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. 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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-- ==== [MESSAGE SEPARATOR] ====