Excel VBA例程到UDF
我正在为我的财务课做练习，我在Excel VBA中编写了一个例程，可以在不使用MMULT或TRANSPOSE的情况下按预期工作。 我想通过调整例程作为UDF在Excel工作表中实现结果，但不知何故，我只是得到一个值的错误。
我有点想念什么…任何提示？
这里的例程：
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 在这里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
您需要设置断点并查看#VALUE! 错误被返回。 经常这是因为一个variables没有正确的types，或者一个VBA函数得到不正确的参数。 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! 因为它正在寻找一个二维数组，所以在第一条Redim线上出错。
如果你的参数被作为范围传递，会出现类似的问题。
如果情况总是如此，请将参数作为范围传递，然后在代码中使用如下forms：
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
如果参数可以作为范围或数组传递，那么在执行UDF的其余部分之前，需要将函数参数作为Varianttypes进行testing，然后testing以确定它们是什么，并进行相应的转换。