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MathGroup Archive 1996

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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 =
Notebook.
	The line below identifies what version of Mathematica created =
this file,
	but it can be opened using any other version as well.";

	FrontEndVersion =3D "NeXT Mathematica Notebook Front End Version =
2.2";

	NeXTStandardFontEncoding;=20
=09
	fontset =3D title, inactive, noPageBreakBelow, =
noPageBreakInGroup, nohscroll, preserveAspect, groupLikeTitle, =
center, M7, bold, L1, e8,  24, "Times"; ;
	fontset =3D subtitle, inactive, noPageBreakBelow, =
noPageBreakInGroup, nohscroll, preserveAspect, groupLikeTitle, =
center, M7, bold, L1, e6,  18, "Times"; ;
	fontset =3D subsubtitle, inactive, noPageBreakBelow, =
noPageBreakInGroup, nohscroll, preserveAspect, groupLikeTitle, =
center, M7, italic, L1, e6,  14, "Times"; ;
	fontset =3D section, inactive, noPageBreakBelow, nohscroll, =
preserveAspect, groupLikeSection, grayBox, M22, bold, L1, a20,  =
18, "Times"; ;
	fontset =3D subsection, inactive, noPageBreakBelow, nohscroll, =
preserveAspect, groupLikeSection, blackBox, M19, bold, L1, a15,  =
14, "Times"; ;
	fontset =3D subsubsection, inactive, noPageBreakBelow, nohscroll, =
preserveAspect, groupLikeSection, whiteBox, M18, bold, L1, a12,  =
12, "Times"; ;
	fontset =3D text, inactive, nohscroll, noKeepOnOnePage, =
preserveAspect, M7, L1,  12;
	fontset =3D smalltext, inactive, nohscroll, noKeepOnOnePage, =
preserveAspect, M7, L1,  10, "Times"; ;
	fontset =3D input, noPageBreakInGroup, nowordwrap, =
preserveAspect, groupLikeInput, M42, N23, bold, L1,  12, =
"Courier"; ;
	fontset =3D output, output, inactive, noPageBreakInGroup, =
nowordwrap, preserveAspect, groupLikeOutput, M42, N23, L-5,  12, =
"Courier"; ;
	fontset =3D message, inactive, noPageBreakInGroup, nowordwrap, =
preserveAspect, groupLikeOutput, M42, N23, L1,  12, "Courier"; ;
	fontset =3D print, inactive, noPageBreakInGroup, nowordwrap, =
preserveAspect, groupLikeOutput, M42, N23, L1,  12, "Courier"; ;
	fontset =3D info, inactive, noPageBreakInGroup, nowordwrap, =
preserveAspect, groupLikeOutput, M42, N23, L1,  12, "Courier"; ;
	fontset =3D postscript, PostScript, formatAsPostScript, output, =
inactive, noPageBreakInGroup, nowordwrap, preserveAspect, =
groupLikeGraphics, M7, l34, w282, h287, L1,  12, "Courier"; ;
	fontset =3D name, inactive, noPageBreakInGroup, nohscroll, =
preserveAspect, M7, italic, B65535, L1,  10, "Times"; ;
	fontset =3D header, inactive, nohscroll, noKeepOnOnePage, =
preserveAspect, M7, italic, L1,  12, "Times"; ;
	fontset =3D leftheader,  12;
	fontset =3D footer, inactive, nohscroll, noKeepOnOnePage, =
preserveAspect, center, M7, italic, L1,  12, "Times"; ;
	fontset =3D leftfooter,  12;
	fontset =3D help, inactive, nohscroll, noKeepOnOnePage, =
preserveAspect, M7, L1,  12;
	fontset =3D clipboard, inactive, nohscroll, noKeepOnOnePage, =
preserveAspect, M7, L1,  12;
	fontset =3D completions, inactive, nohscroll, noKeepOnOnePage, =
preserveAspect, M7, L1,  12, "Courier"; ;
	fontset =3D special1, inactive, nohscroll, noKeepOnOnePage, =
preserveAspect, M7, L1,  12;
	fontset =3D special2, inactive, nohscroll, noKeepOnOnePage, =
preserveAspect, M7, L1,  12;
	fontset =3D special3, inactive, nohscroll, noKeepOnOnePage, =
preserveAspect, M7, L1,  12;
	fontset =3D special4, inactive, nohscroll, noKeepOnOnePage, =
preserveAspect, M7, L1,  12;
	fontset =3D special5, inactive, nohscroll, noKeepOnOnePage, =
preserveAspect, M7, L1,  12;
	paletteColors =3D 128; automaticGrouping; currentKernel;=20
]
:[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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