FinancePack_options
- To: mathgroup at smc.vnet.net
- Subject: [mg4038] FinancePack_options
- From: "Rui J. S. Batista" <rbatista at cyberstore.ca>
- Date: Tue, 28 May 1996 01:46:11 -0400
- Sender: owner-wri-mathgroup at wolfram.com
--NeXT-Mail-925610346-3
If anybody out-there has any experience with the FinancePack for =
Mathematica, I would appreciate some help with this problem.=20
Mathematica should be returning me the implied volitility, I don't =
understand what it is going on about.[An attachment was originally =
included here]
---
Rui J. Batista
rbatista at goldcompass.com
--NeXT-Mail-925610346-3
--NeXT-Mail-939305831-4
If anybody out-there has any experience with the FinancePack for =
Mathematica, I would appreciate some help with this problem.=20
Mathematica should be returning me the implied volitility, I don't =
understand what it is going on about.
--NeXT-Mail-939305831-4
(*^
::[ Information =3D
"This is a Mathematica Notebook file. It contains ASCII text, =
and can be
transferred by email, ftp, or other text-file transfer utility. =
It should
be read or edited using a copy of Mathematica or MathReader. If =
you=20
received this as email, use your mail application or copy/paste =
to save=20
everything from the line containing (*^ down to the line =
containing ^*)
into a plain text file. On some systems you may have to give the =
file a=20
name ending with ".ma" to allow Mathematica to recognize it as a =
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The line below identifies what version of Mathematica created =
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paletteColors =3D 128; automaticGrouping; currentKernel;=20
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:[font =3D input; preserveAspect]
Needs["Finance`Options`"]
:[font =3D input; preserveAspect; startGroup]
inqsm =3D Option[{"Put", INQ, 65, {7, 19, 1996}}]
:[font =3D output; output; inactive; preserveAspect; endGroup]
Option[{"Put", INQ, 65, {7, 19, 1996}}]
;[o]
Option[{Put, INQ, 65, {7, 19, 1996}}]
:[font =3D input; preserveAspect; startGroup]
settlement =3D {5, 17, 1996}
:[font =3D output; output; inactive; preserveAspect; endGroup]
{5, 17, 1996}
;[o]
{5, 17, 1996}
:[font =3D input; preserveAspect; startGroup]
r ^=3D .05
:[font =3D message; inactive; preserveAspect]
UpSet::normal:=20
Normal expression expected at position 1 in r ^=3D 0.05.
:[font =3D output; output; inactive; preserveAspect; endGroup]
r ^=3D 0.05
;[o]
r ^=3D 0.05
:[font =3D input; preserveAspect; startGroup]
price ^=3D 1.0625
:[font =3D message; inactive; preserveAspect]
UpSet::normal:=20
Normal expression expected at position 1 in=20
price ^=3D 1.0625.
:[font =3D output; output; inactive; preserveAspect; endGroup]
price ^=3D 1.0625
;[o]
price ^=3D 1.0625
:[font =3D input; preserveAspect; startGroup]
ImpliedVolatility[inqsm, settlement, r, price]
:[font =3D message; inactive; preserveAspect]
FindRoot::frnum:=20
Function {-1.0625 + <<2>>} is not a length 1
list of numbers at Finance`Options`Private`x =3D 0.1.
:[font =3D output; output; inactive; preserveAspect; endGroup]
1.0625
;[o]
1.0625
^*)
--NeXT-Mail-939305831-4
---
Rui J. Batista
rbatista at goldcompass.com
--NeXT-Mail-939305831-4--
--NeXT-Mail-925610346-3--
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