Like a child selecting parts to construct a Lego model engineers bring together blocks of science to create new designs. These building blocks could be a load calculation, a beam calculation, a weld calculation, a fatigue calculation or any other calculation from a myriad of engineering topics. As...
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I have been chasing up feedback from new users signing up to XLC Pro accounts in the last month. I am delighted with their positive feedback. “I started using XLC but I am now insisting that my whole team use the add-in .“ “It is a great tool for validation and pres...
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You are probably familiar with our tools of mass knowledge distribution on our website but ExcelCalcs also works more closely with corporate partners providing engineering training and engineering consultancy services. What’s more these services and ExcelCalcs subscriptions are availa...
ExcelCalcs eFormulas aims to replace traditional engineering formula books providing innovative functionality to copy from our webpages and paste directly into Excel. Once in Excel it is easily edited to suit your own problems this functionality is far more flexible than 'stuck on the web'&n...
At some time or other you will have been given someone else’s spreadsheet only to be left scratching your head not having a clue as to what the calculation is doing. If you are wise you will not use it because you can’t understand it. If you are wiser still you’ll use our...
In our good calculation guide we emphasise the importance of sketches in calculations but you can produce interactive 3D wireframe sketches by incorporating Turan Babacan’s latest upload. Turan uses 3D charts to great effect in his Excel FEM programs. Andy Pope also has a 3D chart spr...
A new version of XLC is in the final stages of development which will be compatible with the 64 bit version of Excel 2010 (currently it works with the 32 bit version of Excel 2010, 2007 2003 and 2000). We’ll keep you posted with progress. Please send us details of any features you ...
Download well written EXCEL VBA code, for finance and mathematical applications. This site is designed for practitioners, researchers, and students as a tool for programming in EXCEL VBA. Users of this site can search for commonly used finance or math code, post their own code and participate in the VB Numerical Methods discussion Forum. Here is what you'll find on the site:
| Title: | Spline Interpolation | Posted on 10/12/2004 02:13 AM |
| Descriptions: | Fit a spline and parabolic spline for data up to 3-dimensions. | |
| Functions: | vbaSpline(a As Double, xrange As Object, yrange As Object, zrange As Object) As Double vbaParabolicSpline(xrange As Object, yrange As Object) As Variant |
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| Code: | Download (13695 downloads) | |
| Author: | JMS | |
| Title: | Cholesky Factorization | Posted on 11/10/2004 01:31 PM |
| Descriptions: | Given a symmetric positive definite matrix A, the Cholesky decomposition is an upper triangular matrix U such that A = transpose(U)U. | |
| Functions: | Cholesky(Mat As Range) | |
| Code: | Download (12412 downloads) | |
| Author: | Jack | |
| Title: | Linear Interpolation | Posted on 10/12/2004 02:10 AM |
| Descriptions: | There are 2 functions in this file: Linear interpolation of interest rates or volatilities and linear interpolation of discount factors. | |
| Functions: | inter2(x_v As Object, y_v As Object, X As Variant) As Double inter3(x_v As Object, y_v As Object, X As Variant) As Double |
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| Code: | Download (10240 downloads) | |
| Author: | JMS | |
| Title: | OLS Regression (Ordinary Least Squares) | Posted on 01/07/2005 11:16 PM |
| Descriptions: | Single variable or Multivariate OLS regression using matrix algebra. Pass the function a dependant vector and a matrix of explanatory variables and the function will return a vector of betas (slope coefficients). | |
| Functions: | OLSregress(y As Variant, X As Variant) As Variant | |
| Code: | Download (7764 downloads) | |
| Author: | GregV | |
| Title: | Gauss-Jordan Decomposition | Posted on 11/10/2004 01:32 PM |
| Descriptions: | A method for finding a matrix inverse. | |
| Functions: | Gauss_Jordan(Apass As Range, bpass As Range) | |
| Code: | Download (7005 downloads) | |
| Author: | Jack | |
| Title: | Gaussian Random Number Generator | Posted on 07/20/2005 12:52 AM |
| Descriptions: | Generate a Gaussian distributed variable N(0,1). | |
| Functions: | Gauss() | |
| Code: | Download (6968 downloads) | |
| Author: | Jack | |
| Title: | Trapezoidal Numerical Integration | Posted on 08/28/2004 01:38 PM |
| Descriptions: | This is a function written in EXCEL - VBA that evaluates the integral of another function numerically, using the Trapezoidal Rule. | |
| Functions: | TrapNumericalIntegration(startInt, endInt, NumPoints) testFunction(x) |
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| Code: | Download (6677 downloads) | |
| Author: | GregV | |
| Title: | Bivariate Normal Distribution | Posted on 10/19/2004 01:55 PM |
| Descriptions: | Calculates a bivariate normal distribution | |
| Functions: | Henery(X As Double, Y As Double, r As Double) As Double | |
| Code: | Download (6581 downloads) | |
| Author: | JMS | |
| Title: | Poisson Distribution Random Number Generator | Posted on 07/20/2005 12:54 AM |
| Descriptions: | Simulate a Poisson distributed random variable with parameter lambda. This function also uses the alea() function. | |
| Functions: | Randpoisson(ByVal lambda As Double) As Double | |
| Code: | Download (5325 downloads) | |
| Author: | Jack | |
| Title: | Simulate Brownian Process | Posted on 10/10/2005 11:30 PM |
| Descriptions: | Simulate a Brownian process N(r,sigma) startting at time t(j). | |
| Functions: | Brownian_process(ByVal j, ByVal N, ByVal r, ByVal sigma) | |
| Code: | Download (5274 downloads) | |
| Author: | Jack | |
| Title: | Complex Number Functions | Posted on 08/28/2004 01:38 PM |
| Descriptions: | This libabry contains functions for manipulating complex numbers and a complex number type. Complex Displaying, Complex Parsing, Complex Adding, Complex Multiplying, Complex Modulus Value, Complex Conjugate and Complex Division are all functions that are included in this EXCEL VBA module. | |
| Functions: | cNum(cText As String) cAdd(A As cNum, B As cNum) cMult(A As cNum, B As cNum) cModulus(A As cNum) cDisplay(A As cNum) cConjugate(A As cNum) cDiv(A As cNum, B As cNum) |
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| Code: | Download (5151 downloads) | |
| Author: | GregV | |
| Title: | Mid Point Numerical Integration | Posted on 08/28/2004 01:38 PM |
| Descriptions: | This is a function written in EXCEL - VBA that evaluates the integral of another function numerically, using the Mid-Point rule. | |
| Functions: | MPNumericalIntegration(startInt, endInt, NumPoints) testFunction(x) |
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| Code: | Download (4856 downloads) | |
| Author: | GregV | |
| Title: | Simulate Log Normal Stock | Posted on 10/10/2005 11:35 PM |
| Descriptions: | Simulate a stock following a log normal return distribution. | |
| Functions: | S(ByVal r, ByVal sigma, ByVal S0, ByVal N, ByVal start, ByVal fin) | |
| Code: | Download (4328 downloads) | |
| Author: | Jack | |
| Title: | alea() - Modification to Rnd() in VBA used by other distribution functions. | Posted on 07/20/2005 01:02 AM |
| Descriptions: | This function is used to simulate uniformly distributed random variables [0 1] excluding 0 and 1. | |
| Functions: | alea() | |
| Code: | Download (3801 downloads) | |
| Author: | Jack | |
| Title: | Normal Inverse Gaussian Random Number Generator | Posted on 07/20/2005 12:56 AM |
| Descriptions: | Simulate a Normal Inverse Guassian (NIG) distributed random variable. Uses the Gauss() and Inverse Gauss IG() functions. | |
| Functions: | NIG(ByVal a As Double, ByVal B As Double, ByVal mu As Double, ByVal d As Double) As Double | |
| Code: | Download (3844 downloads) | |
| Author: | Jack | |
| Title: | Gamma Distribution Random Number Generator | Posted on 07/20/2005 01:00 AM |
| Descriptions: | Generate a Gamma distributed random variable with parameters a and B. | |
| Functions: | Gamma(ByVal a As Double, ByVal B As Double) As Double | |
| Code: | Download (3712 downloads) | |
| Author: | Jack | |
| Title: | Orthogonal Regression | Posted on 07/18/2005 11:09 PM |
| Descriptions: | This code is for running orthogonal regression in Excel. File also includes simple OLS regression for comparison. | |
| Functions: | regress_orthols(x, y) regress_ls(x, y, Optional w) |
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| Code: | Download (3669 downloads) | |
| Author: | sjoo | |
| Title: | Simulate a Poisson process | Posted on 10/10/2005 11:34 PM |
| Descriptions: | Simulate a Poisson process with parameter lambda. | |
| Functions: | Poisson_process(ByVal lambda, ByVal N, ByVal start, ByVal fin, Optional vect0 As Double) | |
| Code: | Download (3618 downloads) | |
| Author: | Jack | |
| Title: | Exponential Distribution Random Number Generator | Posted on 07/20/2005 12:57 AM |
| Descriptions: | Generate an exponentially distributed random variable with parameter lambda. | |
| Functions: | expdistrib(ByVal lambda As Double) | |
| Code: | Download (3511 downloads) | |
| Author: | Jack | |
| Title: | Euclidean Algorithm Greatest Common Denominator | Posted on 12/22/2004 12:41 AM |
| Descriptions: | Computes the GCD of two positive integers using the Euclidean Algorithm. It also lists the intermediate steps and expresses the GCD as a linear combination of the two orignal integers. | |
| Functions: | myGcd() | |
| Code: | Download (3350 downloads) | |
| Author: | Shing | |
| Title: | Beta Distribution Random Number Generator | Posted on 07/20/2005 12:51 AM |
| Descriptions: | Generate a Beta random variable with parameters m and n. | |
| Functions: | Randbeta(ByVal M As Integer, ByVal N As Integer) As Double | |
| Code: | Download (3114 downloads) | |
| Author: | Jack | |
| Title: | Simulate a Brownian Bridge | Posted on 10/10/2005 11:44 PM |
| Descriptions: | Simulate a Brownian Bridge between (0,start) and (t,end). | |
| Functions: | Brownian_Bridge(n as long, start as double, end as double) | |
| Code: | Download (3053 downloads) | |
| Author: | Jack | |
| Title: | Simulate CIR process | Posted on 10/10/2005 11:33 PM |
| Descriptions: | Simulate a CIR process | |
| Functions: | CIR_process(ByVal a, ByVal eta, ByVal lambda, ByVal CIR0, ByVal N, ByVal start, ByVal fin) | |
| Code: | Download (3032 downloads) | |
| Author: | Jack | |
| Title: | Simulate a Levy process | Posted on 10/10/2005 11:37 PM |
| Descriptions: | Simulate a Levy process of the following form Xt=at+gWt+CPt, where Wt : Standard Brownian motion and CPt : Compound Poisson process with N(r,sigma) underprocesses and parameter lambda. | |
| Functions: | Levy_process(ByVal lambda, ByVal N, ByVal start, ByVal fin, ByVal r, ByVal sigma, ByVal a, ByVal G) | |
| Code: | Download (2910 downloads) | |
| Author: | Jack | |
| Title: | Inverse Gaussian Random Number Generator | Posted on 07/20/2005 12:55 AM |
| Descriptions: | Simulate an inverse Gaussian distributed random variable. | |
| Functions: | IG(ByVal mu As Double, ByVal lambda As Double) As Double | |
| Code: | Download (2904 downloads) | |
| Author: | Jack | |
| Title: | Variance Gamma Distribution Random Number Generator | Posted on 07/20/2005 01:01 AM |
| Descriptions: | Generate a Variance Gamma distributed random variable with parameters C,G and M. | |
| Functions: | VG(ByVal C As Double, ByVal G As Double, ByVal M As Double) As Double | |
| Code: | Download (2789 downloads) | |
| Author: | Jack | |
| Title: | Simulate a Compound Poisson process | Posted on 10/10/2005 11:36 PM |
| Descriptions: | Simulate a compound Poisson process with parameter lambda and a Brownian(r,sigma). | |
| Functions: | CompoundPoisson_process(ByVal lambda, ByVal N, ByVal start, ByVal fin, ByVal r, ByVal sigma) | |
| Code: | Download (2602 downloads) | |
| Author: | Jack | |
| Title: | Simulate a Gamma process | Posted on 10/10/2005 11:39 PM |
| Descriptions: | Simulate a Gamma process. | |
| Functions: | Gamma_process(ByVal a, ByVal B, ByVal N, ByVal start, ByVal fin, Optional Gamma0 As Double) | |
| Code: | Download (2442 downloads) | |
| Author: | Jack | |
| Title: | Simulate the Exponential of a Levy process | Posted on 10/10/2005 11:39 PM |
| Descriptions: | Simulate the exponential of a Levy process of the following form St=S*exp(at+gWt+CPt), where Wt : Standard Brownian motion and CPt : Compound Poisson process with N(r,sigma) underprocesses and parameter lambda. | |
| Functions: | ExpLevy_process(ByVal S0 As Double, ByVal lambda As Double, ByVal N, ByVal start, ByVal fin, r As Double, ByVal sigma As Double, ByVal a As Double, ByVal G As Double) | |
| Code: | Download (2434 downloads) | |
| Author: | Jack | |
| Title: | Simulate a VG process | Posted on 10/10/2005 11:41 PM |
| Descriptions: | Simulate a VG process. | |
| Functions: | VG_process(ByVal C, ByVal G, ByVal M, ByVal N, ByVal start, ByVal fin, Optional VG0 As Double) | |
| Code: | Download (2417 downloads) | |
| Author: | Jack | |
| Title: | Tri-Weight Kernel Distribution | Posted on 09/16/2005 12:34 PM |
| Descriptions: | Tri-weight or Epanechnikov kernel distribution | |
| Functions: | KERNELDIST(x As Single, h As Single, y As Range) | |
| Code: | Download (2372 downloads) | |
| Author: | Marinus | |
| Title: | Simulate a NIG process | Posted on 10/10/2005 11:39 PM |
| Descriptions: | Simulate a NIG process. | |
| Functions: | NIG_process(ByVal a, ByVal B, ByVal mu, ByVal d, ByVal N, ByVal start, ByVal fin, Optional NIG0 As Double) | |
| Code: | Download (2361 downloads) | |
| Author: | Jack | |
Calculation Reference
http://www.vbnumericalmethods.com/
Version History
Check the version history to see how this calculation has changed over time.
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