Login

Thomas · 09-04-2006, 08:59 AM

Hi

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

Regards Thomas

Anders Holmlund · 09-04-2006, 10:45 AM

Thomas, do you need the formula/algorithm or is it a programming problem? I can help you with the former. Rgds, Anders

Thomas · 09-05-2006, 02:25 AM

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

Katie Wasserman · 09-05-2006, 08:41 AM

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.

Login
Username:
Password:	Lost Password?
	Remember me

Possibly Related Threads…
Thread		Author	Replies	Views	Last Post
	how to manage formula in prime	fabrice48	5	2,272	12-05-2013, 01:09 PM Last Post: Steve Simpkin
	Bond duration and convexity	Santiago Estevez	1	1,185	04-05-2013, 05:32 PM Last Post: BruceH
	Fast Quadratic Formula for the HP-41C	Gerson W. Barbosa	21	5,558	07-18-2012, 08:53 AM Last Post: Gerson W. Barbosa
	Cubic Formula: HP 71B	Eddie W. Shore	8	2,615	07-03-2012, 11:14 PM Last Post: Eddie W. Shore
	Quadratic formula program help	Chris C	18	4,408	06-16-2012, 12:14 AM Last Post: Matt Agajanian
	Which quadratic formula is use?	Michel Beaulieu	7	2,094	09-29-2011, 10:17 PM Last Post: Jeff O.
	Re: The lost formula	Csaba Tizedes (Hungary)	5	1,655	01-26-2011, 05:59 AM Last Post: Csaba Tizedes (Hungary)
	Re: The lost formula	John B. Smitherman	11	2,551	01-18-2011, 08:47 PM Last Post: Dan W
	The lost formula	designnut	5	1,849	01-17-2011, 02:05 AM Last Post: Walter B
	How to use a formula in a post	Thomas Klemm	4	1,430	11-09-2010, 10:17 AM Last Post: Egan Ford