Mercurial > octave-nkf

annotate scripts/finance/irr.m @ 5053:c08cb1098afc

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
[project @ 2004-10-19 23:10:54 by jwe]
author jwe
date Tue, 19 Oct 2004 23:10:55 +0000
parents 22bd65326ec1
children 4c8a2e4e0717
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3191
diff changeset
2 ##
3922
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe]
jwe
parents: 3458
diff changeset
3 ## This file is part of Octave.
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe]
jwe
parents: 3458
diff changeset
4 ##
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe]
jwe
parents: 3458
diff changeset
5 ## Octave is free software; you can redistribute it and/or modify it
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe]
jwe
parents: 3458
diff changeset
6 ## under the terms of the GNU General Public License as published by
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
7 ## the Free Software Foundation; either version 2, or (at your option)
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
8 ## any later version.
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3191
diff changeset
9 ##
3922
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe]
jwe
parents: 3458
diff changeset
10 ## Octave is distributed in the hope that it will be useful, but
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3191
diff changeset
13 ## General Public License for more details.
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3191
diff changeset
14 ##
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
15 ## You should have received a copy of the GNU General Public License
3922
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe]
jwe
parents: 3458
diff changeset
16 ## along with Octave; see the file COPYING. If not, write to the Free
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe]
jwe
parents: 3458
diff changeset
17 ## Software Foundation, 59 Temple Place - Suite 330, Boston, MA
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe]
jwe
parents: 3458
diff changeset
18 ## 02111-1307, USA.
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
19
3439
3234a698073a [project @ 2000-01-14 09:51:14 by jwe]
jwe
parents: 3426
diff changeset
20 ## -*- texinfo -*-
3234a698073a [project @ 2000-01-14 09:51:14 by jwe]
jwe
parents: 3426
diff changeset
21 ## @deftypefn {Function File} {} irr (@var{p}, @var{i})
3234a698073a [project @ 2000-01-14 09:51:14 by jwe]
jwe
parents: 3426
diff changeset
22 ## Return the internal rate of return of a series of payments @var{p}
3234a698073a [project @ 2000-01-14 09:51:14 by jwe]
jwe
parents: 3426
diff changeset
23 ## from an initial investment @var{i} (i.e., the solution of
3234a698073a [project @ 2000-01-14 09:51:14 by jwe]
jwe
parents: 3426
diff changeset
24 ## @code{npv (r, p) = i}. If the second argument is omitted, a value of
3234a698073a [project @ 2000-01-14 09:51:14 by jwe]
jwe
parents: 3426
diff changeset
25 ## 0 is used.
3234a698073a [project @ 2000-01-14 09:51:14 by jwe]
jwe
parents: 3426
diff changeset
26 ## @end deftypefn
5053
c08cb1098afc [project @ 2004-10-19 23:10:54 by jwe]
jwe
parents: 4030
diff changeset
27 ##
3439
3234a698073a [project @ 2000-01-14 09:51:14 by jwe]
jwe
parents: 3426
diff changeset
28 ## @seealso{npv, pv, and rate}
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3191
diff changeset
29
3458
d25bc039237b [project @ 2000-01-19 09:36:14 by jwe]
jwe
parents: 3456
diff changeset
30 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
d25bc039237b [project @ 2000-01-19 09:36:14 by jwe]
jwe
parents: 3456
diff changeset
31 ## Description: Internal rate of return of an investment
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
32
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
33 function r = irr (p, i)
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3191
diff changeset
34
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
35 if (nargin == 1)
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
36 i = 0;
3456
434790acb067 [project @ 2000-01-19 06:58:51 by jwe]
jwe
parents: 3439
diff changeset
37 elseif (! (nargin == 2))
434790acb067 [project @ 2000-01-19 06:58:51 by jwe]
jwe
parents: 3439
diff changeset
38 usage ("irr (p, i)");
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
39 endif
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3191
diff changeset
40
4030
22bd65326ec1 [project @ 2002-08-09 18:58:13 by jwe]
jwe
parents: 3922
diff changeset
41 if (! (isvector (p)))
3458
d25bc039237b [project @ 2000-01-19 09:36:14 by jwe]
jwe
parents: 3456
diff changeset
42 error ("irr: p must be a vector");
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
43 else
3456
434790acb067 [project @ 2000-01-19 06:58:51 by jwe]
jwe
parents: 3439
diff changeset
44 p_string = strcat ("[", sprintf ("%.15f, ", p), "]");
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
45 endif
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
46
4030
22bd65326ec1 [project @ 2002-08-09 18:58:13 by jwe]
jwe
parents: 3922
diff changeset
47 if (! isscalar (i))
3458
d25bc039237b [project @ 2000-01-19 09:36:14 by jwe]
jwe
parents: 3456
diff changeset
48 error ("irr: i must be a scalar");
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
49 endif
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3191
diff changeset
50
3456
434790acb067 [project @ 2000-01-19 06:58:51 by jwe]
jwe
parents: 3439
diff changeset
51 r = fsolve (sprintf ("npv (x, %s) - %g", p_string, i), 0.01);
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3191
diff changeset
52
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
53 endfunction