Referencing temporary, unsaved workbook when copying worksheets - excel

Question

I have worksheets I want to copy to a new, temporary workbook -- without saving it.
Worksheet.Copy copies the worksheet to a new, unnamed'ish (Book1, Book2, Book3, etc) workbook. I want all sheets to be copied to the same workbook.
For all worksheets after the first, I have tried using Worksheet.Copy After:=xlWb.Sheets(1), but I do not know how to reference the newly created workbook when setting the xlWb workbook-object. I keep receiving
run-time error 9, 'Subscript out of range'.
Dim xlApp As Excel.Application
Dim xlWb As Excel.Workbook
Dim xlWbOld As String
Dim xlWs As Excel.Worksheet
Dim xlWbNew As Excel.Workbook
Dim xlWsOld As Excel.Worksheet
Dim xlRng As Excel.Range
Dim xlRngOld As Excel.Range
xlWbOld = ActiveWorkbook.Name
Set xlApp = New Excel.Application
xlApp.Visible = True '*** Quite Important to set Excel.Visible,_
'Otherwise user wouldn't see the application's running _
'even though it would run as background
xlApp.Application.ScreenUpdating = False
Set xlWb = xlApp.Workbooks.Add 'Create a new Workbook
Set xlWs = xlWb.Worksheets.Add
And this is where the worksheets should be copied:
Select Case strRptType
Case "DAILY"
xlWs.Name = "1-Daily Price"
'Check the last column and the last row
lLastRow = oBasic.GetLast(, "DailyRpt", False, "A")
iLastCol = oBasic.GetLast(, "DailyRpt", True, 4)
Set xlRngOld = wksDailyRpt.Range(wksDailyRpt.Cells(4, 1), wksDailyRpt.Cells(lLastRow, iLastCol))
Application.ScreenUpdating = True
xlRngOld.Copy
Set xlRng = xlWs.Cells(1, 1)
xlRng.PasteSpecial Paste:=xlPasteValues
xlWs.Columns.AutoFit
For Each xlWsOld In ActiveWorkbook.Worksheets
If xlWsOld.Name = "ForwardPrices" Or xlWsOld.Name = "ForwardVolatilities" _
Or xlWsOld.Name = "ForwardReturns" Or xlWsOld.Name = "ForwardCorrelations" Then
Sheets(xlWsOld.Name).Copy After:=Workbooks(xlWb).Sheets(1)
End If
Next xlWsOld
End Select

Answer 1

This little macro goes through all the sheets of all the open workbooks, and copies them after the current sheet.
Sub GatherAllSheets()
Dim Wb As Workbook, Sh As Worksheet
For Each Wb In Workbooks
If Not Wb Is ThisWorkbook Then
For Each Sh In Wb.Worksheets
Sh.Copy after:=ActiveSheet
Next Sh
End If
Next Wb
End Sub
Is this what you need?
Or you need to copy the content of the sheets on the same sheet?

Answer 2

I solved it with the following:
For Each xlWsOld In ActiveWorkbook.Worksheets
If xlWsOld.Name = "ForwardPrices" Or xlWsOld.Name = "ForwardVolatilities" _
Or xlWsOld.Name = "ForwardReturns" Or xlWsOld.Name = "ForwardCorrelations" Then
Set xlRngOld = Nothing
Set xlWsForwards = xlWb.Worksheets.Add
lLastRow = oBasic.GetLast(, xlWsOld.Name, False, "A")
iLastCol = oBasic.GetLast(, xlWsOld.Name, True, 1)
Set xlRngOld = xlWsOld.Range(xlWsOld.Cells(1, 1), xlWsOld.Cells(lLastRow, iLastCol))
xlWsForwards.Name = xlWsOld.Name
xlRngOld.Copy
Set xlRngForwards = xlWsForwards.Cells(1, 1)
xlRngForwards.PasteSpecial Paste:=xlPasteValues
xlWsForwards.Columns.AutoFit
xlWsForwards.Cells(1, 1).Select
Set xlWsForwards = Nothing
End If
Next xlWsOld

Answer 3

skip creating the new workbook, and copy all the sheets in one go.
xlWbOld.Sheets(Array("ForwardPrices", "ForwardVolatilities", "ForwardReturns", "ForwardCorrelations")).Copy
Set xlWb = ActiveWorkbook
this way copying creates the new workbook which becomes ActiveWorkbook. then you can assign it to a workbook object, and reference it by that name later on