MIRR Program for 17bii+



#9

Is any one got a program for calculating Modified Internal Rate of Return (MIRR) with 17bii+?


#10

How about this?

http://www.hpmuseum.org/cgi-sys/cgiwrap/hpmuseum/archv014.cgi?read=62730

Bob


#11

Thanks!! Bob! I will try it!!

#12

Bob, I believe you once made a reference of the Black-Sholes computation for the HP 200lx. Is it possible for you to refer me to it or to send me as an e-mail.

Thanks for your help.

~frank


#13

Frank:

The shortest, most accurate implementation of Black-Scholes not using UTPN is courtesy of Tizedes Czaba's suggestion of using a Taylor series. However, it is also the SLOWEST, taking well over a minute on my 17Bs and 19Bs. I would appreciate it if you would try it on your 200lx, and time the execution. IF the speed is acceptable, I would recommend using that instead of the different polynomial methods I have posted on my shabby home page.

Bob

Bob Wang Home Page

Taylor Series Approximation:
Using L() and G()
Execution time > 1 minute
Character Count = 363
BLK.SCHLS:
IF(S(CALLV):
IF(L(A:ABS(L(C:LN(PS/PE)/S/SQRT(T)+(RF%/100+S^2/2)*T/S/SQRT(T))))>3:0:
0*L(B:ABS(L(D:G(C)-S*SQRT(T))))
+PS*ABS(IF(G(C)<0:-.5:.5)
+SIGMA(N:0:25:1:(-1)^N*G(A)^(2*N+1)/FACT(N)/2^N/(2*N+1))/SQRT(2*PI))
-PE*EXP(-RF%*T/100)*ABS(IF(G(D)<0:-.5:.5)
+SIGMA(N:0:25:1:(-1)^N*G(B)^(2*N+1)/FACT(N)/2^N/(2*N+1))/SQRT(2*PI)))
-CALLV:
-PS+PE*EXP(-RF%*T/100)+0*S+CALLV-PUTV)

#14

Frank:

In case it's not evident, please replace "SIGMA" with the summation operator.

Bob


#15

Frank:

Oops, I guess SIGMA *IS* just SIGMA on the 200lx.

Bob


#16

Thanks Bob, I'll keep you posted.


Possibly Related Threads...
Thread Author Replies Views Last Post
  17BII & 17BII+ Discounted Payback Period Revisited Tom Neudorfl 8 421 11-25-2013, 10:28 AM
Last Post: Don Shepherd
  HP Prime: run a program in another program Davi Ribeiro de Oliveira 6 329 11-11-2013, 08:28 PM
Last Post: Davi Ribeiro de Oliveira
  Kitchen timer on 17B/17BII/17BII+/19B/19BII/27S y.miyata 1 135 03-04-2010, 12:18 PM
Last Post: Martin Pinckney
  HP-41 MCODE: Making an MCODE program call another MCODE program Geir Isene 10 428 01-13-2008, 05:58 AM
Last Post: Raymond Del Tondo
  Normal Distribution and Black-Scholes for HP 17B, 17BII, NEW 17BII+, 19B, 19BII Bob Wang 0 138 09-24-2004, 02:25 PM
Last Post: Bob Wang
  MIRR calculation on hp200lx hp17b hp19b Rei Vilo 0 75 09-07-2004, 02:26 PM
Last Post: rei vilo
  HP17BII How do I program solver to find MIRR(Modified Internal Rate of Return) David Martin 3 210 11-29-2001, 04:56 PM
Last Post: W. Bruce Maguire II

Forum Jump: