'Why is WorksheetFunction.Rank_Eq not working?
I've highlighted the line in the code that isn't working. S appears to be a well-defined array populated with numbers.
What am I doing wrong?
Function Payouts(StartValue, Vol, CholDecomp)
Dim TrialCounter As Integer
Dim TickerCounter As Integer
Dim BetCounter As Integer
Dim Results As Variant
ReDim Results(1 To 14, 1 To 6) As Double
Dim ZUncorr As Variant
ReDim ZUncorr(1 To 14) As Double
Dim ZCorr As Variant
ReDim ZCorr(1 To 14) As Double
Dim S As Variant
ReDim S(1 To 14) As Double
Dim Ranking As Variant
ReDim Ranking(1 To 14) As Double
For TrialCounter = 1 To 1
For TickerCounter = 1 To 14
ZUncorr(TickerCounter) = WorksheetFunction.NormSInv(Rnd)
Next TickerCounter
ZCorr = WorksheetFunction.Transpose(WorksheetFunction.MMult(CholDecomp, WorksheetFunction.Transpose(ZUncorr)))
For TickerCounter = 1 To 14
S(TickerCounter) = StartValue(TickerCounter) * Exp(ZCorr(TickerCounter) * Vol(TickerCounter) - Vol(TickerCounter) ^ 2 / 2)
Next TickerCounter
For TickerCounter = 1 To 14
' error is on next line
Ranking(TickerCounter) = WorksheetFunction.Rank_Eq(S(TickerCounter), S)
Next TickerCounter
Next TrialCounter
Payouts = S
End Function
Sources
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Source: Stack Overflow
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