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12.

@FUNCTION=OPT_MILTERSEN_SCHWARTZ
@SYNTAX=OPT_MILTERSEN_SCHWARTZ(call_put_flag,p_t,f_t,x,t1,t2,v_s,v_e,v_f,rho_se,rho_sf,rho_ef,kappa_e,kappa_f)
@DESCRIPTION=OPT_MILTERSEN_SCHWARTZ models the theoretical price of options on commodities futures according to Miltersen & Schwartz.
@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
@p_t is a zero coupon bond with expiry at option maturity.
@f_t is the futures price.
@x is the strike price.
@t1 is the time to maturity of the option.
@t2 is the time to maturity of the underlying commodity futures contract.
@v_s is the volatility of the spot commodity price.
@v_e is the volatility of the future convenience yield.
@v_f is the volatility of the forward rate of interest.
@rho_se is correlation between the spot commodity price and the convenience yield.
@rho_sf is correlation between the spot commodity price and the forward interest rate.
@rho_ef is correlation between the forward interest rate and the convenience yield.
@kappa_e is the speed of mean reversion of the convenience yield.
@kappa_f is the speed of mean reversion of the forward interest rate.

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA

19.

@FUNCTION=OPT_SIMPLE_CHOOSER
@SYNTAX=OPT_SIMPLE_CHOOSER(call_put_flag,spot,strike,time1,time2,rate,cost_of_carry,volatility)
@DESCRIPTION=OPT_SIMPLE_CHOOSER models the theoretical price of simple chooser options.
@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
@spot is the spot price of the underlying asset.
@strike is the strike price at which the option is struck.
@time1 is the time in years until the holder chooses a put or a call option.
@time2 is the time in years until the chosen option expires.
@rate is the annualized risk-free rate of interest.
@cost_of_carry is the leakage in value of the underlying asset, 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

35.

@FUNCTION=IMINV
@SYNTAX=IMINV(inumber)
@DESCRIPTION=IMINV returns the inverse, or reciprocal, of the complex number z (@inumber), where

[tab]1/z = (x - i y)/(x^2 + y^2).

* If @inumber is not a valid complex number, IMINV returns #VALUE! error.

@EXAMPLES=
IMINV("1-j") equals 0.5+0.5j.

@SEEALSO=

128.

@FUNCTION=CONVERT
@SYNTAX=CONVERT(number,from_unit,to_unit)
@DESCRIPTION=CONVERT returns a conversion from one measurement system to another. For example, you can convert a weight in pounds to a weight in grams. @number is the value you want to convert, @from_unit specifies the unit of the @number, and @to_unit is the unit for the result.

@from_unit and @to_unit can be any of the following:

Weight and mass:
[tab]'g' [tab][tab]Gram
[tab]'sg' [tab][tab]Slug
[tab]'lbm'[tab][tab]Pound
[tab]'u' [tab][tab]U (atomic mass)
[tab]'ozm'[tab][tab]Ounce

Distance:
[tab]'m' [tab][tab]Meter
[tab]'mi' [tab][tab]Statute mile
[tab]'Nmi' [tab][tab]Nautical mile
[tab]'in' [tab][tab]Inch
[tab]'ft' [tab][tab]Foot
[tab]'yd' [tab][tab]Yard
[tab]'ang' [tab][tab]Angstrom
[tab]'Pica'[tab][tab]Pica

Time:
[tab]'yr' [tab][tab]Year
[tab]'day' [tab][tab]Day
[tab]'hr' [tab][tab]Hour
[tab]'mn' [tab][tab]Minute
[tab]'sec' [tab][tab]Second

Pressure:
[tab]'Pa' [tab][tab]Pascal
[tab]'atm' [tab][tab]Atmosphere
[tab]'mmHg'[tab]mm of Mercury

Force:
[tab]'N' [tab][tab]Newton
[tab]'dyn' [tab][tab]Dyne
[tab]'lbf' [tab][tab]Pound force

Energy:
[tab]'J' [tab][tab]Joule
[tab]'e' [tab][tab]Erg
[tab]'c' [tab][tab]Thermodynamic calorie
[tab]'cal' [tab][tab]IT calorie
[tab]'eV' [tab]Electron volt
[tab]'HPh' [tab]Horsepower-hour
[tab]'Wh' [tab]Watt-hour
[tab]'flb' [tab][tab]Foot-pound
[tab]'BTU' [tab]BTU

Power:
[tab]'HP' [tab]Horsepower
[tab]'W' [tab]Watt

Magnetism:
[tab]'T' [tab][tab]Tesla
[tab]'ga' [tab]Gauss

Temperature:
[tab]'C' [tab][tab]Degree Celsius
[tab]'F' [tab][tab]Degree Fahrenheit
[tab]'K' [tab][tab]Degree Kelvin

Liquid measure:
[tab]'tsp' [tab][tab]Teaspoon
[tab]'tbs' [tab][tab]Tablespoon
[tab]'oz' [tab][tab]Fluid ounce
[tab]'cup' [tab]Cup
[tab]'pt' [tab][tab]Pint
[tab]'qt' [tab][tab]Quart
[tab]'gal' [tab][tab]Gallon
[tab]'l' [tab][tab]Liter

For metric units any of the following prefixes can be used:
[tab]'Y' [tab]yotta [tab]1E+24
[tab]'Z' [tab]zetta [tab]1E+21
[tab]'E' [tab]exa [tab]1E+18
[tab]'P' [tab]peta [tab]1E+15
[tab]'T' [tab]tera [tab][tab]1E+12
[tab]'G' [tab]giga [tab]1E+09
[tab]'M' [tab]mega [tab]1E+06
[tab]'k' [tab]kilo [tab][tab]1E+03
[tab]'h' [tab]hecto [tab]1E+02
[tab]'e' [tab]deka [tab]1E+01
[tab]'d' [tab]deci [tab]1E-01
[tab]'c' [tab]centi [tab][tab]1E-02
[tab]'m' [tab]milli [tab][tab]1E-03
[tab]'u' [tab]micro [tab]1E-06
[tab]'n' [tab]nano [tab]1E-09
[tab]'p' [tab]pico [tab]1E-12
[tab]'f' [tab]femto [tab]1E-15
[tab]'a' [tab]atto [tab][tab]1E-18
[tab]'z' [tab]zepto [tab][tab]1E-21
[tab]'y' [tab]yocto [tab][tab]1E-24

* If @from_unit and @to_unit are different types, CONVERT returns #N/A error.
* This function is Excel compatible.

@EXAMPLES=
CONVERT(3,"lbm","g") equals 1360.7769.
CONVERT(5.8,"m","in") equals 228.3465.
CONVERT(7.9,"cal","J") equals 33.07567.

@SEEALSO=

158.

@FUNCTION=RATE
@SYNTAX=RATE(nper,pmt,pv[,fv,type,guess])
@DESCRIPTION=RATE calculates the rate of an investment.

* If @pmt is ommitted it defaults to 0
* If @nper <= 0, RATE returns #NUM! error.
* If @type != 0 and @type != 1, RATE returns #VALUE! error.

@EXAMPLES=

@SEEALSO=PV,FV

231.

COLUMN:vector of column numbers.

232.

[reference].

233.

COLUMN function returns a Nx1 array containing the series of integers from the first column to the last column of @reference.
* @reference defaults to the position of the current expression.

* If @reference is neither an array nor a reference nor a range, returns #VALUE! error.

234.

COLUMN(A1:C4) equals {1,2,3}

235.

COLUMN(A:C) equals {1,2,3}