Charles -

I do not have direct experience comparing VBA and C++. For some anecdotal
evidence regarding VBA vs. C++, see

http://groups.google.com/group/micro...62051cc639479f

or search Google Groups for "excel ian smith" (without the quotes) to find
the above message and other relevant information. Ian Smith can provide
numerous relevant VBA functions for Monte Carlo simulation, e.g.,

http://groups.google.com/group/micro...4626d90261b42f

Another important resource regarding Excel calculation speed is Charles
Williams' web site

http://www.decisionmodels.com/

- Mike

"Charles" <spam@cmichel.net> wrote in message
news:1154522159.250269.190920@p79g2000cwp.googlegroups.com...
> Thanks for your answer
>
> For the first solution, I think that Crystal Ball just uses the results
> from the calculations of the spreadsheet? My problem is that we are
> talking about a significantly complex cash flow model, which is to be
> honest already a bit slow to process in Excel. (Not slow enough to be a
> problem in Excel, but slow enough to be worried if it had to be ran
> 100,000 times).That's why I can hardly see a way to do it without VBA
> and/or C++.
>
> My question is rather: will I win a significant amount of runtime by
> using C++ than by using properly (declaring all the variables, etc)
> VBA?
>
> You look like you know these software quite well. I think I would
> mostly use their random number generation capabilities. Do you know how
> they compare for that purpose?
>
> Charles
>
>
> Mike Middleton wrote:
>> Charles -
>>
>> If you can build the cash flow model in Excel, you could perform the
>> Monte
>> Carlo simulation using industrial-strength software like Crystal Ball
>> (www.crystalball.com) or @RISK (www.palisade.com).
>>
>> Or, you could use less expensive simulation software like my RiskSim
>> (www.treeplan.com) or Sam Savage's XLSIM package (www.analycorp.com).
>>
>> Or, you can reinvent the wheel and write VBA or C++ code, where compiled
>> C++
>> will undoubtedly be faster than interpreted VBA.
>>
>> - Mike
>> www.mikemiddleton.com
>>
>