As Integer
Dim p, qn, sig, un As Single
ReDim u(period_count - 1) As Single
ReDim yt(period_count) As Single
n = period_count
yt(1) = 0
u(1) = 0
For i = 2 To n - 1
sig = (xin(i) - xin(i - 1)) / (xin(i + 1) - xin(i - 1))
p = sig * yt(i - 1) + 2
yt(i) = (sig - 1) / p
u(i) = (yin(i + 1) - yin(i)) / (xin(i + 1) - xin(i)) - (yin(i) - yin(i - 1)) / (xin(i) - xin(i - 1))
u(i) = (6 * u(i) / (xin(i + 1) - xin(i - 1)) - sig * u(i - 1)) / p
Next i
qn = 0
un = 0
yt(n) = (un - qn * u(n - 1)) / (qn * yt(n - 1) + 1)
For k = n - 1 To 1 Step -1
yt(k) = yt(k) * yt(k + 1) + u(k)
Next k
Dim klo, khi As Integer
Dim h, b, a As Single
klo = 1
khi = n
Do
k = khi - klo
If xin(k) > x Then
khi = k
Else
klo = k
End If
k = khi - klo
Loop While k > 1
h = xin(khi) - xin(klo)
a = (xin(khi) - x) / h
b = (x - xin(klo)) / h
y = a * yin(klo) + b * yin(khi) + ((a ^ 3 - a) * yt(klo) + (b ^ 3 - b) * yt(khi)) * (h ^ 2) / 6
spline = y
endnow:
End Function
Try to add:
Application.Volatile
to your VBA code. Add this just below the Function statement to force a renewed calculation as soon as anything changes.
I use vba on excel 2007, OS: windows vista, to make calculation using kinematic wave equation in finite difference scheme. But, when it runs the run-time 5 (invalid procedure call or arguments) message appears. I really don't what is going wrong. Anyone can help?
Sub kwave()
Dim u(500, 500), yy(500, 500), alpha, dt, dx, m, n, so, r, f, X, L, K As Single
Dim i, j As Integer
dx = 0.1
dt = 0.01
L = 10
m = 5 / 3
r = 1
f = 0.5
n = 0.025
so = 0.1 'this is slope
alpha = 1 / n * so ^ 0.5
X = 0
For i = 0 To 100
Cells(i + 1, 1) = X
u(i, 1) = L - so * X
X = X + dx
Cells(i + 1, 2) = u(i, 1)
Next i
For j = 0 To 100
For i = 1 To 100
'predictor step
u(i, j + 1) = u(i, j) - alpha * dt / dx * (u(i + 1, j) ^ m - u(i, j) ^ m) + (r - f) * dt
'corrector step
K = u(i, j + 1) ^ m - u(i - 1, j + 1) ^ m '<<<<----- RUNTIME ERROR 5 HAPPENS AT THIS LINE
yy(i, j + 1) = 0.5 * ((yy(i, j) + u(i, j + 1)) - alpha * dt / dx * K + (r - f) * dt)
Next i
Next j
End Sub
You are declaring the variables wrong- the array should store a double/single but it is defaulting to a variant. See this article.
http://www.cpearson.com/excel/declaringvariables.aspx -
"Pay Attention To Variables Declared With One Dim Statement
VBA allows declaring more than one variable with a single Dim
statement. I don't like this for stylistic reasons, but others do
prefer it. However, it is important to remember how variables will be
typed. Consider the following code:
Dim J, K, L As Long You may think that all three variables are
declared as Long types. This is not the case. Only L is typed as a
Long. The variables J and K are typed as Variant. This declaration is
functionally equivalent to the following:
Dim J As Variant, K As Variant, L As Long You should use the As Type
modifier for each variable declared with the Dim statement:
Dim J As Long, K As Long, L As Long "
Additionally, when i = 99 and j = 10, u(99,11), which is j+1, produces a negative number. Note that this does not fully cause the problem though, because you can raise negative numbers to exponents. Ex, -5^3 = -125
I have a function that only call the spline function when something happens..in this case when a division is less than zero..the inputs for the function is the same that for the spline function(called CUBIC), the spline was tested and works well when I call it direct! someone can help me?...follows a party of the code
Function NDF6(T As Variant, dias As Variant, taxas As Variant)
If T <= dias(1) Then
NDF6 = taxas(1)
Exit Function
End If
If T >= dias(tam) Then
NDF6 = taxas(tam)
Exit Function
End If
For i = 1 To tam
If T <= dias(i) Then
If taxas(i) / taxas(i - 1) < 0 Then
Call CUBIC(T, dias, taxas)
Else
i0 = ((taxas(i - 1) * dias(i - 1)) / 360) + 1
i1 = ((taxas(i - 1) * dias(i - 1)) / 360) + 1
irel = i1 / i0
i2 = irel ^ ((T - dias(i - 1)) / (dias(i) - dias(i - 1)))
i2rel = i2 * i0
i2real = i2rel - 1
NDF6 = i2real * (360 / T)
End If
Public Function CUBIC(x As Variant, input_column As Variant, output_column As Variant)
The function returns a zero value when I call the cubic function. The inputs are a cell with a value with a value equivalent a day and two arrays(DUONOFF and ONOFF) equivalent a days and rates, I call the function like:
NDF6(512,DUONOFF,ONOFF)
follows the CUBIC function
Public Function CUBIC(x As Variant, input_column As Variant, output_column As Variant)
'Purpose: Given a data set consisting of a list of x values
' and y values, this function will smoothly interpolate
' a resulting output (y) value from a given input (x) value
' This counts how many points are in "input" and "output" set of data
Dim input_count As Integer
Dim output_count As Integer
input_count = input_column.Rows.Count
output_count = output_column.Rows.Count
Next check to be sure that "input" # points = "output" # points
If input_count <> output_count Then
CUBIC = "Something's messed up! The number of indeces number of output_columnues don't match!"
GoTo out
End If
ReDim xin(input_count) As Single
ReDim yin(input_count) As Single
Dim c As Integer
For c = 1 To input_count
xin(c) = input_column(c)
yin(c) = output_column(c)
Next c
values are populated
Dim N As Integer 'n=input_count
Dim i, k As Integer 'these are loop counting integers
Dim p, qn, sig, un As Single
ReDim u(input_count - 1) As Single
ReDim yt(input_count) As Single 'these are the 2nd deriv values
N = input_count
yt(1) = 0
u(1) = 0
For i = 2 To N - 1
sig = (xin(i) - xin(i - 1)) / (xin(i + 1) - xin(i - 1))
p = sig * yt(i - 1) + 2
yt(i) = (sig - 1) / p
u(i) = (yin(i + 1) - yin(i)) / (xin(i + 1) - xin(i)) - (yin(i) - yin(i - 1)) / (xin(i) - xin(i - _1))
u(i) = (6 * u(i) / (xin(i + 1) - xin(i - 1)) - sig * u(i - 1)) / p
Next i
qn = 0
un = 0
yt(N) = (un - qn * u(N - 1)) / (qn * yt(N - 1) + 1)
For k = N - 1 To 1 Step -1
yt(k) = yt(k) * yt(k + 1) + u(k)
Next k
now eval spline at one point
Dim klo, khi As Integer
Dim h, b, a As Single
first find correct interval
klo = 1
khi = N
Do
k = khi - klo
If xin(k) > x Then
khi = k
Else
klo = k
End If
k = khi - klo
Loop While k > 1
h = xin(khi) - xin(klo)
a = (xin(khi) - x) / h
b = (x - xin(klo)) / h
y = a * yin(klo) + b * yin(khi) + ((a ^ 3 - a) * yt(klo) + (b ^ 3 - b) * yt(khi)) * (h ^ 2) _/ 6
CUBIC = y
out:
End Function