VBA - how to conditionally skip a for loop iteration

VBA does not have a Continue or any other equivalent keyword to immediately jump to the next loop iteration. I would suggest a judicious use of Goto as a workaround, especially if this is just a contrived example and your real code is more complicated:

For i = LBound(Schedule, 1) To UBound(Schedule, 1)
    If (Schedule(i, 1) < ReferenceDate) Then
        PrevCouponIndex = i
        Goto NextIteration
    End If
    DF = Application.Run("SomeFunction"....)
    PV = PV + (DF * Coupon / CouponFrequency)
    '....'
    'a whole bunch of other code you are not showing us'
    '....'
    NextIteration:
Next

If that is really all of your code, though, @Brian is absolutely correct. Just put an Else clause in your If statement and be done with it.

Continue For isn't valid in VBA or VB6.

From this MSDN page it looks to have been introduced into VB.Net in VS 2005./Net 2.

As the others have said there's not really an option other than to use Goto or an Else.

Couldn't you just do something simple like this?

For i = LBound(Schedule, 1) To UBound(Schedule, 1)
  If (Schedule(i, 1) < ReferenceDate) Then
     PrevCouponIndex = i
  Else
     DF = Application.Run("SomeFunction"....)
     PV = PV + (DF * Coupon / CouponFrequency)
  End If
Next

You can use a kind of continue by using a nested Do ... Loop While False:

'This sample will output 1 and 3 only

Dim i As Integer

For i = 1 To 3: Do

    If i = 2 Then Exit Do 'Exit Do is the Continue

    Debug.Print i

Loop While False: Next i