Black-Scholes with range

[bines]

Black–Scholes with range

If someone has how I change the functions is latest and preferable ,The functions were written before 11 years .

thanks

 

[Andy Nguyen]

What are you saying exactly?
You don't expect people here to download some Arabic spreadsheet and try to fix it for you, do you?

 

[IlyaKEightSix]

After checking it out for a second, it's in English.

 

[bines]

Hello Andy ,

Firstly, number of words of the headline are in Hebrew not Arabic !
Forgive me that is exposed to the something that he is not in English !
I requested if there is through to change the function that will be faster

thanks

DAVID

 

[alain]

I saw it was hebrew but there is no hebrew inside, which is good. The real question is, what do you want us to do? I can't understand what you are asking for. I'm sorry but I can't understand the english in your message.

 

[Uncle Max]

Looks like he wants to make it faster. It's pretty fast on my computer though...

 

[bines]

maxrum ,

If the functions is built good and not needs to improve her ?

 

[alain]

Still don't know what you mean. Do you want us to make sure the functions are working correctly? Also, do you want us to try to improve them?

 

[bines]

alain,
The functions are working correctly ,I suppose that possible to improve them .
I request from you, if you can improve the functions .

 

[alain]

Got it now. I'll take a look when I get home.

 

[bines]

Someone has the functions that attached in the language c++ ?

 

[bines]

This code is supposed to be better​

Function XCall(S, q, r, SDiv As Range, multifly, T As Single, xRange As Range, OptQnt)
Counter1 = 0
XCall = 0
For x = 1 To xRange.Rows.Count

d1 = (Log(S / xRange.Cells(x)) + (r - q + 0.5 * SDiv.Cells(x) * SDiv.Cells(x)) * T) / (SDiv.Cells(x) * Sqr(T))
d2 = d1 - SDiv.Cells(x) * Sqr(T)
N1 = Application.NormSDist(d1)
N2 = Application.NormSDist(d2)

Counter1 = Counter1 + 1
XCall_Here = (Exp(-q * T) * S * N1 - Exp(-r * T) * xRange.Cells(x) * N2) * multifly * OptQnt(Counter1)
XCall = XCall + XCall_Here
Next
End Function

 

[Andy Nguyen]

How is it supposed to be better?
This function finds the sum of all call option values in a range. There isn't much you can improve on. The improvement in C++ will be minimal.

Read this tutorial on how to convert your VBA to C++
http://www.codeproject.com/KB/office/A_C___dll_for_Excel.aspx?display=Print

 

[bines]

Andy ,thanks

If you to try and to give the function XCALL in the language c# or c++ ?

DAVID