Function CIR_process(ByVal a, ByVal eta, ByVal lambda, ByVal CIR0, ByVal N, ByVal start, ByVal fin)
'Simulate a CIR process
Dim vect() As Double
Dim i As Long
Dim dt As Double

ReDim vect(0 To N)
vect(0) = CIR0
dt = (fin - start) / N

For i = 1 To N
    temp = alea()
    vect(i) = vect(i - 1) + a * (eta - vect(i - 1)) * dt + lambda * Sqr(vect(i - 1) * dt) * Application.WorksheetFunction.NormSInv(temp)
Next i
CIR_process = vect
End Function