使用Simulaitons为欧洲期权定价

我创建了一个用户表单，允许用户更改涉及定价期权（执行价格，波动率等）的各种变量，并允许用户更改所需的模拟在价格（或在这种情况下的平均价格）。但是，一旦我点击OK按钮，我无法在我的代码中调用公用潜艇。任何关于我在做什么错误的建议将不胜感激。 [我也包括下面我的用户表格的照片]使用Simulaitons为欧洲期权定价

Option Explicit 
     Private cancel As Boolean 

     Public Function ShowInputsDialog(currentPrice As Single, _ 
     exercisePrice As Single, riskfreeRate As Double, _ 
     volatility As Single, duration As Single, simulation As Double) As Boolean 

    Call Initialize 
    Me.Show 
    If Not cancel Then 

    'Capture the other inputs. 
     currentPrice = txtCurrentPrice.Text 
     exercisePrice = txtExercisePrice.Text 
     riskfreeRate = txtRiskfreeRate.Text 
     volatility = txtVolatility.Text 
     duaration = txtDuration.Text 
     simulation = txtSimulation.Text 

    ShowInputsDialog = Not cancel 
    Unload Me 
    End Function 

    Public Sub ErrorCheck() 
    ' Perform error checking for user inputs. 

    If IsNumeric(currentPrice) = False Or currentPrice < 0 Then 
     MsgBox ("Please enter a numeric value for the Current Price") 
    End If 
    If IsNumeric(exercisePrice) = False Or exercusePrice < 0 Then 
     MsgBox ("Please enter a positive numeric value for the exercise price") 
    End If 
    If IsNumeric(riskfreeRate) = False Then 
     MsgBox ("Please enter a numerical value for the risk-free rate") 
    End If 
    If IsNumeric(volatility) = False Then 
     MsgBox ("Please enter a numerical value for the Standard deviation") 
    End If 
    If IsNumeric(duration) = False Then 
     MsgBox ("Please enter a numerical valye for duration") 
    End If 

    End Sub 

    Public Sub Call_Eur(currentPrice As Single, _ 
     exercisePrice As Single, riskfreeRate As Double, _ 
     volatility As Single, duration As Single, simulation As Double) 
     Dim stockPrice As Single 
     Dim CallcashflowTermination As Single 
     Dim PutcashflowTermination As Single 
     Dim CalldiscountedValue As Double 
     Dim PutdiscountedValue As Double 
     Dim i As Integer 
     Dim CallMean As Double 
     Dim PutMean As Double 
     Dim arrayCallPrice() As Integer 
     Dim arrayPutPrice() As Integer 
    For i = 1 To simulation 
    ' stock price 
    stockPrice = currentPrice * Exp((riskfreeRate - 0.5 * volatility^2) * duration + volatility * Application.WorksheetFunction.Norm_Inv(Rnd(), 0, 1) * Sqr(duration)) 

    ' option cash flow at termination 
    CallcashflowTermination = Application.WorksheetFunction.Max(0, stockPrice - exercisePrice) 
    PutcashflowTerminatio = Application.WorksheetFunction.Funciton.Max(0, exercisePrice - stockPrice) 

    ' discounted value of the option 
    CalldiscountedValue = CallcashflowTermination * Exp(-duration * riskfreeRate) 
    PutdiscountedValue = PutcashflowTermination * Exp(-duration * riskfreeRate) 

    arrayCallPrice(i) = CalldiscountedValue 
    arrayPutPrice(i) = PutdiscountedValue 

    CallMean = Application.WorsheetFunction.Average(arrayCallPrice) 
    PutMean = Application.WorksheetFunction.Average(arrayPutPrice) 

    Next i 

    MsgBox "The Call option price is " & CallMean & " the Put option price is " & PutMean 

End Sub 
Private Sub CmdCancel_Click() 
    Me.Hide 
    cancel = True 
End Sub 

Private Sub CmdOK_Click() '<--- ERROR!!! 
Call Call_Eur(currentPrice As Single, _ 
     exercisePrice As Single, riskfreeRate As Double, _ 
     volatility As Single, duration As Single, simulation As Double) 
End Sub 

Private Sub UserForm_Click() 

End Sub

来源

2016-11-23 Vedant Dhawan

您调用Call_Eur的方式是错误的语法。调用子程序时，您不必定义参数的类型。 –

@ A.S.H当我没有定义参数时，它仍然给我一个语法错误。我可以用其他方式称呼它吗？ –

我认为你需要以不同的方式定义（'Dim'）变量（'exercisePrice'，'riskfreeRate'等），即全局范围。 –

大红旗!!!!

当调用的子程序。你需要将值传递给它。不重新定义它的参数。

Private Sub CmdOK_Click() '<--- ERROR!!! 
    Call Call_Eur(12.50, 13.43, 14, 33.56, 100, 13.67) 
End Sub

我更喜欢删除括号，而不是使用Call。

Private Sub CmdOK_Click() '<--- ERROR!!! 
    Call_Eur 12.50, 13.43, 14, 33.56, 100, 13.67 
End Sub

来源

2016-11-23 03:03:59

使用Simulaitons为欧洲期权定价

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