MIRR Program for 17bii+ « Next Oldest | Next Newest »

 ▼ Walter Junior Member Posts: 14 Threads: 6 Joined: Jan 1970 01-26-2005, 01:39 AM Is any one got a program for calculating Modified Internal Rate of Return (MIRR) with 17bii+? ▼ Bob Wang Member Posts: 90 Threads: 22 Joined: Jun 2005 01-26-2005, 07:23 AM How about this? Bob ▼ Walter Junior Member Posts: 14 Threads: 6 Joined: Jan 1970 01-28-2005, 09:07 PM Thanks!! Bob! I will try it!! Frank Member Posts: 162 Threads: 18 Joined: Feb 2013 01-26-2005, 10:13 AM 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 ▼ Bob Wang Member Posts: 90 Threads: 22 Joined: Jun 2005 01-26-2005, 11:47 AM 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 ```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) ``` ▼ Bob Wang Member Posts: 90 Threads: 22 Joined: Jun 2005 01-26-2005, 11:52 AM Frank: In case it's not evident, please replace "SIGMA" with the summation operator. Bob ▼ Bob Wang Member Posts: 90 Threads: 22 Joined: Jun 2005 01-26-2005, 12:41 PM Frank: Oops, I guess SIGMA *IS* just SIGMA on the 200lx. Bob ▼ Frank Member Posts: 162 Threads: 18 Joined: Feb 2013 01-26-2005, 02:24 PM Thanks Bob, I'll keep you posted.

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