In AO 2.x EPM, the vba code does not work. it used to work in the EPM Addin 10.
The code is taken from help menu of EPM and worked for EPM Add-in 10:
Dim api As Object
Set api = Application.COMAddIns("FPMXLClient.Connect").Object
EPM Add-in 10
Analysis for Office AO 2.x EPM
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