VBA：运行时错误 13 类型不匹配

Question

我想使用牛顿法计算几个看涨期权的到期时间。我尝试在下面的代码中重新创建此方法。 我得到名为functionDerived 的变量的奇怪类型不匹配。该变量是变量function0 的派生形式。此时出现错误 13。

计算中的变量有以下几种：

opT integer;
S double;
sigma double;
K double;
rf double;
q double;
T integer;
optionbidprice double;

这是我的代码：

Public Function calculateOptionExpiration(opT, S, sigma, K, rf, q, T, optionBidPrice)

'************************************************************************
'Variables
'************************************************************************

Dim function0 As Double
Dim functionDerived As Double
Dim optionPrice As Double
Dim differenceZero As Double

Dim Tnext As Integer

Dim Pii As Double
Dim d1 As Double
Dim d2 As Double
Dim ND1 As Double    'Cumulative standard normal probability for value d1
Dim ND2 As Double    'Cumulative standard normal probability for value d2
Dim Nd1accent As Double  'Derivation, N'(x), see book page 456
Dim Nd2accent As Double




'************************************************************************
'Newton's method to calculate time to option expiration T
'************************************************************************

'theta formula page 456, use this in newton's method

'Step 1: f(T) = 0

    Pii = Application.WorksheetFunction.Pi


    d1 = BSD1(S, K, rf, q, T, sigma)

    d2 = BSD2(S, K, rf, q, T, sigma)


    ND1 = Application.NormSDist(d1)

    ND2 = Application.NormSDist(d2)

    Nd1accent = (1 / Sqr(2 * Pii)) * Exp(-d1 ^ 2 / 2)

    function0 = ((-S * Nd1accent * sigma * Exp(-q * T)) / (2 * Sqr(T))) + _
    (q * S * ND1 * Exp(-q * T)) - (rf * K * Exp(-rf * T) * ND2)


'Step 2 : f'(T)

    Nd2accent = (1 / Sqr(2 * Pii)) * Exp(-d2 ^ 2 / 2)

    functionDerived = (q / 2) * (S * Nd1accent * sigma * Exp(-q * T) * 2 ^  (-1) * T ^ (-3 / 2)) _
     - q * (q * S * Nd1accent * Exp(-q * T)) + rf(rf * K * Exp(-rf * T) + Nd2accent)



'step 3: Tnext = T - function0/functionderived, find the T so that option bid - optionprice = 0


Do Until differenceZero = 0

    optionPrice = BSMOptPrice(opT, S, sigma, K, rf, q, T)

    differenceZero = optionBidPrice - optionPrice

    Tnext = T - (function0 / functionDerived)

    T = Tnext

Loop

    calculateOptionExpiration = Tnext

Answer 1

functionDerived 的赋值有误：

rf(rf * K * Exp(-rf * T) + Nd2accent)

rf(...)是一个函数调用，但是参数rf是一个double，所以是类型不匹配。