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annotate scripts/finance/irr.m @ 3439:3234a698073a

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[project @ 2000-01-14 09:51:14 by jwe]
author jwe
date Fri, 14 Jan 2000 09:52:35 +0000
parents f8dde1807dee
children 434790acb067
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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
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2 ##
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3 ## This program is free software; you can redistribute it and/or modify
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4 ## it under the terms of the GNU General Public License as published by
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5 ## the Free Software Foundation; either version 2, or (at your option)
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6 ## any later version.
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7 ##
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8 ## This program is distributed in the hope that it will be useful, but
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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11 ## General Public License for more details.
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12 ##
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13 ## You should have received a copy of the GNU General Public License
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14 ## along with this file. If not, write to the Free Software Foundation,
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
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16
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17 ## -*- texinfo -*-
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18 ## @deftypefn {Function File} {} irr (@var{p}, @var{i})
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19 ## Return the internal rate of return of a series of payments @var{p}
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20 ## from an initial investment @var{i} (i.e., the solution of
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21 ## @code{npv (r, p) = i}. If the second argument is omitted, a value of
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22 ## 0 is used.
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23 ## @end deftypefn
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24 ## @seealso{npv, pv, and rate}
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25
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26 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
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27 ## Description: Internal rate of return of an investment
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28
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29 function r = irr (p, i)
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30
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31 if (nargin == 1)
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32 i = 0;
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33 elseif !(nargin == 2)
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34 usage ("irr (p [, i])");
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35 endif
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36
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37 tmp = output_precision;
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38 output_precision = 15;
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39 if !(is_vector (p))
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40 error ("irr: p must be a vector");
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41 else
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42 p_string = type p;
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43 endif
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44
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45 if !is_scalar (i)
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46 error ("irr: i must be a scalar");
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47 endif
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48
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49 string = ["function delta = f (r) ", ...
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50 "delta = npv (r, %s) - %g; end"];
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51 eval (sprintf (string, p_string, i));
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52
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53 r = fsolve ("f", 0.01);
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54
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55 output_precision = tmp;
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56
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57 endfunction