Is there a calculator function

function

I remember seeing one post to quickly do the calc for portfolio duration in a easy way if they give individual sectors market value and duration separately in BA II Plus

Eg

I have three sectors - Treasury, MBS, Corporate each has Market value and duration. i need to quickly calculate the duration of the portfolio for one year and current.

Help is greatly appreciated.

Edited 1 time(s). Last edit at Sunday, May 29, 2011 at 01:59AM by drk.

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Analyze_This

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2^#

发表于 2011-7-12 19:26 | 只看该作者

Might be someway to use the DATA and STAT function to do this. This will give you the sum(x) and sum(x*y). You could then do sum(x*y)/sum(x) to get weighted average.

My top calculator tip is to use AOS mode. This forces the calculator to respect operator precedence rather than work things out as you type them in, so rather than faff about with brackets, you simply type things in as you'd write them down. In this mode you can do the weighted std-dev with cross term calc in a few seconds. In the other mode it took me 30-40 seconds due to the fiddling with brackets/mem slots.

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ll11

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发表于 2011-7-12 19:49 | 只看该作者

Great tip for AOS mode

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