Mercurial > octave
view scripts/finance/irr.m @ 3439:3234a698073a
[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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## Copyright (C) 1995, 1996, 1997 Kurt Hornik ## ## This program is free software; you can redistribute it and/or modify ## it under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 2, or (at your option) ## any later version. ## ## This program is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ## General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## -*- texinfo -*- ## @deftypefn {Function File} {} irr (@var{p}, @var{i}) ## Return the internal rate of return of a series of payments @var{p} ## from an initial investment @var{i} (i.e., the solution of ## @code{npv (r, p) = i}. If the second argument is omitted, a value of ## 0 is used. ## @end deftypefn ## @seealso{npv, pv, and rate} ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Internal rate of return of an investment function r = irr (p, i) if (nargin == 1) i = 0; elseif !(nargin == 2) usage ("irr (p [, i])"); endif tmp = output_precision; output_precision = 15; if !(is_vector (p)) error ("irr: p must be a vector"); else p_string = type p; endif if !is_scalar (i) error ("irr: i must be a scalar"); endif string = ["function delta = f (r) ", ... "delta = npv (r, %s) - %g; end"]; eval (sprintf (string, p_string, i)); r = fsolve ("f", 0.01); output_precision = tmp; endfunction