Thread: C++ Excel VBA Issue

Hey All,

Didn't know whether to put this here or in the C++ forum - here seems more appropriate. I've written a DLL to interface with Excel VBA code. The DLL works great, and most of the VBA works as well. The issue seems to be the last argument of the function call. No matter what value I put in there it passes this huge number to the C++ code instead of the value it's supposed to pass. If anyone can help me figure this out I'd appreciate it!

Here's the VBA:

Code:

Option Explicit

' Declare the LMM Function that's in the DLL
Declare PtrSafe Function GenCudaLMMPaths Lib "C:\Path to DLL\LMMExcel.dll" Alias "GenerateCUDALMMPaths" (xTimes#, xRates#, xVols#, xRData#, ByVal ArrLen&, ByVal NPaths&) As Long


' Generate LMM Paths on Click
Sub LMM_Click()

    Dim Times#(), Rates#(), Vols#()

    Dim x As Long
    Dim y As Long
    Dim rTimes As Range
    Dim rRates As Range
    Dim rVols As Range
    Dim cell As Range

    Dim sz&
    sz = 15

    ' Resize
    ReDim Times(sz), Rates(sz), Vols(sz)

    ' Fill in Data
    Set rTimes = Sheets("Market").Range("C2:Q2")

    x = 1
    For Each cell In rTimes
        Times(x) = cell.Value
        x = x + 1
    Next

    Set rRates = Sheets("Market").Range("C5:Q5")

    x = 1
    For Each cell In rRates
        Rates(x) = cell.Value
        x = x + 1
    Next

    Set rVols = Sheets("Market").Range("C4:Q4")

    x = 1
    For Each cell In rVols
        Vols(x) = cell.Value / 10000#
        x = x + 1
    Next

    'Call the Function
    Dim np&

    np = Sheets("LMM").Range("C2").Value

    Dim useCuda As Boolean

    If Sheets("LMM").Range("C3").Value = "GPU" Then
        useCuda = True
    Else
        useCuda = False
    End If

    Dim rData#()
    Dim rValue

    ReDim rData(np * sz * (sz + 3))

    rValue = GenCudaLMMPaths(Times(1), Rates(1), Vols(1), rData(1), sz, np)


    If rValue = -1 Then
        'No CUDA Card
        MsgBox ("Your system doesn't have a CUDA Enabled GPU")
    ElseIf rValue = 1 Then
        'Error Occurred
        MsgBox ("An error occurred while trying to generate LMM paths")
    ElseIf rValue = 0 Then
        'Success
        ' Need to reformat return data
        Dim fmtData()

        ReDim fmtData(np * sz, sz)

        Dim i, j, k

        For i = 0 To np - 1
            For j = 0 To np - 1
                For k = 0 To np - 1
                    fmtData(((i * sz) + j) + 1, k + 1) = rData(((i * sz * sz) + (j * sz) + k) + 1)
                Next k
            Next j
        Next i

        'Fill in data
        Sheets("LMM").Range("A8:K" & (np * sz)) = fmtData
    Else
        'Too many requested paths for this CUDA card
        MsgBox ("In order to prevent GPU Lock-up, you cannot request more than " & rValue & " paths.")
        Sheets("LMM").Range("C2").Value = rValue
    End If
End Sub

Here's the DLL function:

Code:

int __stdcall GenerateCUDALMMPaths(double* arrTimes, double* arrRates, double* arrVols, double* retData, int ArrLength, int NPaths)
{
	//Check if NPaths is too big
	int maxSims = 0;

	int NP = NPaths;

	int ret = 0;

	cudaDeviceProp cdp;
	cudaGetDeviceProperties(&cdp, 0);

	maxSims = (cdp.maxThreadsPerMultiProcessor * cdp.multiProcessorCount);

	assert(false);

	if(maxSims < NP)
	{
		return maxSims;
	}
	else if(maxSims == 0)
	{
		return -1;
	}

	std::vector<double> vTimes = std::vector<double>();
	std::vector<double> vRates = std::vector<double>();
	std::vector<double> vVols = std::vector<double>();

	for(int i=0; i<ArrLength; i++)
	{
		vTimes.push_back(arrTimes[i]);
		vRates.push_back(arrRates[i]);
		vVols.push_back(arrVols[i]);
	}

	//Setup Return Array
	double*** retArr = new double**[NP];
	for(int i=0; i<NP; i++)
	{
		retArr[i] = new double*[ArrLength];
		for(int j=0; j<ArrLength; j++)
		{
			retArr[i][j] = new double[ArrLength];
			for(int k=0; k<ArrLength; k++)
			{
				retArr[i][j][k] = 0.0;
			}
		}
	}
	
	//Do CUDA Calc
	bool result = LMM::generateLMMSamplePaths(vTimes, vRates, vVols, NP, retArr);

	if(!result)
	{
		ret = 1;
	}

	//Process results to return
	long h = 0;

	for(int i=0; i<NP; i++)
	{
		for(int j=0; j<ArrLength; j++)
		{
			retData[h] = i;
			++h;
			retData[h] = j;
			++h;
			retData[h] = 0;
			++h;

			for(int k=0; k<ArrLength; k++)
			{
				retData[h] = retArr[i][j][k];
				++h;
			}
		}
	}


	//Delete Results
	for(int i=0; i<NP; i++)
	{
		for(int j=0; j<ArrLength; j++)
		{
			delete [] retArr[i][j];
		}
		delete [] retArr[i];
	}
	delete [] retArr;

	//Return Results
	return ret;
}

I realize the code's far from optimal and needs some cleanup, but first things first, getting the arguments passed correctly.

Thanks!

The VBA code is declares that the last two arguments of the DLL function are passed by reference. The C++ definition specifies that those arguments are integers passed by value.

The two need to match.