沈希伦 发表于 2009-8-22 06:46
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controlpane1 发表于 2009-8-22 10:53
这个应该是用自定义函数做的，是不是禁用了宏？试试把宏的安全性调到最低。

zhaozyuan 发表于 2009-10-30 20:01
      'By:宏fans
      'QQ:1158268815
      'Date:2009-10-30 19:58:46
      '3Q 老朽 for Color VBA Code
Public Function BSOptionValue(iopt, s, X, r, q, tyr, sigma)
      'By:宏fans     QQ:1158268815
' Returns Black-Scholes Value (iopt=1 for call, -1 for put; q=div yld)
' Uses BSDOne fn
' Uses BSDTwo fn
Dim eqt, ert, NDOne, NDTwo
eqt = Exp(-q * tyr)
ert = Exp(-r * tyr)
If s > 0 And X > 0 And tyr > 0 And sigma > 0 Then
NDOne = Application.NormSDist(iopt * BSDOne(s, X, r, q, tyr, sigma))
NDTwo = Application.NormSDist(iopt * BSDTwo(s, X, r, q, tyr, sigma))
BSOptionValue = iopt * (s * eqt * NDOne - X * ert * NDTwo)
Else
BSOptionValue = -1
End If
End Function
      'By:宏fans
      'QQ:1158268815
      'Date:2009-10-30 19:58:46
      '3Q 老朽 for Color VBA Code
Public Function BSDOne(s, X, r, q, tyr, sigma)
      'By:宏fans     QQ:1158268815
' Returns the Black-Scholes d1 value
' Uses BSDTwo fn
BSDOne = BSDTwo(s, X, r, q, tyr, sigma) + sigma * Sqr(tyr)
End Function
      'By:宏fans
      'QQ:1158268815
      'Date:2009-10-30 19:58:46
      '3Q 老朽 for Color VBA Code
Public Function BSDTwo(s, X, r, q, tyr, sigma)
      'By:宏fans     QQ:1158268815
' Returns the Black-Scholes d2 value
BSDTwo = (Log(s / X) + (r - q - 0.5 * sigma ^ 2) * tyr) / (sigma * Sqr(tyr))
End Function