在 Access VBA 中存储数组

Question

我在 Access VBA 中编写了一个子例程，此处显示以供参考：Looping Through Dates in strSQL in Access VBA。如下：

Sub SampleReadCurve()

Dim rs As Recordset
Dim iRow As Long, iField As Long
Dim strSQL As String
Dim CurveID As Long
Dim MarkRunID As Long
Dim MaxOfMarkAsofDate As Date
Dim userdate As String

CurveID = 15

Dim I As Integer
Dim x As Date

userdate = InputBox("Please Enter the Date (mm/dd/yyyy)")

x = userdate

For I = 0 To 150

MaxOfMarkAsofDate = x - I


strSQL = "SELECT * FROM VolatilityOutput WHERE CurveID=" & CurveID & " AND MaxOfMarkAsofDate=#" & MaxOfMarkAsofDate & "# ORDER BY MaxOfMarkasOfDate, MaturityDate"

Set rs = CurrentDb.OpenRecordset(strSQL, Type:=dbOpenDynaset, Options:=dbSeeChanges)
If rs.RecordCount <> 0 Then

    rs.MoveFirst

    rs.MoveLast

    Dim BucketTermAmt As Long
    Dim BucketTermUnit As String
    Dim BucketDate As Date
    Dim MarkAsOfDate As Date
    Dim InterpRate As Double

    BucketTermAmt = 3
    BucketTermUnit = "m"
    BucketDate = DateAdd(BucketTermUnit, BucketTermAmt, MaxOfMarkAsofDate)
    InterpRate = CurveInterpolateRecordset(rs, BucketDate)
    Debug.Print BucketDate, InterpRate

End If

Next I


End Function

运行此子例程会计算 76 个数字的范围。我想取这 76 个数字，并在下面的函数中使用它们作为“ZeroCurveInput”。

Function EWMA(ZeroCurveInput As Range, Lambda As Double) As Double

    Dim vZeros() As Variant
    vZeros = ZeroCurveInput
    Dim Price1 As Double, Price2 As Double
    Dim SumWtdRtn As Double
    Dim I As Long
    Dim m As Double

    Dim LogRtn As Double, RtnSQ As Double, WT As Double, WtdRtn As Double

vZeros = ZeroCurveInput

m = BucketTermAmt

For I = 2 To UBound(vZeros, 1)

    Price1 = Exp(-vZeros(I - 1, 1) * (m / 12))

    Price2 = Exp(-vZeros(I, 1) * (m / 12))

    LogRtn = Log(Price1 / Price2)

    RtnSQ = LogRtn ^ 2

    WT = (1 - Lambda) * Lambda ^ (I - 2)

    WtdRtn = WT * RtnSQ

    SumWtdRtn = SumWtdRtn + WtdRtn

Next I

EWMA = SumWtdRtn ^ (1 / 2)

End Function

我最初在 Excel VBA 中编写了这个函数，我正在尝试将它移植到 Access VBA。在 Excel 中，我只需将 76 个数字的列读取为范围并将其维度作为变量存储为数组，然后在函数中使用它。但是我不能使用 Access 中的 range 属性来做类似的事情，我不知道用什么来代替。

如何将数字存储为数组，然后将它们传递给函数？

Answer 1

您也可以简单地将 SampleReadCurve 中的数字写入表格，然后像遍历数组一样遍历表格。所以，你的 sub 会变成这个（顺便说一句，这行得通吗？你正在创建一个 Sub 并结束一个 Function...）：

Sub SampleReadCurve()

Dim rs As Recordset
Dim rs2 as Recordset
Dim iRow As Long, iField As Long
Dim strSQL As String
Dim CurveID As Long
Dim MarkRunID As Long
Dim MaxOfMarkAsofDate As Date
Dim userdate As String

CurveID = 15

Dim I As Integer
Dim x As Date

userdate = InputBox("Please Enter the Date (mm/dd/yyyy)")

x = userdate

For I = 0 To 150

MaxOfMarkAsofDate = x - I


strSQL = "SELECT * FROM VolatilityOutput WHERE CurveID=" & CurveID & " AND MaxOfMarkAsofDate=#" & MaxOfMarkAsofDate & "# ORDER BY MaxOfMarkasOfDate, MaturityDate"

Set rs = CurrentDb.OpenRecordset(strSQL, Type:=dbOpenDynaset, Options:=dbSeeChanges)
Set rs2 = CurrentDb.OpenRecordset("MyNewTable")

If rs.RecordCount <> 0 Then

    rs.MoveFirst

    rs.MoveLast

    Dim BucketTermAmt As Long
    Dim BucketTermUnit As String
    Dim BucketDate As Date
    Dim MarkAsOfDate As Date
    Dim InterpRate As Double

    BucketTermAmt = 3
    BucketTermUnit = "m"
    BucketDate = DateAdd(BucketTermUnit, BucketTermAmt, MaxOfMarkAsofDate)
    InterpRate = CurveInterpolateRecordset(rs, BucketDate)
    Debug.Print BucketDate, InterpRate
    rs2.AddNew
    rs2("BucketDate") = BucketDate
    rs2("InterpRate") = InterpRate
    rs2.Update

End If

Next I


End Function

那么您的 EWMA 函数将如下所示：

Function EWMA(Lambda As Double) As Double

    Dim Price1 As Double, Price2 As Double
    Dim SumWtdRtn As Double
    Dim I As Long
    Dim m As Double
    Dim rec as Recordset

    Dim LogRtn As Double, RtnSQ As Double, WT As Double, WtdRtn As Double

m = BucketTermAmt

Set rec = CurrentDB.OpenRecordset("SELECT InterpRate FROM MyNewTable")

I = 2
Do While rec.EOF = False

    Price1 = Exp(-rec("InterpRate")(I - 1, 1) * (m / 12))
    Price2 = Exp(-rec("InterpRate")(I, 1) * (m / 12))
    LogRtn = Log(Price1 / Price2)
    RtnSQ = LogRtn ^ 2
    WT = (1 - Lambda) * Lambda ^ (I - 2)
    WtdRtn = WT * RtnSQ
    SumWtdRtn = SumWtdRtn + WtdRtn
    I = I + 1

Loop

EWMA = SumWtdRtn ^ (1 / 2)

End Function

Answer 2

有几种不同的方法可以做到这一点，包括按照您的建议使用数组。如果您只需要 76 个数字，则可以使用集合来执行此操作。该集合的优点是您无需提前知道其中有多少项目。

这是一个使用集合的简单示例：

Sub TestColl()
    Dim TestCollection As Collection
    Set TestCollection = CreateColl()
    LoopThruColl TestCollection
End Sub
Function CreateColl() As Collection
    Dim MyColl As Collection
    Set MyColl = New Collection

    Dim i As Integer
    For i = 1 To 5
        MyColl.Add i * 2
    Next i
    Set CreateColl = MyColl
End Function
Sub LoopThruColl(CollToLoop As Collection)
    Dim i As Integer
    For i = 2 To CollToLoop.Count
        Debug.Print i, CollToLoop.Item(i - 1), CollToLoop.Item(i)
    Next i
End Sub