在屏障选项计算过程中，阻止If而不终止If

Question

我无法计算Barrier Option，因为它在第一行(我编写函数的地方(显示了一个错误。代码如下。提前谢谢。

Function UOBarrierOption(S As Double, q As Double, T As Double, X As Double, r As Double, _
sigma As Double, CallPutFlag As String, H As Double, K As Double, phi As Double, eta As Double)
Dim x1 As Double, x2 As Double
Dim y1 As Double, y2 As Double
Dim z As Double, mu As Double, lambda As Double
Dim AA As Double, BB As Double, CC As Double, DD As Double, EE As Double, FF As Double

mu = (r - q - sigma ^ 2 / 2) / (sigma ^ 2)
lambda = Sqr(mu ^ 2 + 2 * r / sigma ^ 2)
x1 = Log(S / X) / (sigma * Sqr(T)) + (1 + mu) * sigma * Sqr(T)
x2 = Log(S / H) / (sigma * Sqr(T)) + (1 + mu) * sigma * Sqr(T)
y1 = (Log(H ^ 2) / S / S) / (sigma * Sqr(T)) + (1 + mu) * sigma * Sqr(T)
y2 = (Log(H / S)) / (sigma * Sqr(T)) + (1 + mu) * sigma * Sqr(T)
z = Log(H / S) / (sigma * Sqr(T)) + lambda * sigma * Sqr(T)
AA = phi * S * Exp(-q * T) * Application.NormSDist(phi * x1) - phi * X * Exp(-r * T) * Application.NormSDist(phi * x1 - phi * sigma * Sqr(T))
BB = phi * S * Exp(-q * T) * Application.NormSDist(phi * x2) - phi * X * Exp(-r * T) * Application.NormSDist(phi * x2 - phi * sigma * Sqr(T))
CC = phi * S * Exp(-q * T) * (H / S) ^ (2 * (mu + 1)) * Application.NormSDist(eta * y1) - phi * X * Exp(-r * T) * (H / S) ^ (2 * mu) * Application.NormSDist(eta * y1 - eta * sigma * Sqr(T))
DD = phi * S * Exp(-q * T) * (H / S) ^ (2 * (mu + 1)) * Application.NormSDist(eta * y2) - phi * X * Exp(-r * T) * (H / S) ^ (2 * mu) * Application.NormSDist(eta * y2 - eta * sigma * Sqr(T))
EE = K * Exp(-r * T) * (Application.NormSDist(eta * x2 - eta * sigma * Sqr(T)) - (H / S) ^ (2 * mu) * Application.NormSDist(eta * y2 - eta * sigma * Sqr(T)))
FF = K * Exp(-r * T) * (Application.NormSDist(-eta * x2 + eta * sigma * Sqr(T)) + (H / S) ^ (2 * mu) * Application.NormSDist(eta * y2 - eta * sigma * Sqr(T)))

If CallPutFlag = "Cdi" Then
If X > H Then
UOBarrierOption = CC + EE
ElseIf X < H Then
UOBarrierOption = AA - BB + DD + EE
End Function
ElseIf CallPutFlag = "Cui" Then
If X > H Then
UOBarrierOption = AA + EE
ElseIf X < H Then
UOBarrierOption = BB - CC + DD + EE
End Function
ElseIf CallPutFlag = "Pdi" Then
If X > H Then
UOBarrierOption = BB - CC + DD + EE
ElseIf X < H Then
UOBarrierOption = AA + EE
End Function
ElseIf CallPutFlag = "Pui" Then
If X > H Then
UOBarrierOption = AA - BB + DD + EE
ElseIf X < H Then
UOBarrierOption = CC + EE
End Function
ElseIf CallPutFlag = "Cdo" Then
If X > H Then
UOBarrierOption = AA - CC + FF
ElseIf X < H Then
UOBarrierOption = BB - DD + FF
End Function
ElseIf CallPutFlag = "Cuo" Then
If X > H Then
UOBarrierOption = F
ElseIf X < H Then
UOBarrierOption = AA - BB + CC - DD + FF
End Function
ElseIf CallPutFlag = "Pdo" Then
If X > H Then
UOBarrierOption = AA - BB + CC - DD + FF
ElseIf X < H Then
UOBarrierOption = F
End Function
ElseIf CallPutFlag = "Puo" Then
If X > H Then
UOBarrierOption = BB - DD + FF
ElseIf X < H Then
UOBarrierOption = AA - CC + FF
End Function
End If
End Function

第页。S.我有不同的"；phi"；s和"；eta"；s代表不同类型的期权壁垒(cdi，pdi等(。现在我正在尝试不同的组合，但它也给出了"；如果函数丢失则结束"；错误类型

Answer 1

如果函数返回某个值，则必须声明函数中返回的类型，并将返回的值分配给函数，例如：

Function CalculateSquareRoot(NumberArg As Double) As Double
If NumberArg < 0 Then ' Evaluate argument. 
Exit Function ' Exit to calling procedure. 
Else 
CalculateSquareRoot = Sqr(NumberArg) ' Return square root. 
End If 
End Function

参见As Double和CalculateSquareRoot = Sqr(NumberArg)。这就是函数返回的内容。如果它不返回任何内容，并且只是一个方法，则应该使用Sub((声明它。

Sub()
'your method
End Sub