Why does the function getArea return NULL/Nothing
Module Module3
Dim noOfTriangles As Integer = (3 / 2)
Sub main()
Dim l As Single
Dim n As Integer
l = Console.ReadLine()
n = Console.ReadLine()
Console.WriteLine(getArea(l, n))
Console.ReadKey()
End Sub
Function getArea(ByVal l As Single, ByVal n As Integer)
Dim area As Single = 1
If n = 0 Then
Return Nothing
Else
noOfTriangles = noOfTriangles * 2
Return (((3 ^ (1 / 2)) / 4) * (l ^ 2) + (noOfTriangles * getArea((l / 3), (n - 1))))
End If
End Function
End Module
Try this and see if it gets you any closer to what you're looking for:
Module Module3
Dim noOfTriangles As double = (3 / 2)
Sub main()
Dim l As Single
Dim n As Integer
l = Single.Parse(Console.ReadLine())
n = Integer.Parse(Console.ReadLine())
Console.WriteLine(getArea(l, n))
Console.ReadKey()
End Sub
Function getArea(ByVal l As Single, ByVal n As Integer) as Double
Dim area As Single = 1
If n = 0 Then
Return Nothing
Else
noOfTriangles = noOfTriangles * 2
Return (((3 ^ (1 / 2)) / 4) * (l ^ 2) + (noOfTriangles * getArea((l / 3), (n - 1))))
End If
End Function
End Module
Related
Hey I have no idea why I get an error "run time error 13 type mismatch". Thats my code and the place where I get an error:
EDIT: That is my code:
Function payoff(S_T, K, CallPut As String)
If CallPut = "call" Then
omega = 1
Else: omega = -1
End If
payoff = WorksheetFunction.Max(omega * (S_T - K), 0)
End Function
Function BS_trajektoria(S_0 As Double, T As Double, r As Double, q As Double, sigma As Double, N As Long) As Double()
Randomize
Dim S() As Double
Dim delta_t As Double
Dim i As Long
ReDim S(N)
S(0) = S_0
delta_t = T / N
For i = 1 To N
S(i) = S(i - 1) * Exp((r - q - 0.5 * sigma ^ 2) * delta_t + sigma * delta_t ^ 0.5 * Application.NormSInv(Rnd))
Next i
BS_trajektoria = S
End Function
Function barrier_MC(S_0 As Double, K As Double, T As Double, r As Double, q As Double, sigma As Double, _
B As Double, N As Long, num_of_sim As Long, CallPut As String, BarType As String) As Double
Randomize
Dim max_value As Double
Dim suma_wyplat As Double
Dim wyplata As Double
Dim i As Long
Dim S() As Double
suma_wyplat = 0
If (BarType = "DO" Or BarType = "DI") And B > S_0 Then
MsgBox "Too high barrier!"
Exit Function
ElseIf (BarType = "UO" Or BarType = "UI") And B < S_0 Then
MsgBox "Too low barrier!"
Exit Function
End If
With WorksheetFunction
For i = 1 To num_of_sim
S = BS_trajektoria(S_0, T, r, q, sigma, N)
max_value = .Max(S)
If max_value >= B Then
wyplata = 0
Else
wyplata = payoff(S(N), K, CallPut)
End If
suma_wyplat = suma_wyplat + wyplata
Next i
End With
barrier_MC = Exp(-r * T) * suma_wyplat / num_of_sim
End Function
Sub test3()
MsgBox barrier_MC(100, 100, 1, 0.05, 0.02, 0.2, 120, 1000, 1000000, "call", "UO")
End Sub
Anyone know where is the problem? For smaller value of N and num_of_sim everything works fine, the problem is when I use bigger values for these variables.
If you declare a new Double variable called rand and modify the main loop so that it looks like:
For i = 1 To N
rand = Rnd
S(i) = S(i - 1) * Exp((r - q - 0.5 * sigma ^ 2) * delta_t + sigma * delta_t ^ 0.5 * Application.NormSInv(rand))
Next i
you will see that the problem always happens when rand = 0. Why it throws that particular error is a bit of a mystery, but it is what it is. As a fix, what you could do is to keep the code as modified above with the following twist:
For i = 1 To N
rand = Rnd
If rand = 0 Then rand = 0.0000001
S(i) = S(i - 1) * Exp((r - q - 0.5 * sigma ^ 2) * delta_t + sigma * delta_t ^ 0.5 * Application.NormSInv(rand))
Next i
Then the code will run without error. It is still somewhat slow, but optimizing it (if possible) would be for a different question.
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
My vba code keeps returning a value of 0 when I know the roots of my function are not 0.
It's pretty simple code but I can't seem to debug it. Any idea where this error might be coming from??
Option Explicit
Public Function Bisect(ByVal xlow As Double, ByVal xhigh As Double) As Double
Dim i As Integer
Dim xmid As Double
xmid = (xlow + xhigh) / 2
For i = 1 To 100
If f(xlow) * f(xmid) < 0 Then
xhigh = xmid
xmid = (xlow + xhigh) / 2
Else
xlow = xmid
xmid = (xlow + xhigh) / 2
End If
Next i
Bisect = xmid
End Function
Function f(ByVal x As Double, Optional ByRef inputArray As Range) As Variant
Dim ca0 As Double
Dim v0 As Double
Dim k As Double
Dim e As Double
Dim ac As Double
Dim L As Double
inputArray(2, 2) = ca0
inputArray(3, 2) = v0
inputArray(4, 2) = k
inputArray(5, 2) = e
inputArray(6, 2) = ac
inputArray(7, 2) = L
f(x) = (v0 / (k * ca0 * ac)) * ((2 * e * (1 + e) * Log(1 - x)) + (e ^ 2 * x) + (((1 + e) ^ 2 * x) / (1 - x))) - L
End Function
' i Think you want to take those constant values from cells presentin the sheet
Function f(ByVal x As Double) As Variant
Dim inputArray As Range
Dim ca0 As Double
Dim v0 As Double
Dim k As Double
Dim e As Double
Dim ac As Double
Dim L As Double
' i Think you want to take values from cells in the sheet
ca0 = ActiveSheet.Cells(2, 2).Value
v0 = ActiveSheet.Cells(3, 2).Value
k = ActiveSheet.Cells(4, 2).Value
e = ActiveSheet.Cells(5, 2).Value
ac = ActiveSheet.Cells(6, 2).Value
L = ActiveSheet.Cells(7, 2).Value
Could it be that you try to assign the inputarray with empty variables?
In my mind it should be:
ca0 = inputArray(2, 2)
v0 = inputArray(3, 2)
And so on.
I'm guessing
f(x) = (v0 / (k * ca0 * ac)) * ((2 * e * (1 + e) * Log(1 - x)) + (e ^ 2 * x) + (((1 + e) ^ 2 * x) / (1 - x))) - L
Should be
f = (v0 / (k * ca0 * ac)) * ((2 * e * (1 + e) * Log(1 - x)) + (e ^ 2 * x) + (((1 + e) ^ 2 * x) / (1 - x))) - L
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
Is there anybody know how to make normal distributed random number in vb.net?
thank you
From this forum post :
Usage:
GaussNumDist(Mean, Standard Deviation, Sample Size)
Code example below, which will populate GaussNumArray() with the sample of numbers, whose distribution will have the mean and standard deviation specified:
Imports System.Math
Module Module1
Friend GaussNumArray() As Double
Friend intICell As Long
Friend Function GaussNumDist(ByVal Mean As Double, ByVal StdDev As Double, ByVal SampleSize As Integer)
intICell = 1 'Loop variable
ReDim GaussNumArray(SampleSize)
Do While (intICell < (SampleSize + 1))
Call NumDist(Mean, StdDev)
Application.DoEvents()
Loop
End Function
Sub NumDist(ByVal meanin As Double, ByVal sdin As Double)
'---------------------------------------------------------------------------------
'Converts uniform random numbers over the region 0 to 1 into Gaussian distributed
'random numbers using Box-Muller algorithm.
'Adapted from Numerical Recipes in C
'---------------------------------------------------------------------------------
'Defining variables
Dim dblR1 As Double
Dim dblR2 As Double
Dim mean As Double
Dim var As Double
Dim circ As Double
Dim trans As Double
Dim dblY1 As Double
Dim dblY2 As Double
Dim Pi As Double
Pi = 4 * Atan(1)
'Get two random numbers
dblR1 = (2 * UniformRandomNumber()) - 1
dblR2 = (2 * UniformRandomNumber()) - 1
circ = (dblR1 ^ 2) + (dblR2 ^ 2) 'Radius of circle
If circ >= 1 Then 'If outside unit circle, then reject number
Call NumDist(meanin, sdin)
Exit Sub
End If
'Transform to Gaussian
trans = Sqrt(-2 * Log(circ) / circ)
dblY1 = (trans * dblR1 * sdin) + meanin
dblY2 = (trans * dblR2 * sdin) + meanin
GaussNumArray(intICell) = dblY1 'First number
'Increase intICell for next random number
intICell = (intICell + 1)
GaussNumArray(intICell) = dblY2 'Second number
'Increase intICell again ready for next call of ConvertNumberDistribution
intICell = (intICell + 1)
End Sub
Friend Function UniformRandomNumber() As Double
'-----------------------------------------------------------------------------------
'Outputs random numbers with a period of > 2x10^18 in the range 0 to 1 (exclusive)
'Implements a L'Ecuyer generator with Bays-Durham shuffle
'Adapted from Numerical Recipes in C
'-----------------------------------------------------------------------------------
'Defining constants
Const IM1 As Double = 2147483563
Const IM2 As Double = 2147483399
Const AM As Double = (1.0# / IM1)
Const IMM1 As Double = (IM1 - 1.0#)
Const IA1 As Double = 40014
Const IA2 As Double = 40692
Const IQ1 As Double = 53668
Const IQ2 As Double = 52774
Const IR1 As Double = 12211
Const IR2 As Double = 3791
Const NTAB As Double = 32
Const NDIV As Double = (1.0# + IM1 / NTAB)
Const ESP As Double = 0.00000012
Const RNMX As Double = (1.0# - ESP)
Dim iCell As Integer
Dim idum As Double
Dim j As Integer
Dim k As Long
Dim temp As Double
Static idum2 As Long
Static iy As Long
Static iv(NTAB) As Long
idum2 = 123456789
iy = 0
'Seed value required is a negative integer (idum)
Randomize()
idum = (-Rnd() * 1000)
'For loop to generate a sequence of random numbers based on idum
For iCell = 1 To 10
'Initialize generator
If (idum <= 0) Then
'Prevent idum = 0
If (-(idum) < 1) Then
idum = 1
Else
idum = -(idum)
End If
idum2 = idum
For j = (NTAB + 7) To 0
k = ((idum) / IQ1)
idum = ((IA1 * (idum - (k * IQ1))) - (k * IR1))
If (idum < 0) Then
idum = (idum + IM1)
End If
If (j < NTAB) Then
iv(j) = idum
End If
Next j
iy = iv(0)
End If
'Start here when not initializing
k = (idum / IQ1)
idum = ((IA1 * (idum - (k * IQ1))) - (k * IR1))
If (idum < 0) Then
idum = (idum + IM1)
End If
k = (idum2 / IQ2)
idum2 = ((IA2 * (idum2 - (k * IQ2))) - (k * IR2))
If (idum2 < 0) Then
idum2 = idum2 + IM2
End If
j = (iy / NDIV)
iy = (iv(j) - idum2)
iv(j) = idum
If (iy < 1) Then
iy = (iy + IMM1)
End If
temp = AM * iy
If (temp <= RNMX) Then
'Return the value of the random number
UniformRandomNumber = temp
End If
Next iCell
End Function
End Module
You can use following line
Dim x1 as Double = MathNet.Numerics.Distributions.Normal.Sample(MEAN, STDEV)
Math.Net Numeric package can be installed using following NuGet command
Install-Package MathNet.Numerics -Version 4.9.0
You can found more information on NuGet site