Thanks all. My experience with a lot of the math is pretty passive, so I was assuming that the mu in exp(mu) was risk free rate in BS (or 0 in B76). Thanks again.

I guess that's a reference to e=mc^2 and my question is dumb enough for a round about dismissal-? I don't know. Oh well I thought it might pass in the student forum. Or am I confusing two different "mu"s such that one is a2 + b2 as the other is to c2 (instant mean vs forward mean?)?

<t>Median of lognormal variable is exp(mu).Probability of underlying settling in the money in Black Scholes model is CDF(d2). Solving for CDF(d2) = 0.5, which is where d2 = 0, I am getting:K = S * exp(mu - (sig^2) * 0.5)The median value is the point where p(ITM) = 0.5, right? So why doesn't the prev...

<t>Not to repeat myself, but thanks so much again, Govert. I think I basically have it working now. I deleted the optional parameter and deleted all the code for reversing (or not) the parameter arrays (which I wasn't ever using anyway). And then I replaces all "longs" with "integers". So I think it...

<t>Thanks so much, Govert. That's an abundance of information and suggestions to get me started on more self-education.As far as the VBA declaration goes, what I showed in my VB was copied directly and unchanged from VBA:Public Declare Function InterpGeneric Lib "C:\Library.dll" _(ByRef P As Double,...

<t>Sorry I'm reposting without the html copied in. (I thought I was inserting "code" tags like on stackoverflow, not inserting html. And I think this is making my text go wide off the screen. And I can't see an option to delete the post. But please feel free if an admin can. Thanks and sorry again.)...

<t>For those who hate seeing old threads resurrected from the grave, I apologize in advance. (I always was fine with it, and at least in this case it really is the same thread continuing...) I've only gotten to dabble with Excel DNA so far. But it has been rewarding at every turn. And I continue to ...

<t>Govert, if you're still around: I've been looking at a lot of materials on the web, and experimenting with some simple UDFs. Two issues I'm working on are, how I can write VB in a debugger and interact with Excel and be able to see what the types in a Locals window. I have found a couple discussi...

<t>Thanks, Govert. This gives me some more things to try. I have to try out the XlCall thing. I also missed the obvious, that I can code my VB to Excel in VS Express. So far I have just done some simple operations on a range passed as Object. I've tried VB functions and Excel functions via ExcelDna....

<t>Hi Kimosabe, I have not tried xllarray yet--but I am interested in any new and interesting and useful things. I didn't start with xllarray for something new as yet, for a couple reasons. One is that I have zero experience with C/C++ (but I do have a little C#). Also, I wasn't sure if the raw arra...

<t>Lots of useful information in this thread. One idea I'm working on now is experimenting with Excel-DNA for the first time. I'll use VB instead of C# I think, just to stay closer to the VBA I already have. Now since I'm not compiling dlls in an IDE, it's a lot trickier to test code--no stopping fo...

<t>Thanks much for the information particularly about the C and COM interfaces. I'm going to start by using array formulas and passing entire tables at once with VBA in user modules, which should (I hope) get me to match the speed of the current design with ugly cell formulas. So I can get a really ...

<t>Thanks everyone for the suggestions. I have no C/C++. I did a little project at home in C# to learn the basic syntax etc. I think I have enough C# to do the things I need (but there would be a lot of gritting of teeth if I had to replace excel vlookup and match functions with looping through arra...

<t>"Don't use VBA" is of course one natural response. But the trader worksheets (with live reuters data feeds) are going to be in excel. Take that as given. So I start to translate several-line cell formulas into VBA functions. The formulas are mostly lookup and averaging (various commodities swaps,...

And no sign change (* -1) for notional of puts versus calls?