UDF로 Excel VBA 루틴

Question

저는 Excel VBA에서 MMULT 또는 TRANSPOSE를 사용하지 않고 의도 한대로 작동하는 루틴을 작성한 금융 클래스의 연습을하고 있습니다. 루틴을 UDF로 적용하여 Excel 시트 내에서 결과를 구현하려고했지만 어떻게 든 가치 오류가 발생했습니다.

나는 뭔가를 놓치고 있습니다 ... 어떤 힌트라도? 여기

루틴 :

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 

그리고 여기 UDF를 : 당신은 중단 점을 설정하고 #VALUE! 오류가 반환됩니다 위치를 확인할 필요가

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

. 변수가 올바르게 입력되지 않았거나 VBA 함수가 잘못된 인수를 가져 오기 때문에 자주 발생합니다. 예를 들어 Weights 인수를 함수에 1 차원 배열로 전달하면 루틴이 충돌하여 해당 행의 첫 번째 문자 Redim에 #VALUE! 오류가 반환됩니다 (2D 배열을 찾고 있기 때문에).

인수가 범위로 ​​전달되면 비슷한 문제가 발생합니다. 즉 항상 사건이 될 경우

, 당신의 코드에서 다음 범위로 인수를 전달하고, 뭔가 같은 : 다음 인수 중 범위 또는 배열로 전달 될 수있는 경우

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 

, 당신은거야 Variant 유형으로 함수 인수를 가져와 나머지 UDF를 실행하기 전에 해당 함수가 무엇인지 확인하고 적절한 변환을 수행해야합니다.