Hello,
So I'm completely new to VBA and I've written a DLL to do some functions and the idea is to pass the results back to Excel. The DLL works fine, I've tested it extensively. The issue is the last argument I pass to it from VBA in Excel, no matter what value it is, always gets passed as the same, very large number. Below is the VBA code and then the DLL function declaration. Help would be greatly appreciated I have no clue what's going on here. The last two arguments are to be passed as number values, both are passed in the same way, and the first works, the second doesn't.
VBA Code:
Option Explicit
' Declare the LMM Function that's in the DLL
Declare PtrSafe Function GenCudaLMMPaths Lib "C:\Path to DLL\LMMExcel.dll" Alias "GenerateCUDALMMPaths" (xTimes#, xRates#, xVols#, xRData#, ByVal ArrLen&, ByVal NPaths&) As Long
' Generate LMM Paths on Click
Sub LMM_Click()
Dim Times#(), Rates#(), Vols#()
Dim x As Long
Dim y As Long
Dim rTimes As Range
Dim rRates As Range
Dim rVols As Range
Dim cell As Range
Dim sz&
sz = 15
' Resize
ReDim Times(sz), Rates(sz), Vols(sz)
' Fill in Data
Set rTimes = Sheets("Market").Range("C2:Q2")
x = 1
For Each cell In rTimes
Times(x) = cell.Value
x = x + 1
Next
Set rRates = Sheets("Market").Range("C5:Q5")
x = 1
For Each cell In rRates
Rates(x) = cell.Value
x = x + 1
Next
Set rVols = Sheets("Market").Range("C4:Q4")
x = 1
For Each cell In rVols
Vols(x) = cell.Value / 10000
x = x + 1
Next
'Call the Function
Dim np&
np = Sheets("LMM").Range("C2").Value
Dim useCuda As Boolean
If Sheets("LMM").Range("C3").Value = "GPU" Then
useCuda = True
Else
useCuda = False
End If
Dim rData#()
Dim rValue
ReDim rData(np * sz * (sz + 3))
rValue = GenCudaLMMPaths(Times(1), Rates(1), Vols(1), rData(1), sz, np)
If rValue = -1 Then
'No CUDA Card
MsgBox ("Your system doesn't have a CUDA Enabled GPU")
ElseIf rValue = 1 Then
'Error Occurred
MsgBox ("An error occurred while trying to generate LMM paths")
ElseIf rValue = 0 Then
'Success
' Need to reformat return data
Dim fmtData()
ReDim fmtData(np * sz, sz)
Dim i, j, k
For i = 0 To np - 1
For j = 0 To np - 1
For k = 0 To np - 1
fmtData(((i * sz) + j) + 1, k + 1) = rData(((i * sz * sz) + (j * sz) + k) + 1)
Next k
Next j
Next i
'Fill in data
Sheets("LMM").Range("A8:K" & (np * sz)) = fmtData
Else
'Too many requested paths for this CUDA card
MsgBox ("In order to prevent GPU Lock-up, you cannot request more than " & rValue & " paths.")
Sheets("LMM").Range("C2").Value = rValue
End If
End Sub
And here's the function definition from the .h file for the DLL:
int __stdcall GenerateCUDALMMPaths(double* arrTimes, double* arrRates, double* arrVols, double* retData, int ArrLen, int NPaths);
Thanks!
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