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| Function sig(ByVal f As Double, ByVal k As Double, ByVal beta As Double, ByVal nu As Double, ByVal alpha2 As Double, ByVal _
tex As Double, ByVal rho As Double)
Dim D1, D2, z, N11, N12, N13, n1 As Double
D1 = 1 / ((f * k) ^ (0.5 - 0.5 * beta) * (1 + (1 - beta) ^ 2 / 24 * (Log(f / k) ^ 2 + (1 - beta) ^ 4 / 1920 * (Log(f / k) ^ 4))))
z = nu / alpha2 * (f * k) ^ (0.5 - 0.5 * beta) * Log(f / k)
D2 = 1 / (Log((Sqr(1 - 2 * rho * z + z * z) + z - rho) / (1 - rho)))
N11 = (1 - beta) ^ 2 / 24 * alpha2 ^ 2 / (f * k) ^ (1 - beta)
N12 = 0.25 * rho * beta * nu * alpha2 / (f * k) ^ (0.5 - 0.5 * beta)
N13 = (2 - 3 * rho * rho) / 24 * nu * nu
n1 = (1 + tex * (N11 + N12 + N13))
sig = alpha2 * z * D2 * n1 * D1
'SIG = z
End Function |