Sensitivity Table For Given Return In Derivatives Model

Oct 15, 2007

I've inherited the following code, which uses solver to create a sensitivity table for a given return in a derivatives model:

Private Sub CommandButton1_Click()
'Yield Analysis
'Application. ScreenUpdating = False
x = Range("Correlation")
v = Range("SwapCur")
w = Range("DebtLTV")
Range("ValYLD").Value = 0.005
For i = 1 To 5
For j = 1 To 7
Range("ValYLD").Value = 0.005
Range("DebtLTV") = 0
a = Range("IRRung")
b = Sheets("Cashflow").Cells(35 + j, 4)
c = Range("SwapFX")
d = Sheets("Cashflow").Cells(35, 4 + i).................

It seems that the code does not cope well when negative numbers are used as inputs, as the results it gives are unexpected and incorrect. I have fiddled with various elements but to no avail. All inputs are percentages. i= 1to 5 are always positive, j 1-7 percentages, centred around "SwapFX". It is these inputs, along with "swapcur" which are now negative, and previously have not been.

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