[VBA] Implied Volatility of American Option - Secant Method + Crank Nicholson

这是一个用VBA编写的公共函数，用于通过Secant方法和Crank Nicholson算法计算美式期权的隐含波动率。函数涉及了多个辅助函数，如CrankN、MartixTri、Itp等，它们共同完成数值求解过程，考虑了利率、期权价格、标的资产价格、期限等相关参数。

'=========================================================================
Public Function impVol(OptPrice As Double, S As Double, T As Double, x As Double, r As Double, Tol As Double) As Double
'=========================================================================

    vol0 = impPutVol(0, S, T, x, r)
    vol1 = impPutVol(OptPrice, S, T, x, r)
    f0 = CrankN(vol0) - OptPrice
    f1 = CrankN(vol1) - OptPrice

    vol2 = vol1 - f1 * ((vol1 - vol0) / (f1 - f0))
    f2 = CrankN(vol2) - OptPrice

    Do While (f2 > Tol)
        If f0 * f2 >= 0 Then
           vol0 = vol2
           f0 = CrankN(vol0) - OptPrice
        Else
           vol1 = vol2
           f1 = CrankN(vol1) - OptPrice
       End If
       vol2 = vol1 - f1 * ((vol1 - vol0) / (f1 - f0))
       f2 = CrankN(vol2) - OptPrice
    Loop
    impVol = vol2

End Function

'==============================
Function CrankN(v)

    Dim m As Integer, n As Integer
    Dim S As Double, k As Double, r As Double, T As Double
    Dim dt As Double, ds As Double
    Dim sMax As Double
    Dim i As Single, j As Single
    Dim pik As Variant

    n = Range("NTimeSteps").Cells(1, 1)
    m = Range("NPriceSteps").Cells(1, 1)
    S = Range("Price").Cells(1, 1)
    k = Range("Strike").Cells(1, 1)
    r = Range("RFRate").Cells(1, 1)
    T = Range("TMat").Cells(1, 1)
    dt = T / n
    sMax = Range("MaxUPrice").Cells(1, 1)
    ds = sM