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I want to calibrate one factor CIR using MLE in vba. But it seems I need to get noncentral chi-sqare pdf in order to get log-like function.Does anyone know how to get this noncentral chi-sqare pdf using vba? Or is there any easier way to calucate MLE for one factor CIR in VBA?Thanks a lot

One (roundabout?) way we did is to interoperate with Boost (which has the pdf) and then call it from vba. See the post of Aug 22 2009. It's a bit of easy plumbing.http://www.datasimfinancial.com/forum/v ... .php?t=111