VBScript code excerpt

 

Sub CommandButton1_Click()
       .   .   .
   ' Set the elements of the covariance matrix

   covariance(0) = TextBox1.Value
   covariance(1) = TextBox2.Value
           .    .    .
   ' Set the upper and lower bounds
   x_lower(0) = TextBoxBL1.Value 
          .     .     .
   ' Set the asset returns
   asset_returns(0) = TextBoxR1.Value
   asset_returns(1) = TextBoxR2.Value
   asset_returns(2) = TextBoxR3.Value
       .    .    .
   ' Now compute the optimal portfolio  
   PORT.CALCULATE n, x(0), x_lower(0), x_upper(0), x_index(0), portfolio_return,  
                    portfolio_risk, asset_returns(0), covariance(0), tol, err
        .   .   .
   ' Output the optimal portfolio holdings
    TextBoxP1.Value = FormatNumber(x(0),4)
    TextBoxP2.Value = FormatNumber(x(1),4)
    TextBoxP3.Value = FormatNumber(x(2),4)
End Sub
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