VBA：函数返回#VALUE

Question

我有一个允许我通过特定模型为选项定价的子。然后我想构建一个以相同方式执行完全相同操作的函数，但出现错误。一些输入可以是向量，所以我尝试了带括号和不带括号的代码。我还用“应用程序”切换了“Worksheet.function”，但都没有奏效。

Public Function TaylorPrice1(S0 As Double, sigma As Double, wgt As Double, rho As Double, T As Double, Kappa As Double, r As Double, num As Double) As Double

Dim ModS() As Double
Dim Z As Double
Dim i, j, L, k As Double
Dim Sum1, Sum2, Sum3, Sum4, Sum5 As Double
Dim U1, U2, U20, U2st, U2nd, U2rd, mz, vz As Double
Dim a1, a2, a3, B1, B2, c1, c2, c3, c4, d1, d2, d3, d4, z1, z2, z3, y, y1, y2 As Double
Dim py, pyst, pynd, Ny1, Ny2 As Double
Dim Modrho() As Double

'ReDim S0(num), sigma(num), wgt(num), rho(num, num) As Double
ReDim ModS(num) As Double
ReDim Modrho(num, num) As Double
Z = 1

        Sum1 = 0
        Sum2 = 0
        Sum3 = 0
        Sum4 = 0
        Sum5 = 0
        U1 = 0
        U2 = 0
        U20 = 0
        U2st = 0
        U2nd = 0
        U2rd = 0

        For i = 0 To num - 1
            ModS(i) = wgt(i) * S0(i) * Exp(r * T)
            U1 = U1 + ModS(i)
        Next i

        For i = 0 To num - 1
            For j = 0 To num - 1
                Modrho(i, j) = rho(i, j) * sigma(i) * sigma(j) * T
                U2 = U2 + ModS(i) * ModS(j) * Exp((Z ^ 2) * Modrho(i, j))
            Next j
        Next i

        mz = 2 * Log(U1) - 0.5 * Log(U2)
        vz = Log(U2) - 2 * Log(U1)

        For i = 0 To num - 1
            For j = 0 To num - 1
                U20 = U20 + ModS(i) * ModS(j)
                U2st = U2st + ModS(i) * ModS(j) * Modrho(i, j)
                U2nd = U2nd + ModS(i) * ModS(j) * Modrho(i, j) ^ 2
                U2rd = U2rd + ModS(i) * ModS(j) * Modrho(i, j) ^ 3
            Next j
        Next i

        a1 = -(U2st * Z ^ 2) / (2 * U20)
        a2 = 2 * a1 ^ 2 - ((U2nd * Z ^ 4) / (2 * U20))
        a3 = 6 * a1 * a2 - 4 * a1 ^ 3 - ((U2rd * Z ^ 6) / (2 * U20))

        For k = 0 To num - 1
            For j = 0 To num - 1
                For i = 0 To num - 1
                    Sum1 = Sum1 + 2 * (ModS(i) * ModS(j) * ModS(k) * Modrho(i, k) * Modrho(j, k))
                Next i
            Next j
        Next k

        B1 = (Z ^ 4) / (4 * U1 ^ 3) * Sum1
        B2 = a1 ^ 2 - 0.5 * a2

        For L = 0 To num - 1
            For k = 0 To num - 1
                For j = 0 To num - 1
                    For i = 0 To num - 1
                        Sum2 = Sum2 + 8 * (ModS(i) * ModS(j) * ModS(k) * ModS(L) * Modrho(i, L) * Modrho(j, k) * Modrho(k, L))
                    Next i
                Next j
            Next k
        Next L
        Sum2 = Sum2 + 2 * U2st * U2nd
        For L = 0 To num - 1
            For k = 0 To num - 1
                For j = 0 To num - 1
                    For i = 0 To num - 1
                        Sum3 = Sum3 + 6 * (ModS(i) * ModS(j) * ModS(k) * ModS(L) * Modrho(i, L) * Modrho(j, L) * Modrho(k, L))
                    Next i
                Next j
            Next k
        Next L
        For k = 0 To num - 1
            For j = 0 To num - 1
                For i = 0 To num - 1
                    Sum4 = Sum4 + 6 * (ModS(i) * ModS(j) * ModS(k) * Modrho(i, k) * (Modrho(j, k) ^ 2))
                Next i
            Next j
        Next k

        For k = 0 To num - 1
            For j = 0 To num - 1
                For i = 0 To num - 1
                    Sum5 = Sum5 + 8 * (ModS(i) * ModS(j) * ModS(k) * Modrho(i, j) * Modrho(i, k) * Modrho(j, k))
               Next i
            Next j
        Next k

        c1 = -1 * a1 * B1
        c2 = (Z ^ 6 / (144 * U1 ^ 4)) * (9 * Sum2 + 4 * Sum3)
        c3 = (Z ^ 6 / (48 * U1 ^ 3)) * (4 * Sum4 + Sum5)
        c4 = a1 * a2 - 2 / 3 * a1 ^ 3 - a3 / 6

        d1 = 0.5 * (6 * a1 ^ 2 + a2 - 4 * B1 + 2 * B2) - 1 / 6 * (120 * a1 ^ 3 - a3 + 6 * (24 * c1 - 6 * c2 + 2 * c3 - c4))
        d2 = 0.5 * (10 * a1 ^ 2 + a2 - 6 * B1 + 2 * B2) - (128 * (a1 ^ 3) / 3 - a3 / 6 + 2 * a1 * B1 - a1 * B2 + 50 * c1 - 11 * c2 + 3 * c3 - c4)
        d3 = (2 * a1 ^ 2 - B1) - 1 / 3 * (88 * a1 ^ 3 + 3 * a1 * (5 * B1 - 2 * B2) + 3 * (35 * c1 - 6 * c2 + c3))
        d4 = (-20 * (a1 ^ 3) / 3 + a1 * (-4 * B1 + B2) - 10 * c1 + c2)

        z1 = d2 - d3 + d4
        z2 = d3 - d4
        z3 = d4
        y = Log(Kappa)
        y1 = (mz - y) / (Sqr(vz)) + Sqr(vz)
        y2 = y1 - Sqr(vz)
        Ny1 = Application.Norm_S_Dist(y1, True)
        Ny2 = Application.Norm_S_Dist(y2, True)
        py = (1 / (Sqr(2 * Application.Pi() * vz))) * Exp((-((y - mz) ^ 2) / (2 * vz)))
        pyst = py * 1 / (-vz) * (y - mz)
        pynd = mz / vz * pyst + py * (1 / (-vz)) * (1 + y * (-1 / vz) * (y - mz))
        TaylorPrice1 = (U1 * Exp(-r * T) * Ny1 - Kappa * Exp(-r * T) * Ny2) + (Exp(-r * T) * Kappa * (z1 * py + z2 * pyst + z3 * pynd))

End Function

Answer 1

您正在尝试将某些函数参数用作数组，但您没有将它们初始化为这样

例如

ModS(i) = wgt(i) * S0(i) * Exp(r * T)

你有wgt和SO作为

Public Function TaylorPrice1(S0 As Double, sigma As Double, wgt As Double, rho As Double, T As Double, Kappa As Double, r As Double, num As Double) As Double

在你的函数参数中。这同样适用于

Modrho(i, j) = rho(i, j) * sigma(i) * sigma(j) * T

您可以从所有可能为数组的函数参数中删除As Double，并删除当前已注释的Redim... 行，因为取消注释会立即覆盖参数值。

Answer 2

感谢大家的帮助。我发现了问题。该函数的输入实际上是 Excel 电子表格的单元格范围。但是 VBA 没有将它们识别为数组，所以我不得不转换数组中的范围（代码中的 rho）。由于我还有一个多维数组，我发现范围变量将范围的值存储为原始的一维行。例如，我有一个 14x14 矩阵，那么范围的第 17 个值对应于矩阵的第 2 行第 3 列。我希望这些信息对某人有用。这就是我解决主要问题的方法

Dim i As Double
Dim j As Double
Dim L As Double
Dim k As Double
Dim S0() As Double
Dim sigma() As Double
Dim wgt() As Double
Dim rho() As Double
Dim Modrho() As Double
Dim ModS() As Double
' transofrmo range nei vettori
Dim cell As Range
Dim num1 As Long, num2 As Long
Dim rhodritto() As Double
num1 = 0
For Each cell In S0Input
      num1 = num1 + 1
Next cell
ReDim S0(num1) As Double
ReDim sigma(num1) As Double
ReDim wgt(num1) As Double
ReDim rho(num1, num1) As Double
ReDim Modrho(num1, num1) As Double
ReDim ModS(num1) As Double


i = 1
For Each cell In S0Input
    S0(i) = cell.Value
    i = i + 1
Next cell
i = 1
For Each cell In sigmaInput
    sigma(i) = cell.Value
    i = i + 1
Next cell
i = 1
For Each cell In wgtInput
    wgt(i) = cell.Value
    i = i + 1
Next cell
num2 = 0
For Each cell In rhoInput
   num2 = num2 + 1
Next cell
ReDim rhodritto(num2)
i = 1
For Each cell In rhoInput
    rhodritto(i) = cell.Value
    i = i + 1
Next cell
k = 1
For i = 1 To num1
    For j = 1 To num1
        rho(i, j) = rhodritto(k)
        k = k + 1
    Next j
Next i