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{SECT 0 {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 14 "with(finance);" }}
{PARA 12 "" 1 "" {XPPMATH 20 "6#7.%-amortizationG%(annuityG%-blackscho
lesG%*cashflowsG%.effectiverateG%,futurevalueG%/growingannuityG%2growi
ngperpetuityG%,levelcouponG%+perpetuityG%-presentvalueG%0yieldtomaturi
tyG" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 45 "C:= (S,E,r,T,sig)->b
lackscholes(S,E,r,T,sig);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%\"CG%-b
lackscholesG" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 59 "P:= (S,E,r,
T,sig)->blackscholes(S,E,r,T,sig)-S+E*exp(-r*T);" }}{PARA 11 "" 1 "" 
{XPPMATH 20 "6#>%\"PGR6'%\"SG%\"EG%\"rG%\"TG%$sigG6\"6$%)operatorG%&ar
rowGF,,(-%-blackscholesG6'9$9%9&9'9(\"\"\"F4!\"\"*&F5F9-%$expG6#,$*&F6
F9F7F9F:F9F9F,F,F," }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 23 "CPO:=
(S,E)->max(S-E,0);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%$CPOGR6$%\"SG%
\"EG6\"6$%)operatorG%&arrowGF)-%$maxG6$,&9$\"\"\"9%!\"\"\"\"!F)F)F)" }
}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 23 "PPO:=(S,E)->max(E-S,0);" }
}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%$PPOGR6$%\"SG%\"EG6\"6$%)operatorG%
&arrowGF)-%$maxG6$,&9%\"\"\"9$!\"\"\"\"!F)F)F)" }}}{EXCHG {PARA 0 "> \+
" 0 "" {MPLTEXT 1 0 30 "C1:=S->C(S,100,0.08,0.5,0.3); " }}{PARA 0 "> \+
" 0 "" {MPLTEXT 1 0 32 "C2:=S->C(S,100,0.08,14/365,0.3);" }}{PARA 0 "
" 0 "" {TEXT -1 0 "" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%#C1GR6#%\"SG6
\"6$%)operatorG%&arrowGF(-%\"CG6'9$\"$+\"$\"\")!\"#$\"\"&!\"\"$\"\"$F6
F(F(F(" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%#C2GR6#%\"SG6\"6$%)operato
rG%&arrowGF(-%\"CG6'9$\"$+\"$\"\")!\"##\"#9\"$l$$\"\"$!\"\"F(F(F(" }}}
{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 31 "C3:=S->C(S,100,0.08,1/365,0.
3);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%#C3GR6#%\"SG6\"6$%)operatorG%
&arrowGF(-%\"CG6'9$\"$+\"$\"\")!\"##\"\"\"\"$l$$\"\"$!\"\"F(F(F(" }}}
{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 53 "plot(\{C1(S),C2(S),CPO(S,100
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32 "P1:=S->P(S,100,0.08,14/365,0.3);" }}{PARA 11 "" 1 "" {XPPMATH 20 "
6#>%#P1GR6#%\"SG6\"6$%)operatorG%&arrowGF(-%\"PG6'9$\"$+\"$\"\")!\"##
\"#9\"$l$$\"\"$!\"\"F(F(F(" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 
29 "P2:=S->P(S,100,0.08,0.5,0.3);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>
%#P2GR6#%\"SG6\"6$%)operatorG%&arrowGF(-%\"PG6'9$\"$+\"$\"\")!\"#$\"\"
&!\"\"$\"\"$F6F(F(F(" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 53 "plo
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0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 
0 61 "plot(\{diff(C1(S),S), diff(C2(S),S),1\},S=60..140,color=black);
" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 62 "plot(\{diff(P1(S),S), d
iff(P2(S),S),-1\},S=60..140,color=black);" }}}{EXCHG {PARA 0 "> " 0 "
" {MPLTEXT 1 0 80 "plot(\{diff(C1(S),S$2), diff(C2(S),S$2), diff(C3(S)
,S$2)\},S=60..140,color=black);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 
1 0 34 "C4:=T->C(100,100,0.08,0.5-T,0.3); " }}}{EXCHG {PARA 0 "> " 0 "
" {MPLTEXT 1 0 33 "C5:=T->C(90,100,0.08,0.5-T,0.3); " }}}{EXCHG {PARA 
0 "> " 0 "" {MPLTEXT 1 0 34 "C6:=T->C(110,100,0.08,0.5-T,0.3); " }}}
{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 47 "plot(\{C4(T),C5(T),C6(T)\},T
=0..0.5,color=black);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 73 "pl
ot(\{diff(C4(T),T), diff(C5(T),T), diff(C6(T),T)\},T=0..0.5,color=blac
k);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 38 "rho:=r->diff(C(100,1
00,r,0.5,0.3),r); " }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%$rhoGR6#%\"rG6
\"6$%)operatorG%&arrowGF(-%%diffG6$-%\"CG6'\"$+\"F29$$\"\"&!\"\"$\"\"$
F6F3F(F(F(" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 22 "plot(rho(r),r
=0..0.2);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 33 "C8:=sig->C(100
,100,0.08,0.5,sig);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%#C8GR6#%$sigG
6\"6$%)operatorG%&arrowGF(-%\"CG6'\"$+\"F/$\"\")!\"#$\"\"&!\"\"9$F(F(F
(" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 35 "C9:=sig->C(100,100,0.0
8,1/365,sig);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%#C9GR6#%$sigG6\"6$%
)operatorG%&arrowGF(-%\"CG6'\"$+\"F/$\"\")!\"##\"\"\"\"$l$9$F(F(F(" }}
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