The Museum of HP Calculators

HP Forum Archive 14

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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?

http://www.hpmuseum.org/cgi-sys/cgiwrap/hpmuseum/archv014.cgi?read=62730

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 200lx
Message #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

Bob Wang Home Page

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 200lx
Message #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 200lx
Message #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 200lx
Message #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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