VBA Excel DLL Argument Issue - 6th Arg - c++

Question

so I've got this VBA code that calls DLL code. The DLL code works fine, the VBA code works fine UNTIL I go to call the DLL function from the VBA. For some reason it's not passing the 6th argument correctly. I tested by adding a 7th argument and passing the same value in the 6th and 7th arguments - the 7th passes fine, the 6th passes the same large (incorrect) value. I have no clue what is going on.
VBA:
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#, ByRef ArrLen As Long, ByRef NPaths As Long) 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 As Long
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 As Long
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
DLL Function Declaration:
int __stdcall GenerateCUDALMMPaths(double* arrTimes, double* arrRates, double* arrVols, double* retData, int& ArrLength, int& NPaths);
DEF File:
LIBRARY "CUDAFinance"
EXPORTS
CheckExcelArray = CheckExcelArray
GenerateLMMPaths = GenerateLMMPaths
GenerateCUDALMMPaths = GenerateCUDALMMPaths
Anyone have any idea here? I'm completely lost.

Answer 1

I just run into the same problem and got it solved as follows.
Since you already have a long variable in the six arguments function, import the NPaths together with Arrlen as an array without adding a 7th argument:
1) In VBA:
Declare a two elements array:
Dim NArrLenNPaths(1) as long
Then, assign values:
NArrLenNPaths(0) contains ArrLen and NArrLenNPaths(1) the NPaths value.
Keep the function delcaration in VBA but when calling it put NArrLenNPaths(0) as 6th argument. Do not put a 7th argument. The C++ will retreive both values as follows.
2) In C++ use a pointer instead:
Change the 6th argument to
int* NArrLenNPaths
then retreive the values by
int NArrLen = NArrLenNPaths[0];
int NPaths = NArrLenNPaths[1];