Excel VBA例程到UDF

Question

我正在為我的金融課程做練習，其中我在Excel VBA中編寫了一個例程，該例程可以按預期工作，而無需使用MMULT或TRANSPOSE。 我想通過將該例程改編為UDF來在Excel Sheet中實現結果，但是以某種方式我只遇到了一個值錯誤。

我有點失落……有什么提示嗎？

這是例行程序：

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

這里是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

您需要設置斷點，並查看#VALUE! 錯誤被返回。 通常是因為變量的類型不正確，或者VBA函數獲取的參數不正確。 例如，如果將Weights參數作為一維數組傳遞給函數，則例程將崩潰並返回#VALUE! Redim第一行出現錯誤，因為它正在尋找2D數組。

如果您的參數作為范圍傳遞，則會發生類似的問題。

如果總是這樣，請將參數作為范圍傳遞，然后在您的代碼中輸入以下內容：

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

如果參數可以作為Ranges或Arrays傳遞，則在執行其余的UDF之前，需要將函數參數的類型設為Variant，並進行測試以查看其含義並進行適當的轉換。