HP Forum Archive 16

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Duration Formula / HP 49g+ Message #1 Posted by Thomas on 4 Sept 2006, 8:59 a.m. Hi I have problems to program the adequate Macaulay Duration Formula. Does anyone have an idea? Regards Thomas

Re: Duration Formula / HP 49g+ Message #2 Posted by Anders Holmlund on 4 Sept 2006, 10:45 a.m., in response to message #1 by Thomas Thomas, do you need the formula/algorithm or is it a programming problem? I can help you with the former. Rgds, Anders

Re: Duration Formula / HP 49g+ Message #3 Posted by Thomas on 5 Sept 2006, 2:25 a.m., in response to message #2 by Anders Holmlund Quote: Thomas, do you need the formula/algorithm or is it a programming problem? I can help you with the former. Rgds, Anders Hi I need the formula/algorithm the programming is not the problem. Regards, Thomas

Re: Duration Formula / HP 49g+ Message #4 Posted by Katie Wasserman on 5 Sept 2006, 8:41 a.m., in response to message #3 by Thomas There's a closed-form formula for this on Wikipedia. I haven't verified it but it looks like the one I've been using for a very long time and have no problems with it.

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