Profile: Giles

Member since: 10 December 2007
Sheets uploaded: 11

A reusable Black Scholes option pricer

This file contains two spreadsheets; one that calculates the fair values for European call options using the Black-Scholes formula, and another that uses Resolver One's RunWorkbook function to use the first sheet repeatedly to price a portfolio of derivatives.

You can read more about this sheet in the documentation pages.

22 January 2009. Tagged with black-scholes, derivatives, finance, pricing, RunWorkbook

Value-at-risk analysis using RunWorkbook

This file contains a spreadsheet that uses basic analytical techniques to estimate the value of a portfolio of shares given a particular market index value, and another spreadsheet that uses the first in order to present an overview of how the portfolio will perform under a range of market conditions.

It is described in more detail in the Resolver One documentation.

22 January 2009. Tagged with beta, finance, RunWorkbook, value-at-risk

VAT calculator

In Resolver One you can create a single spreadsheet to represent your calculations, and then use it like a function from other sheets.

This file demonstrates how that can make VAT (UK sales tax) calculations easier; it contains one a spreadsheet that, given a date and a VAT type (some products get a reduced VAT rate, or are entirely exempt — for example, there’s no VAT on groceries), will work out the VAT rate. There is then a second spreadsheet that uses this to work out the gross prices for a list of products.

It is described in more detail on my blog.

22 January 2009. Tagged with tax-calculations, vat

An evolutionary team scheduler

A spreadsheet that uses a generic algorithm to work out a rota where different people spend different amounts of time in different teams depending on their preferences.

Described in more detail on my blog.

22 January 2009. Tagged with ai, evolution, genetic-algorithm

Simple piano roll player

This spreadsheet is a simple piano roll player. In the worksheet "Notes" you specify the tune you want to play by entering notes, one per column, with the row specifying the pitch (as determined by the first two "header" columns), the column determining the order, and the value determining the duration (in milliseconds). To play your composition, click the "Play" button in cell A1.

It's preconfigured with the octave around middle C, and a few octaves below - enough to make it possible to play the first few bars of a nice piece for the 'cello by Bach.

Sadly, due to the limitations of the specific .NET API used, this version is monophonic-only.

05 February 2009. Tagged with music

XMLRPC to call from Resolver One to a Python server

NB this spreadsheet will only work in Resolver One version 1.4 or later.

This spreadsheet and the accompanying script are based on one of the examples from the documentation for Python's XMLRPC library - see the "More information" link below.

The Python script, when executed either using CPython or using IronPython with the Python 2.5 libraries installed, runs as an XMLRPC server that exposes one very simple function, is_even, which takes a number and returns whether or not that number is even.

The spreadsheet uses some simple pre-constants user code to connect to this server, and then a column-level formula in column B (click on the column B header to see it) that calls the server to check the evenness of every number in column A.

This is a really simple example of something very powerful - it shows how you can call external XMLRPC services from within your spreadsheets.

12 February 2009. Tagged with network, rpc, xml, xmlrpc

3D graphics in Resolver One using OpenGL and Tao

A simple demo showing how to get started with 3D animated graphics in Resolver One.

The "more information" link below has a video of it in action, along with detailed instructions and a step-by-step walkthrough of the code.

09 September 2009. Tagged with 3d, opengl, tao

3D orrery using OpenGL/Tao

An orrery: a 3D view of the planets in our Solar System, with orbits calculated in Resolver One and animated by IronPython code calling into OpenGL via Tao. For full details and a video of it in action, follow the "more details" link below.

14 September 2009. Tagged with 3d, opengl, tao

TheyWorkForYou / Google Maps mashup

TheyWorkForYou is a UK website fostering political engagement by providing free access to data about the workings of Parliament. They have an API that allows you to download huge amounts of interesting data.

This spreadsheet uses the most simple parts of the API to download a list of every constituency in the country, and then help you get some basic information about each, including a link to a Google Map showing where it is.

To use it once you've downloaded it, you'll need an API key from TheyWorkForYou; you can get one free from http://www.theyworkforyou.com/api/key

Enter the key into the yellow cell in the "Setup" sheet, then let it recalculate. If you then go to the "Constituencies" tab, you'll see a list of constituencies (of course :-), with a "Details" button next to each. Click the button to download the details and get a button to click for a Google map.

It should be pretty easy to extend to pull down more data.

15 October 2009. Tagged with google, maps, theyworkforyou

Charting stock prices in 3D using Resolver One, OpenGL and Tao

A spreadsheet that uses Yahoo! Finance to download the close prices over the last two years for every stock that's currently in the Dow Jones index, then charts them in a 3D window which you can pan and zoom using the mouse.

20 November 2009. Tagged with .NET, 3d, charting, dow, finance, IronPython, jones, opengl, stock, tao, yahoo

Betfair connectivity from Resolver One: part I

A simple spreadsheet demonstrating connectivity to Betfair from Resolver One, downloading a list of all of the betting markets available. You'll need a Betfair account to use this spreadsheet (which unfortunately isn't possible from the US).

14 January 2010. Tagged with betfair, betting, wsdl

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