The Museum of HP Calculators

HP Forum Archive 14

 MIRR Program for 17bii+Message #1 Posted by Walter on 26 Jan 2005, 1:39 a.m. Is any one got a program for calculating Modified Internal Rate of Return (MIRR) with 17bii+?

 Re: MIRR Program for 17bii+Message #2 Posted by Bob Wang on 26 Jan 2005, 7:23 a.m.,in response to message #1 by Walter How about this? Bob

 Re: MIRR Program for 17bii+Message #3 Posted by Walter on 28 Jan 2005, 9:07 p.m.,in response to message #2 by Bob Wang Thanks!! Bob! I will try it!!

 Re: MIRR Program for 17bii+Message #4 Posted by Frank on 26 Jan 2005, 10:13 a.m.,in response to message #1 by Walter Bob, I believe you once made a reference of the Black-Sholes computation for the HP 200lx. Is it possible for you to refer me to it or to send me as an e-mail. Thanks for your help. ~frank

 Black-Scholes on the 200lxMessage #5 Posted by Bob Wang on 26 Jan 2005, 11:47 a.m.,in response to message #4 by Frank Frank: The shortest, most accurate implementation of Black-Scholes not using UTPN is courtesy of Tizedes Czaba's suggestion of using a Taylor series. However, it is also the SLOWEST, taking well over a minute on my 17Bs and 19Bs. I would appreciate it if you would try it on your 200lx, and time the execution. IF the speed is acceptable, I would recommend using that instead of the different polynomial methods I have posted on my shabby home page. Bob ```Taylor Series Approximation: Using L() and G() Execution time > 1 minute Character Count = 363 BLK.SCHLS: IF(S(CALLV): IF(L(A:ABS(L(C:LN(PS/PE)/S/SQRT(T)+(RF%/100+S^2/2)*T/S/SQRT(T))))>3:0: 0*L(B:ABS(L(D:G(C)-S*SQRT(T)))) +PS*ABS(IF(G(C)<0:-.5:.5) +SIGMA(N:0:25:1:(-1)^N*G(A)^(2*N+1)/FACT(N)/2^N/(2*N+1))/SQRT(2*PI)) -PE*EXP(-RF%*T/100)*ABS(IF(G(D)<0:-.5:.5) +SIGMA(N:0:25:1:(-1)^N*G(B)^(2*N+1)/FACT(N)/2^N/(2*N+1))/SQRT(2*PI))) -CALLV: -PS+PE*EXP(-RF%*T/100)+0*S+CALLV-PUTV) ```

 Re: Black-Scholes on the 200lxMessage #6 Posted by Bob Wang on 26 Jan 2005, 11:52 a.m.,in response to message #5 by Bob Wang Frank: In case it's not evident, please replace "SIGMA" with the summation operator. Bob

 SIGMA=SIGMA on the 200lxMessage #7 Posted by Bob Wang on 26 Jan 2005, 12:41 p.m.,in response to message #6 by Bob Wang Frank: Oops, I guess SIGMA *IS* just SIGMA on the 200lx. Bob

 Re: SIGMA=SIGMA on the 200lxMessage #8 Posted by Frank on 26 Jan 2005, 2:24 p.m.,in response to message #7 by Bob Wang Thanks Bob, I'll keep you posted.

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