Ubuntu
gnumeric package

Browsing Catalan translation

  1. Hardy (8.04)
  2. Template “gnumeric-functions”
  3. Catalan (ca)
Don't show this notice anymore
Before translating, be sure to go through Ubuntu Translators instructions and Catalan guidelines.
1 → 10 of 646 results First • Previous • • Last
1.
@FUNCTION=CUM_BIV_NORM_DIST
@SYNTAX=CUM_BIV_NORM_DIST(a,b,rho)
@DESCRIPTION=CUM_BIV_NORM_DIST calculates the cumulative bivariate normal distribution from parameters a, b & rho.
The return value is the probability that two random variables with correlation @rho are respectively each less than @a and @b.

@EXAMPLES=

@SEEALSO=NORMDIST,NORMSDIST,NORMSINV
There are line breaks here. Each one represents a line break. Start a new line in the equivalent position in the translation.
(no translation yet)
2.
@FUNCTION=OPT_BS
@SYNTAX=OPT_BS(call_put_flag,spot,strike,time,rate,volatility [,cost_of_carry])
@DESCRIPTION=OPT_BS uses the Black-Scholes model to calculate the price of a European option using call_put_flag, @call_put_flag, 'c' or 'p' struck at @strike on an asset with spot price @spot.
@time is the time to maturity of the option expressed in years.
@rate is the risk-free interest rate.
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
* The returned value will be expressed in the same units as @strike and @spot.

@EXAMPLES=

@SEEALSO=OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA
There are line breaks here. Each one represents a line break. Start a new line in the equivalent position in the translation.
There are leading/trailing spaces here. Each one represents a space character. Enter a space in the equivalent position in the translation.
@FUNCTION=opt_bs_call
@SYNTAX=opt_bs_call(strike,preu,volatilitat,dies_al_venciment,tipus)
@DESCRIPTION=Utilitza el model Black-Scholes per fer el càlcul del preu d'un Europeu anomenant a l'opció struck com @strike d'un actiu amb preu @preu. @volatilitat és la volatilitat anual, en percentatge, de l'actiu pel periode entre la data de l'exercici. @dies_al_venciment el nombre de dies aexercitar, i @taxa és la taxa d'interés de risc a la data d'exercici, enpercentatge.
El valor retornat serà espressat en les mateixes unitats que @strike i@preu.
@EXAMPLES=

@SEEALSO=opt_bs_put, opt_bs_call_delta, opt_bs_put_delta opt_bs_call_rho, opt_bs_put_rho, opt_bs_call_theta, opt_bs_put_theta, opt_bs_vega, opt_bs_gamma
Translated and reviewed by Softcatalà
fitxer: plugins.ca.po.3
3.
@FUNCTION=OPT_BS_DELTA
@SYNTAX=OPT_BS_DELTA(call_put_flag,spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_DELTA uses the Black-Scholes model to calculate the 'delta' of a European option with call_put_flag, @call_put_flag, 'c' or 'p' struck at @strike on an asset with spot price @spot.
Where @time is the time to maturity of the option expressed in years.
@rate is the risk-free interest rate.
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
* The returned value will be expressed in the same units as @strike and @spot.

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA
There are line breaks here. Each one represents a line break. Start a new line in the equivalent position in the translation.
There are leading/trailing spaces here. Each one represents a space character. Enter a space in the equivalent position in the translation.
@FUNCTION=opt_bs_put_delta
@SYNTAX=opt_bs_put_delta(strike,preu,volatilitat,dies_al_venciment,tipus)
@DESCRIPTION=Utilitza el model Black-Scholes per a calcular el "delta" d'unEuropeu posant l'opció struck en @strike d'un actiu amb el preu @preu.
(La delta d'una opció és el tipus de canvi del seu preu amb respecte al preude l'actiu subratllat.)
@volatilitat és la volatilitat anual, en tant per cent, d'un actiu per el període a través de la data de l'exercici. @dies_al_venciment el nombre dedies a l'exercici, i @tipus és la tipus d'interés lliure de risc a la datade l'exercici, en percentatge.
El valor retornat serà expressat com el tipus de canvi del valor opció perunitat de canvi en @preu.
@EXAMPLES=

@SEEALSO=opt_bs_call, opt_bs_put, opt_bs_call_delta opt_bs_call_rho, opt_bs_put_rho, opt_bs_call_theta, opt_bs_put_theta, opt_bs_vega, opt_bs_gamma
Translated and reviewed by Softcatalà
fitxer: plugins.ca.po.3
4.
@FUNCTION=OPT_BS_GAMMA
@SYNTAX=OPT_BS_GAMMA(spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_GAMMA uses the Black-Scholes model to calculate the 'gamma' of a European option struck at @strike on an asset with spot price @spot.

(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.)

@time is the time to maturity of the option expressed in years.
@rate is the risk-free interest rate to the exercise date, in percent.
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
* The returned value will be expressed as the rate of change of delta per unit change in @spot.

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA
There are line breaks here. Each one represents a line break. Start a new line in the equivalent position in the translation.
@FUNCTION=opt_bs_gamma
@SYNTAX=opt_bs_put_gamma(strike,preu,volatilitat,dies_al_venciment,tipus)
@DESCRIPTION=Utilitza el model Black-Scholes per a calcular el "theta" d'unEuropeu posant l'opció struck en @strike d'un actiu amb el preu @preu.
(La gamma d'una opció és la segona derivada del seu preu amb respecte alpreu de l'actiu subratllat, i és el mateix per calls i puts.)
@volatilitat és la volatilitat anual, en tant per cent, d'un actiu per el període a través de la data de l'exercici. @dies_al_venciment el nombre dedies a l'exercici, i @tipus és el tipus d'interés lliure de risc a la datade l'exercici, en percentatge.
El valor retornat serà expressat com el tipus de canvi de delta per unitatde canvi en @preu.
@EXAMPLES=

@SEEALSO=opt_bs_call, opt_bs_put, opt_bs_call_delta opt_bs_put_delta, opt_bs_call_rho, opt_bs_put_rho, opt_bs_call_theta, opt_bs_put_rho, opt_bs_vega
Translated and reviewed by Softcatalà
fitxer: plugins.ca.po.3
5.
@FUNCTION=OPT_BS_THETA
@SYNTAX=OPT_BS_THETA(call_put_flag,spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_THETA uses the Black-Scholes model to calculate the 'theta' of a European option with call_put_flag, @call_put_flag struck at @strike on an asset with spot price @spot.

(The theta of an option is the rate of change of its price with respect to time to expiry.)

@time is the time to maturity of the option expressed in years
and @rate is the risk-free interest rate to the exercise date, in percent.
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
* The returned value will be expressed as minus the rate of change of option value, per 365.25 days.

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_VEGA, OPT_BS_GAMMA
There are line breaks here. Each one represents a line break. Start a new line in the equivalent position in the translation.
@FUNCTION=opt_bs_put_theta
@SYNTAX=opt_bs_put_theta(strike,preu,volatilitat,dies_al_venciment,tipus)
@DESCRIPTION=Utilitza el model Black-Scholes per a calcular el "theta" d'unEuropeu posant l'opció struck en @strike d'un actiu amb el preu @preu.
(La theta d'una opció és el tipus de canvi del seu preu amb respecte altemps a expirar.)
@volatilitat és la volatilitat anual, en tant per cent, d'un actiu per el període a través de la data de l'exercici. @dies_al_venciment el nombre dedies a l'exercici, i @tipus és el tipus d'interés lliure de risc a la datade l'exercici, en percentatge.
El valor retornat serà expressat com a menys el tipus de canvi del valoropció, per 365.25 dies.
@EXAMPLES=

@SEEALSO=opt_bs_call, opt_bs_put, opt_bs_call_delta opt_bs_put_delta, opt_bs_call_rho, opt_bs_put_rho, opt_bs_call_theta, opt_bs_vega, opt_bs_gamma
Translated and reviewed by Softcatalà
fitxer: plugins.ca.po.3
6.
@FUNCTION=OPT_BS_VEGA
@SYNTAX=OPT_BS_VEGA(spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_VEGA uses the Black-Scholes model to calculate the 'vega' of a European option struck at @strike on an asset with spot price @spot.
(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.
@time is the time to maturity of the option expressed in years.
@rate is the risk-free interest rate to the exercise date, in percent.
@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.

* The returned value will be expressed as the rate of change of option value, per 100% volatility.

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA
There are line breaks here. Each one represents a line break. Start a new line in the equivalent position in the translation.
There are leading/trailing spaces here. Each one represents a space character. Enter a space in the equivalent position in the translation.
@FUNCTION=opt_bs_vega
@SYNTAX=opt_bs_bega(strike,preu,volatilitat,dies_al_venciment,tipus)
@DESCRIPTION=Utilitza el model Black-Scholes per a calcular el "vega" d'unEuropeu posant l'opció struck en @strike d'un actiu amb el preu @preu.
(La vega d'una opció és el tipus de canvi del seu preu amb respecte a lavolatilitat, i és el mateix per calls i puts.)
@volatilitat és la volatilitat anual, en tant per cent, d'un actiu per el període a través de la data de l'exercici. @dies_al_venciment el nombre dedies a l'exercici, i @tipus és el tipus d'interés lliure de risc a la datade l'exercici, en percentatge.
El valor retornat serà expressat com el tipus de canvi del valor opció per100% de volatilitat.
@EXAMPLES=

@SEEALSO=opt_bs_call, opt_bs_put, opt_bs_call_delta opt_bs_put_delta, opt_bs_call_rho, opt_bs_put_rho, opt_bs_call_theta, opt_bs_put_rho, opt_bs_gamma
Translated and reviewed by Softcatalà
fitxer: plugins.ca.po.3
7.
@FUNCTION=OPT_BS_RHO
@SYNTAX=OPT_BS_RHO(call_put_flag,spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_RHO uses the Black-Scholes model to calculate the 'rho' of a European option with call_put_flag, @call_put_flag struck at @strike on an asset with spot price @spot.
@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.

(The rho of an option is the rate of change of its price with respect to the risk free interest rate.)
@time is the time to maturity of the option expressed in years.
@rate is the risk-free interest rate to the exercise date, in percent.
@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
* The returned value will be expressed as the rate of change of option value, per 100% change in @rate.

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA
There are line breaks here. Each one represents a line break. Start a new line in the equivalent position in the translation.
@FUNCTION=opt_bs_put_rho
@SYNTAX=opt_bs_put_rho(strike,preu,volatilitat,dies_al_venciment,tipus)
@DESCRIPTION=Utilitza el model Black-Scholes per a calcular el "rho" d'unEuropeu posant l'opció struck en @strike d'un actiu amb el preu @preu.
(La rho d'una opció és el tipus de canvi del seu preu amb respecte al tipusd'interés lliure de risk.)
@volatilitat és la volatilitat anual, en tant per cent, d'un actiu per el període a través de la data de l'exercici. @dies_al_venciment el nombre dedies a l'exercici, i @tipus és el tipus d'interés lliure de risc a la datade l'exercici, en percentatge.
El valor retornat serà expressat com el tipus de canvi del valor opció per100 % del canvi en @tipus.
@EXAMPLES=

@SEEALSO=opt_bs_call, opt_bs_put, opt_bs_call_delta opt_bs_put_delta, opt_bs_call_rho, opt_bs_call_theta, opt_bs_put_theta, opt_bs_vega, opt_bs_gamma
Translated and reviewed by Softcatalà
fitxer: plugins.ca.po.3
8.
@FUNCTION=OPT_BS_CARRYCOST
@SYNTAX=OPT_BS_CARRYCOST(call_put_flag,spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_CARRYCOST uses the Black-Scholes model to calculate the 'elasticity' of a European option struck at @strike on an asset with spot price @spot.
@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.

(The elasticity of an option is the rate of change of its price with respect to its cost of carry.)

@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @time is the time to maturity of the option expressed in years.
@rate is the risk-free interest rate to the exercise date, in percent.
@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.

* The returned value will be expressed as the rate of change of option value, per 100% volatility.

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA
There are line breaks here. Each one represents a line break. Start a new line in the equivalent position in the translation.
@FUNCTION=opt_bs_vega
@SYNTAX=opt_bs_bega(strike,preu,volatilitat,dies_al_venciment,tipus)
@DESCRIPTION=Utilitza el model Black-Scholes per a calcular el "vega" d'unEuropeu posant l'opció struck en @strike d'un actiu amb el preu @preu.
(La vega d'una opció és el tipus de canvi del seu preu amb respecte a lavolatilitat, i és el mateix per calls i puts.)
@volatilitat és la volatilitat anual, en tant per cent, d'un actiu per el període a través de la data de l'exercici. @dies_al_venciment el nombre dedies a l'exercici, i @tipus és el tipus d'interés lliure de risc a la datade l'exercici, en percentatge.
El valor retornat serà expressat com el tipus de canvi del valor opció per100% de volatilitat.
@EXAMPLES=

@SEEALSO=opt_bs_call, opt_bs_put, opt_bs_call_delta opt_bs_put_delta, opt_bs_call_rho, opt_bs_put_rho, opt_bs_call_theta, opt_bs_put_rho, opt_bs_gamma
Translated and reviewed by Softcatalà
fitxer: plugins.ca.po.3
9.
@FUNCTION=OPT_GARMAN_KOHLHAGEN
@SYNTAX=OPT_GARMAN_KOHLHAGEN(call_put_flag,spot,strike,time,domestic_rate,foreign_rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_GARMAN_KOHLHAGEN values the theoretical price of a European currency option struck at @strike on an asset with spot price @spot.
@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
@time the number of days to exercise.
@domestic_rate is the domestic risk-free interest rate to the exercise date.
@foreign_rate is the foreign risk-free interest rate to the exercise date, in percent.
@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
* The returned value will be expressed as the rate of change of option value, per 100% volatility.

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA
There are line breaks here. Each one represents a line break. Start a new line in the equivalent position in the translation.
There are leading/trailing spaces here. Each one represents a space character. Enter a space in the equivalent position in the translation.
@FUNCTION=opt_bs_call
@SYNTAX=opt_bs_call(strike,preu,volatilitat,dies_al_venciment,tipus)
@DESCRIPTION=Utilitza el model Black-Scholes per fer el càlcul del preu d'un Europeu anomenant a l'opció struck com @strike d'un actiu amb preu @preu. @volatilitat és la volatilitat anual, en percentatge, de l'actiu pel periode entre la data de l'exercici. @dies_al_venciment el nombre de dies aexercitar, i @taxa és la taxa d'interés de risc a la data d'exercici, enpercentatge.
El valor retornat serà espressat en les mateixes unitats que @strike i@preu.
@EXAMPLES=

@SEEALSO=opt_bs_put, opt_bs_call_delta, opt_bs_put_delta opt_bs_call_rho, opt_bs_put_rho, opt_bs_call_theta, opt_bs_put_theta, opt_bs_vega, opt_bs_gamma
Translated and reviewed by Softcatalà
fitxer: plugins.ca.po.3
10.
@FUNCTION=OPT_FRENCH
@SYNTAX=OPT_FRENCH(call_put_flag,spot,strike,time,t2,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_FRENCH values the theoretical price of a European option adjusted for trading day volatility, struck at @strike on an asset with spot price @spot.
@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
@time the number of calendar days to exercise divided by calendar days in the year.
@t2 is the number of trading days to exercise divided by trading days in the year.
@rate is the risk-free interest rate.
@cost_of_carry is the leakage in value of the underlying asset, to the exercise date, in percent.
For common stocks, this would be the dividend yield.

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA
There are line breaks here. Each one represents a line break. Start a new line in the equivalent position in the translation.
There are leading/trailing spaces here. Each one represents a space character. Enter a space in the equivalent position in the translation.
@FUNCTION=opt_bs_put
@SYNTAX=opt_bs_put(strike,price,volatilitat,dies_al_venciment,tipus)
@DESCRIPTION=Utilitza el model Black-Scholes per a calcular el preu d'unEuropeu posant l'opció struck en @strike d'un actiu amb el pre @preu. @volatilitat és la volatilitat anual, en tant per cent, d'un actiu per el període a través de la data de l'exercici. @dies_al_venciment el nombre dedies a l'exercici, i @tipus és la taxa de l'interés lliure de risc a la data de l'exercici, en percentatge.
El valor retornat serà eexpressat en les mateixes unitats com @strike i @preu.
@EXAMPLES=

@SEEALSO=opt_bs_call, opt_bs_call_delta, opt_bs_put_delta opt_bs_call_rho, opt_bs_put_rho, opt_bs_call_theta, opt_bs_put_theta, opt_bs_vega, opt_bs_gamma
Translated and reviewed by Softcatalà
fitxer: plugins.ca.po.3
1 → 10 of 646 results First • Previous • • Last

This translation is managed by Ubuntu Catalan Translators, assigned by Ubuntu Translators.

You are not logged in. Please log in to work on translations.

Contributors to this translation: Erraticus Motus, Softcatalà.