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Duration Formula / HP 49g+ - Printable Version

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Duration Formula / HP 49g+ - Thomas - 09-04-2006

Hi

I have problems to program the adequate Macaulay Duration Formula. Does anyone have an idea?

Regards Thomas




Re: Duration Formula / HP 49g+ - Anders Holmlund - 09-04-2006

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+ - Thomas - 09-05-2006

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+ - Katie Wasserman - 09-05-2006

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.