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| Macro1()
Dim Tab_CAC(0 To 1000, 0 To 30) As Double
Dim Tab_DivCAC(0 To 1000, 0 To 30) As Double
Dim Tab_ESTOXX(0 To 1000, 0 To 30) As Double
Dim Tab_DivESTOXX(0 To 1000, 0 To 30) As Double
Dim Tab_IMMOBILIER(0 To 1000, 0 To 30) As Double
Dim Tab_divIMMOBILIER(0 To 1000, 0 To 30) As Double
Dim Tab_PRIVATEQUITY(0 To 1000, 0 To 30) As Double
Dim Tab_DivPRIVATEQUITY(0 To 1000, 0 To 30) As Double
Dim Tab_HEDGFUND(0 To 1000, 0 To 30) As Double
Dim Tab_DivHEDGFUND(0 To 1000, 0 To 30) As Double
Dim Tab_Deflator(0 To 1000, 0 To 30) As Double
Dim Tab_Deflator_MENSUEL(0 To 1000, 0 To 360) As Double
Dim Tab_Tx_1m(0 To 1000, 0 To 30) As Double
Dim Tab_Tx_1m_MENSUEL(0 To 1000, 0 To 360) As Double
Dim Tab_Tx_3m(0 To 1000, 0 To 30) As Double
Dim Tab_Tx_1y(0 To 1000, 0 To 30) As Double
Dim Tab_Tx_5y(0 To 1000, 0 To 30) As Double
Dim Tab_Tx_10y(0 To 1000, 0 To 30) As Double
Dim Tab_INFLATION(0 To 1000, 0 To 30) As Double
Dim iteration As Integer
Dim period As Integer
Dim deflator As Double
Dim constante As Double
Dim nom_rate_0_083yr As Double
Dim nom_rate_0_25yr As Double
Dim nom_rate_0_5yr As Double
Dim nom_rate_0_75yr As Double
Dim nom_rate_1yr As Double
Dim nom_rate_2yr As Double
Dim nom_rate_3yr As Double
Dim nom_rate_4yr As Double
Dim nom_rate_5yr As Double
Dim nom_rate_7yr As Double
Dim nom_rate_10yr As Double
Dim nom_rate_15yr As Double
Dim nom_rate_20yr As Double
Dim nom_rate_25yr As Double
Dim cac_return As Double
Dim cac_return_div As Double
Dim eurostoxx_return As Double
Dim eurostoxx_return_div As Double
Dim immobilier_return As Double
Dim immobilier_return_div As Double
Dim Hedgfund_return As Double
Dim Hedgfund_return_div As Double
Dim privatequity_return As Double
Dim privatequity_return_div As Double
Dim inflation As Double
Dim Nomfichier As String
Dim facteur As Integer
Dim Scenario As Double
Dim PerfCAC As Double
Dim PerfESTOXX As Double
Dim PerfIMMOBILIER As Double
Dim PerfHEDGFUND As Double
Dim PerfPRIVATEQUITY As Double
Dim DivCAC As Double
Dim DivESTOXX As Double
Dim DivIMMOBILIER As Double
Dim DivHEDGFUND As Double
Dim DivPRIVATEQUITY As Double
Dim Annee As Double
Dim mois As Double
Dim ligne1 As String
Sheets("Resultats").Select
Nomfichier = Cells(5, 2).Value
facteur = Cells(5, 23).Value
Scenario = 1
PerfCAC = 0
PerfESTOXX = 0
PerfIMMOBILIER = 0
PerfHEDGFUND = 0
PerfPRIVATEQUITY = 0
DivCAC = 0
DivESTOXX = 0
DivIMMOBILIER = 0
DivHEDGFUND = 0
DivPRIVATEQUITY = 0
Annee = 1
mois = 1
Open (Nomfichier) For Input As #1
'lit la première ligne constitué des en-tête de colonne
Line Input #1, ligne1
Do While Not EOF(1)
' Lecture de la table
'Input #1, Trial, Timestep, Deflator, blank, NominalSpotRate_008333, NominalSpotRate_025, _
' NominalSpotRate_05, NominalSpotRate_075, NominalSpotRate_1, NominalSpotRate_2, NominalSpotRate_3, _
' NominalSpotRate_4, NominalSpotRate_5, NominalSpotRate_7, NominalSpotRate_10, NominalSpotRate_15, _
' NominalSpotRate_20, NominalSpotRate_25, _
' CACTotalReturn, CACDividendYieldValue, E_EURTotalReturn, E_EURDividendYieldValue, _
' P_EURTotalReturn, P_EURDividendYieldValue, Hedge_fundTotalReturn, Hedge_fundDividendYieldValue, _
' Private_equityTotalReturn, Private_equityDividendYieldValue, InflationRate
Input #1, iteration, period, deflator, constante, _
nom_rate_0_083yr, nom_rate_0_25yr, nom_rate_0_5yr, nom_rate_0_75yr, nom_rate_1yr, nom_rate_2yr, nom_rate_3yr, _
nom_rate_4yr, nom_rate_5yr, nom_rate_7yr, nom_rate_10yr, nom_rate_15yr, _
nom_rate_20yr, nom_rate_25yr, _
cac_return, cac_return_div, eurostoxx_return, eurostoxx_return_div, _
immobilier_return, immobilier_return_div, Hedgfund_return, Hedgfund_return_div, _
privatequity_return, privatequity_return_div, inflation
If Scenario <> iteration Then
Scenario = Scenario + 1
PerfCAC = 0
PerfESTOXX = 0
PerfIMMOBILIER = 0
PerfHEDGFUND = 0
PerfPRIVATEQUITY = 0
DivCAC = 0
DivESTOXX = 0
DivIMMOBILIER = 0
DivHEDGFUND = 0
DivPRIVATEQUITY = 0
Annee = 1
mois = 1
End If
If period <> 0 Then
Tab_Deflator_MENSUEL(Scenario, mois) = deflator
Tab_Tx_1m_MENSUEL(Scenario, mois) = nom_rate_0_083yr / facteur
mois = mois + 1
End If |
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