Browsing Brazilian Portuguese translation

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

13.

@FUNCTION=OPT_RGW
@SYNTAX=OPT_RGW(spot,strike,t1,t2,rate,d,volatility)
@DESCRIPTION=OPT_RGW models the theoretical price of an American option according to the Roll-Geske-Whaley approximation where:
@spot is the spot price of the underlying asset.
@strike is the strike price at which the option is struck.
@t1 is the time to the dividend payout.
@t2 is the time to option expiration.
@rate is the annualized rate of interest.
@d is the amount of the dividend to be paid expressed in currency.
@volatility is the annualized rate of volatility of the underlying asset.

@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=

124.

@FUNCTION=BESSELI
@SYNTAX=BESSELI(x,y)
@DESCRIPTION=BESSELI function returns the Neumann, Weber or Bessel function.

@x is where the function is evaluated. @y is the order of the Bessel function.

* If @x or @y are not numeric a #VALUE! error is returned.
* If @y < 0 a #NUM! error is returned.
* This function extends the Excel function of the same name to non-integer orders.

@EXAMPLES=
BESSELI(0.7,3) equals 0.007367374.

@SEEALSO=BESSELJ,BESSELK,BESSELY

125.

@FUNCTION=BESSELK
@SYNTAX=BESSELK(x,y)
@DESCRIPTION=BESSELK function returns the Neumann, Weber or Bessel function. @x is where the function is evaluated. @y is the order of the Bessel function.

* If @x or @y are not numeric a #VALUE! error is returned.
* If @y < 0 a #NUM! error is returned.
* This function extends the Excel function of the same name to non-integer orders.

@EXAMPLES=
BESSELK(3,9) equals 397.95880.

@SEEALSO=BESSELI,BESSELJ,BESSELY

158.

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

* If @pmt is omitted 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

196.

@FUNCTION=GET.FORMULA
@SYNTAX=GET.FORMULA(cell)
@DESCRIPTION=EXPRESSION returns expression in @cell as a string, or empty if the cell is not an expression.
@EXAMPLES=
entering '=GET.FORMULA(A3)' in A2 = empty (assuming there is nothing in A3).
entering '=GET.FORMULA(A2)' in A1 = '=GET.FORMULA(A3)'.

@SEEALSO=EXPRESSION

233.

@FUNCTION=INDIRECT
@SYNTAX=INDIRECT(ref_text[,format])
@DESCRIPTION=INDIRECT function returns the contents of the cell pointed to by the @ref_text string. The string specifies a single cell reference the format of which is either A1 or R1C1 style. The boolean @format controls how @ref_text is to be interpreted: TRUE (the default) for A1 style and FALSE for R1C1 style.

* If @ref_text is not a valid reference in the style controlled by @format, returns #REF!
@EXAMPLES=
If A1 contains 3.14 and A2 contains "A1", then
INDIRECT(A2) equals 3.14.

If B1 contains 23 and A1 contains "R1C2", then
INDIRECT(A1,FALSE) equals 23.
@SEEALSO=AREAS,INDEX,CELL

511.

Numbers, text and logical values are included in the calculation too. If the cell contains text or the argument evaluates to FALSE, it is counted as value zero (0). If the argument evaluates to TRUE, it is counted as one (1). Note that empty cells are not counted.