Introduction to Excel VBA Programming

Guojun Gan is an Assistant Professor in the Department of Mathematics at the University of Connecticut, where he has been since August 2014. Prior to that, he worked at Manulife Financial, a large life insurance company in Toronto, Canada, for six years. His research focuses on data mining and actuarial science. He has published four books and several papers related to data mining, actuarial science, and mathematical finance.

• I VBA PreliminariesIntroduction to VBA Getting Started Modules VBA Classes The ExcelMacro Recorder Excel ObjectsThe Excel ObjectModel The Application Object TheWorkbook Objects TheWorksheet Objects TheWorksheetFunction Object Variables, Data Types, and Scopes Variable Declaration and Data Types Arrays Constants Strings Dates Scopes Operators and Control StructuresOperators Flow Control Loops Functions, Events and File IO User-Defined Functions Events File IO Error Handling and Debugging 109Error Handling Debugging VBA Code Best Practices of VBA Coding II ApplicationsGenerating Payment Schedules Introduction Public Holidays in the United States The Julian and Gregorian Calendars Day Count ConventionsBusiness Day Conventions Implementation TheMDateModule TheMHolidayModule TheMScheduleModule TheMInterfaceModule Bootstrapping Yield Curves Introduction Interpolation Bootstrapping Yield Curves Finding Roots of an Equation Implementation TheMCurveModule TheMInterfaceModule Generating Risk-Neutral Scenarios Introduction The Black-ScholesModel Generating Random Normal NumbersImplementation TheMGeneratorModule TheMInterfaceModule Valuing a GMDBIntroductionLife Table Construction GMDB Valuation Greek Calculation Implementation TheMLifeTableModule TheMGMDBModule TheMInterfaceModule Connecting to DatabasesActiveX Data Objects SQL Implementation TheMDatabaseModule TheMInterfaceModule Object-Oriented Programming 233Introduction Objects Implementation The CZeroCurveModule The CSwapModule The CBootstrapperModule An OO Bootstrapping Tool Solutions to Selected Exercises