Create a new function

Use the New Function tool to create a new add-in function. Fill in the name, category and description of the function as follows:

Name:	HISTVOL
Return type:	CXlOper
Category:	Statistical
Description:	Returns the historical volatility of a series of daily prices

Add a vector argument

In the Function Wizard arguments grid add a new argument Prices, and then click on the vector tool-button, as indicated below.

This will change the argument to a vector. Finally, change the description of Prices to:

Series of daily prices

The argument's columns should now read as follows:

Name:	Prices
Type:	Double[]
Description:	Series of daily prices

After you add the argument, the Function Wizard should look like this:

Click on the OK button to dismiss the Wizard and update the source code.

Next: Understanding the vector code >>