[QuantLibAddin-cvs] QuantLibAddin/Docs/pages faq.docs,1.3,1.4

[Eric E. <eri...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17127/Docs/pages

Modified Files:
	faq.docs 
Log Message:
update VBA code

Index: faq.docs
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/faq.docs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** faq.docs	28 Aug 2006 10:05:24 -0000	1.3
--- faq.docs	29 Aug 2006 13:50:14 -0000	1.4
***************
*** 181,197 ****
  \verbatim
  Sub priceEuropeanOption()
      Dim blackVolHandle As String
      Dim blackScholesHandle As String
      Dim optionHandle As String
      Dim npv As Double
      blackVolHandle = Application.Run("qlBlackConstantVol", 
!         "blackconstantvol", 40250, 0.2, "Actual360")
!     blackScholesHandle = Application.Run("qlBlackScholesProcess", 
!         "stoch1", blackVolHandle, 36, "Actual360", 40250, 0.06, 0)
!     optionHandle = Application.Run("qlVanillaOption", "eur1", 
!         blackScholesHandle, "Put", "Vanilla", 35, "European", 
!         43903, 0, "JR", 801)
      npv = Application.Run("qlNPV", optionHandle)
      Debug.Print npv
  End Sub
  \endverbatim
--- 181,219 ----
  \verbatim
  Sub priceEuropeanOption()
+ 
+     On Error GoTo Catch
+ 
      Dim blackVolHandle As String
      Dim blackScholesHandle As String
+     Dim exerciseHandle As String
+     Dim payoffHandle As String
+     Dim engineHandle As String
      Dim optionHandle As String
      Dim npv As Double
+     Call Application.Run("qlSetEvaluationDate", 35930)
      blackVolHandle = Application.Run("qlBlackConstantVol", 
!         "volatility", 35932, 0.2, "Actual/365 (Fixed)")
!     blackScholesHandle = Application.Run(
!         "qlGeneralizedBlackScholesProcess", "process", 
!         blackVolHandle, 36, "Actual/365 (Fixed)", 35932, 0.06, 0)
!     exerciseHandle = Application.Run("qlEuropeanExercise", 
!         "exercise", 36297)
!     payoffHandle = Application.Run("qlStrikedTypePayoff", 
!         "payoff", "Vanilla", "Put", 40)
!     engineHandle = Application.Run("qlPricingEngine", "engine", 
!         "AE")
!     optionHandle = Application.Run("qlVanillaOption", "option", 
!         blackScholesHandle, payoffHandle, exerciseHandle, 
!         engineHandle)
      npv = Application.Run("qlNPV", optionHandle)
      Debug.Print npv
+ 
+     Exit Sub
+ 
+ Catch:
+ 
+ Debug.Print "QuantLibXL Error: " + Err.Description
+ MsgBox Err.Description, vbCritical, "QuantLibXL Error"
+ 
  End Sub
  \endverbatim