tailieunhanh - Financial Applications Using Excel Add-in Development in C/C++Second Edition phần 2

sử dụng phương pháp bootstrap để trả về một đường cong không đưa ra một danh mục đầu tư trái phiếu phiếu giảm giá và sản lượng của họ. Một đường cong không bao gồm sản lượng trưởng thành cho một danh mục đầu tư của trái phiếu zero-coupon lý thuyết có nguồn gốc từ các danh mục đầu tư trái phiếu đầu vào. Các phương pháp bootstrap mà | Excel Functionality 33 unwanted solutions and options that dictate the behaviour of the algorithm. Section Calibration on page 511 talks a little more about this very powerful tool. The complexities governing when solutions converge when they are unlikely to when there may be multiple solutions and to which one you are most likely to converge are beyond the scope of this book. Excel provides help for the solver via the Tools Solver. dialog s Help button. If you intend to rely on a solver for something important you either need to know that your function is very well behaved or that you understand its behaviour well enough to know when it will be reliable. EXCEL RECALCULATION LOGIC The first thing to say on this often very subtle and complex subject is that there is much more that can be said than is said here. This section attempts to provide some basic insight and a foundation for further reading. Excel recalculates by creating lists of cells which determine the order in which things should be calculated. Excel constructs these by inspecting the formulae in cells to determine their precedents establishing precedent dependent relationships for all cells. Once constructed cells in the lists thus generated are marked for recalculation whenever a precedent cell has either changed or has itself been marked for recalculation. Once this is done Excel recalculates these cells in the order determined by the list. After an edit to one or more formulae lists may need to be reconstructed. However most of the time edits are made to static cells that do not contain formulae and are not therefore dependent on anything. This means that Excel does not usually have to do this work whenever there is new input. As this section shows this system is not infallible. Care must be taken in certain circumstances and certain practices should be avoided altogether. VB code and spreadsheet examples are contained in the spreadsheet on the CD ROM. Further more .