@DESCRIPTION=NETWORKDAYS returns the number of non-weekend non-holidays between @start_date and @end_date. Holidays optionally supplied in @holidays.
@DESCRIPTION=NETWORKDAYS returns the number of non-weekend non-holidays between @start_date and @end_date including these dates. Holidays are optionally supplied in @holidays.
Returns #NUM! if start_date or end_date are invalid.
@DESCRIPTION=The NT_D function calculates the number of divisors of @n.
This function only takes one argument.
@EXAMPLES=
@SEEALSO=ITHPRIME, NT_PHI, NT_SIGMA
@FUNCTION=NT_MU
@SYNTAX=NT_MU(n)
@DESCRIPTION=The NT_MU function (Möbius mu function) returns
0 if @n is divisible by the square of a prime .
Otherwise it returns:
-1 if @n has an odd number of different prime factors .
1 if @n has an even number of different prime factors .
If @n=1 it returns 1
@EXAMPLES=
@SEEALSO=NT_D, ITHPRIME, NT_PHI
@FUNCTION=NT_PHI
@SYNTAX=NT_PHI(n)
@DESCRIPTION=The NT_PHI function calculates the number of integers less than or equal to @n that are relatively prime to @n.
This function only takes one argument.
@EXAMPLES=
@SEEALSO=NT_D, ITHPRIME, NT_SIGMA
@FUNCTION=NT_PI
@SYNTAX=NT_PI(n)
@DESCRIPTION=The NT_PI function returns the number of primes less than or equal to @n.
This function only takes one argument.
@SEEALSO=ITHPRIME, NT_PHI, NT_D, NT_SIGMA
@FUNCTION=NT_SIGMA
@SYNTAX=NT_SIGMA(n)
@DESCRIPTION=The NT_SIGMA function calculates the sum of the divisors of @n.
This function only takes one argument.
@EXAMPLES=
@SEEALSO=NT_D, ITHPRIME, NT_PHI
@FUNCTION=OCT2BIN
@SYNTAX=OCT2BIN(number[,places])
@DESCRIPTION=OCT2BIN function converts an octal number to a binary number. @places is an optional field, specifying to zero pad to that number of spaces.
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@@ -2782,6 +2878,102 @@ If range is neither a reference nor a range returns #VALUE!. If either height o
@DESCRIPTION=Uses the Black-Scholes model to calculate the price of a European call option struck at @strike on an asset with price @price. @volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed in the same units as @strike and @price.
@DESCRIPTION=Uses the Black-Scholes model to calculate the "delta" of a European call option struck at @strike on an asset with price @price.
(The delta of an option is the rate of change of its price with respect to the price of the underlying asset.)
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed as the rate of change of option value per unit change in @price.
@DESCRIPTION=Uses the Black-Scholes model to calculate the "rho" of a European call option struck at @strike on an asset with price @price.
(The rho of an option is the rate of change of its price with respect to the risk free interest rate.)
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed as the rate of change of option value, per 100% change in @rate.
@DESCRIPTION=Uses the Black-Scholes model to calculate the "theta" of a European call option struck at @strike on an asset with price @price.
(The theta of an option is the rate of change of its price with respect to time to expiry.)
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed as minus the rate of change of option value, per 365.25 days.
@DESCRIPTION=Uses the Black-Scholes model to calculate the "gamma" of a European option struck at @strike on an asset with price @price.
(The gamma of an option is the second derivative of its price with respect to the price of the underlying asset, and is the same for calls and puts.)
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed as the rate of change of delta per unit change in @price.
@DESCRIPTION=Uses the Black-Scholes model to calculate the price of a European put option struck at @strike on an asset with price @price. @volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed in the same units as @strike and @price.
@DESCRIPTION=Uses the Black-Scholes model to calculate the "delta" of a European put option struck at @strike on an asset with price @price.
(The delta of an option is the rate of change of its price with respect to the price of the underlying asset.)
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed as the rate of change of option value per unit change in @price.
@DESCRIPTION=Uses the Black-Scholes model to calculate the "rho" of a European put option struck at @strike on an asset with price @price.
(The rho of an option is the rate of change of its price with respect to the risk free interest rate.)
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed as the rate of change of option value, per 100% change in @rate.
@DESCRIPTION=Uses the Black-Scholes model to calculate the "theta" of a European put option struck at @strike on an asset with price @price.
(The theta of an option is the rate of change of its price with respect to time to expiry.)
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed as minus the rate of change of option value, per 365.25 days.
@DESCRIPTION=Uses the Black-Scholes model to calculate the "vega" of a European option struck at @strike on an asset with price @price.
(The vega of an option is the rate of change of its price with respect to volatility, and is the same for calls and puts.)
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed as the rate of change of option value, per 100% volatilty.
@DESCRIPTION=SUMPRODUCT function multiplies corresponding data entries in the given arrays or ranges, and then returns the sum of those products. If an array entry is not numeric, the value zero is used instead.
If arrays or range arguments do not have the same dimentions, SUMPRODUCT returns #VALUE! error.
If arrays or range arguments do not have the same dimensions, SUMPRODUCT returns #VALUE! error.
This function is Excel compatible.
@EXAMPLES=
Let us assume that the cells A1, A2, ..., A5 contain numbers 11, 15, 17, 21, and 43 and the cells B1, B2, ..., B5 hold numbers 13, 22, 31, 33, and 39. Then
@DESCRIPTION=WORKDAY returns the day which is @days working days from the @start_date. Weekends and holidays optionally supplied in @holidays are respected.
@DESCRIPTION=WORKDAY returns the date which is @days working days from the @start_date. Weekends and holidays optionally supplied in @holidays are respected.
Returns #NUM! if @start_date or @days are invalid.
