Modified Duration on 17bII+



#3

Hi guys,

I was wondering if anyone could generate lines of coded needed to calculate the modified duration for a bond. I have tried and am not to familiar with all the many programming options available.


#4

Patrick,

maybe that's what you're looking for?

http://www.investopedia.com/university/advancedbond/advancedbond5.asp

You can enter the formulas directly. Before you start become used to using SPPV, USPV etc. to ease entry of the formulas & save space.

Once we have a 17bII+ again which does fully support L() & G() functions, then you should look here!

From the "Financial Superstar", Tony Hutchins:

Quote:
File Info for UBONDS.ZIP

Section: HP 100/200 Contributor: 100250,2347 Size: 6436
Submitted: 27-Oct-95 Type: Binary Accesses: 419
Title: UBONDS - Universal Bond Solver EQN for Palmtop
Keys: BONDS UBONDS HP100LX HP200LX SOLVER EQN

UBONDS.EQN provides the LX Palmtops with a superset of the HP12C
and HP19B bond capabilities. Also handles additional coupon
frequencies and calculates the Dollar Value of 1 Basis Point
and the Macaulay duration. Has a Face value extension to the
calculation. Supports dates in whatever format the LX is set
to, and has three date accounting bases. Outputs nearby coupon
dates so you can argue details with your broker! Uploaded by
author.


http://homepages.paradise.net.nz/th/

Best regards

Peter A. Gebhardt

Edited: 10 Sept 2007, 6:51 p.m.


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