Excel VBA例程到UDF

Question

我正在为我的金融课程做练习，其中我在Excel VBA中编写了一个例程，该例程可以按预期工作，而无需使用MMULT或TRANSPOSE。 我想通过将该例程改编为UDF来在Excel Sheet中实现结果，但是以某种方式我只遇到了一个值错误。

我有点失落……有什么提示吗？

这是例行程序：

Option Explicit
Public Sub CalcVola2()

Dim WeightedVola As Variant, Weights As Variant, Volatilities As Variant, Correlations As Variant
Dim i As Double, j As Double, CorrSum As Double, VarSum As Double
Dim CalcVola2 As Double


'===================================================================================================
' Load data
'===================================================================================================

Weights = ThisWorkbook.Worksheets("Stetig").Range("FR4:FR43")
Volatilities = ThisWorkbook.Worksheets("Stetig").Range("FS4:FS43")

Correlations = ThisWorkbook.Worksheets("Covar-Correl").Range("C13:AP52")

'===================================================================================================
' Resize weighted volatility array to fit the inputs and clean the data
'===================================================================================================

ReDim WeightedVola(1 To UBound(Weights, 1), 1 To 1)

For i = 1 To UBound(Weights, 1)
    If Weights(i, 1) = "" Then
        Weights(i, 1) = 0
    End If
Next i

For i = 1 To UBound(Volatilities, 1)
    If Volatilities(i, 1) = "" Then
        Volatilities(i, 1) = 0
    End If
Next i

'===================================================================================================
' Perform weighted vola calculations
'===================================================================================================

For i = 1 To UBound(Weights, 1)
   WeightedVola(i, 1) = Weights(i, 1) * Volatilities(i, 1)
Next i


'===================================================================================================
' Calculate the first sum of the portfolio volatility function by adding the squared weighted volas
'===================================================================================================

For i = 1 To UBound(Weights, 1)
    CorrSum = CorrSum + WeightedVola(i, 1) ^ 2
Next i


'===================================================================================================
' Calculate the second sum of the portfolio volatility function by the product of the weighted vola
' and the correlation
'===================================================================================================

For i = 1 To UBound(Weights, 1)
    For j = i + 1 To UBound(Weights, 1)
        CorrSum = CorrSum + WeightedVola(i, 1) * 2 * WeightedVola(j, 1) * Correlations(i, j)
    Next j
Next i

CalcVola2 = Sqr(CorrSum)

ThisWorkbook.Worksheets("Stetig").Range("FS46").Value = CorrSum
ThisWorkbook.Worksheets("Stetig").Range("FS47").Value = CalcVola2


End Sub

这里是UDF：

Option Explicit
Public Function CalcVola(Weights As Variant, Volatilities As Variant, Correlations As Variant) As Double

Dim WeightedVola As Variant
Dim i As Double, j As Double, CorrSum As Double, VarSum As Double


'===================================================================================================
' Resize weighted volatility array to fit the inputs and clean the data
'===================================================================================================

ReDim WeightedVola(1 To UBound(Weights, 1), 1 To 1)

For i = 1 To UBound(Weights, 1)
    If Weights(i, 1) = "" Then
        Weights(i, 1) = 0
    End If
Next i

For i = 1 To UBound(Volatilities, 1)
    If Volatilities(i, 1) = "" Then
        Volatilities(i, 1) = 0
    End If
Next i


'===================================================================================================
' Perform weighted vola calculations
'===================================================================================================

For i = 1 To UBound(Weights, 1)
   WeightedVola(i, 1) = Weights(i, 1) * Volatilities(i, 1)
Next i


'===================================================================================================
' Calculate the first sum of the portfolio volatility function by adding the squared weighted volas
'===================================================================================================

For i = 1 To UBound(Weights, 1)
    CorrSum = CorrSum + WeightedVola(i, 1) ^ 2
Next i


'===================================================================================================
' Calculate the second sum of the portfolio volatility function by the product of the weighted vola
' and the correlation
'===================================================================================================

For i = 1 To UBound(Weights, 1)
    For j = i + 1 To UBound(Weights, 1)
        CorrSum = CorrSum + WeightedVola(i, 1) * 2 * WeightedVola(j, 1) * Correlations(i, j)
    Next j
Next i

CalcVola = Sqr(CorrSum)


End Function

Answer 1

您需要设置断点，并查看#VALUE! 错误被返回。 通常是因为变量的类型不正确，或者VBA函数获取的参数不正确。 例如，如果将Weights参数作为一维数组传递给函数，则例程将崩溃并返回#VALUE! Redim第一行出现错误，因为它正在寻找2D数组。

如果您的参数作为范围传递，则会发生类似的问题。

如果总是这样，请将参数作为范围传递，然后在您的代码中输入以下内容：

Public Function CalcVola(rWeights As Range, rVolatilities As Range, rCorrelations As Range) As Double

Dim Weights, Volatilities, Correlations

Weights = rWeights
Volatilities = rVolatilities
Correlations = rCorrelations

...

End Function

如果参数可以作为Ranges或Arrays传递，则在执行其余的UDF之前，需要将函数参数的类型设为Variant，并进行测试以查看其含义并进行适当的转换。