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Duration Formula / HP 49g+
Post: #1
09-04-2006, 08:59 AM
Thomas Offline
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Hi

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

Regards Thomas

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Post: #2
09-04-2006, 10:45 AM
Anders Holmlund Offline
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Thomas, do you need the formula/algorithm or is it a programming problem? I can help you with the former. Rgds, Anders

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Post: #3
09-05-2006, 02:25 AM
Thomas Offline
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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

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Post: #4
09-05-2006, 08:41 AM
Katie Wasserman Offline
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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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