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#1
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difficult array formula
I have to formulas:
1) 1 = C/252*days(1)*d(1) + c/252*days(2)*d(2) + c/252*days(3)*d(3) + d3 and 2) 1 = (1+C)^(days(1)/252)*d(1) + (1+C)^(days(2)1/252)*d(2) + (1+C)^(days(3)/252)*d(3) + d(3) days and d are ranges representing days and discount factors respectively. I would like to solve for C, the coupon that is paid in each period. Formula 1 is easy: =252*(1-B3)/sum(A1:A3*B1:B3) where range B1:B3 is the d() array and A1:A3 is the days() array. Now a formula for equation 2.......... |
#2
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difficult array formula
If my algebra is correct...
C = ((1-d(3))^(252/(d(1)days(1))+(d(2)days(2))+(d(3)days(3))))-1 HTH, -- Gary Brown If this post was helpful, please click the ''Yes'' button next to ''Was this Post Helpfull to you?''. "Shaz" wrote: I have to formulas: 1) 1 = C/252*days(1)*d(1) + c/252*days(2)*d(2) + c/252*days(3)*d(3) + d3 and 2) 1 = (1+C)^(days(1)/252)*d(1) + (1+C)^(days(2)1/252)*d(2) + (1+C)^(days(3)/252)*d(3) + d(3) days and d are ranges representing days and discount factors respectively. I would like to solve for C, the coupon that is paid in each period. Formula 1 is easy: =252*(1-B3)/sum(A1:A3*B1:B3) where range B1:B3 is the d() array and A1:A3 is the days() array. Now a formula for equation 2.......... |
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