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Greetings VBA experts!
I need to make a macro that will generate 1000 simulations for 60 periods (i.e. a total of 60 000 simulations). The simulation is based on a historic price, a std.dev., and a mean. In Excel I would use the following formula for period 1: =$'historic price' + norminv(rand();mean;std.dev.) .... and copy it to 1000 rows. For period 2 to 60 I would use the following formula: ='price simulation n for period 1' + norminv(rand();mean;std.dev.) .... and copy it to 1000 rows for each period 2 to 60. My motivation for making the vba macro instead of using Excel formula is that I don't want the simulation to update unless I request it - e.g. by running the macro. Hopefully someone can kindly help me with the code as my VBA skills are obviously very limited. Thank you! |
#2
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Not sure you want to get into this - the general form could look like:
Dim darrMySimulationData() As Double Dim i As Long, j As Long ReDim darrMySimulationData(1 To 1000, 1 To 60) j = 1 For i = LBound(darrMySimulationData) To UBound(darrMySimulationData) darrMySimulationData(i, j) = 1 ' Your func here Next i For j = LBound(darrMySimulationData, 2) + 1 To UBound(darrMySimulationData, 2) For i = LBound(darrMySimulationData) To UBound(darrMySimulationData) darrMySimulationData(i, j) = darrMySimulationData(i, 1) ' Your func here Next i Next j However, as far as I know you cant use the rand function in VBA (but there are several VBA implementations if you google for them). |
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