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Mar 31

VBA Finance

Posted by abiao at 10:00 | Code » VBA/Excel | Comments(2) | Reads(22326)
Visual Basic in finance application has been introduced many times in this blog, one especially useful book was reviewed in an old post Option Pricing Models and Volatility Using Excel-VBA. Here is another VBA finance site perhaps of your interest. As the site describes:
The purpose of this site is to provide financial professionals with VBA code snippets and complete projects that can be useful in their work and development.
Our portfolio includes examples of:
    * Data Extraction from different sources like Bloomberg and Reuters, internet sites like Yahoo and CBOE and financial systems like Murex
    * Incorporating email capabilities with the VBA code which can be very useful when distributing reports on a frequent basis
    * User defined functions and general topics like Add-ins, User Forms, utilizing the memory effectively, working with databases, etc ...
    * VBA overview, syntax, keywords, classes
    * Some useful Windows API functions and how to employ them
    * Complete projects utilizing some of the examples above

at the moment the number of VBA codes is only a few, some useful files include:
Swaps Tool:  Comprehensive tool to manage equity swap resets and set up new deal templates
Dividend Points: Retrieves Index Weights and Dividends Data from Bloomberg and Calculates Index Dividend Points
CA Tool: Dividends and Corporate Actions notification tool
Volatility: Building Volatilty Surface and using the SABR model for calibration
Trading Tool: Simple tool to set buy/sell targets and track prices and dividends

Visit the site if you are looking for VBA finance codes.

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Is it suitable for optins ETF data?
What a write!! Very informative also easy to understand. Looking for more such posts!! Do you have a myspace? I recommended it on digg. The only thing that it’s missing is a bit of new design. Anyway thank you for this blog.brain teaser games for adults
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