Mercurial > hg > octave-nkf
comparison scripts/finance/irr.m @ 3191:e4f4b2d26ee9
[project @ 1998-10-23 05:43:59 by jwe]
| author | jwe |
|---|---|
| date | Fri, 23 Oct 1998 05:44:01 +0000 |
| parents | |
| children | f8dde1807dee |
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| 3190:70eb3f4136cd | 3191:e4f4b2d26ee9 |
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| 1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik | |
| 2 ## | |
| 3 ## This program is free software; you can redistribute it and/or modify | |
| 4 ## it under the terms of the GNU General Public License as published by | |
| 5 ## the Free Software Foundation; either version 2, or (at your option) | |
| 6 ## any later version. | |
| 7 ## | |
| 8 ## This program is distributed in the hope that it will be useful, but | |
| 9 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
| 10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
| 11 ## General Public License for more details. | |
| 12 ## | |
| 13 ## You should have received a copy of the GNU General Public License | |
| 14 ## along with this file. If not, write to the Free Software Foundation, | |
| 15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. | |
| 16 | |
| 17 ## usage: irr (p [, i]) | |
| 18 ## | |
| 19 ## Computes the internal rate of return of a series of payments p from | |
| 20 ## an initial investment i, i.e., the solution of npv (r, p) = i. If the | |
| 21 ## second argument is omitted, i = 0 is used. | |
| 22 ## | |
| 23 ## See also: npv; pv, rate. | |
| 24 | |
| 25 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> | |
| 26 ## Description: Internal rate of return of an investment | |
| 27 | |
| 28 function r = irr (p, i) | |
| 29 | |
| 30 if (nargin == 1) | |
| 31 i = 0; | |
| 32 elseif !(nargin == 2) | |
| 33 usage ("irr (p [, i])"); | |
| 34 endif | |
| 35 | |
| 36 tmp = output_precision; | |
| 37 output_precision = 15; | |
| 38 if !(is_vector (p)) | |
| 39 error ("irr: p must be a vector"); | |
| 40 else | |
| 41 p_string = type p; | |
| 42 endif | |
| 43 | |
| 44 if !is_scalar (i) | |
| 45 error ("irr: i must be a scalar"); | |
| 46 endif | |
| 47 | |
| 48 string = ["function delta = f (r) ", ... | |
| 49 "delta = npv (r, %s) - %g; end"]; | |
| 50 eval (sprintf (string, p_string, i)); | |
| 51 | |
| 52 r = fsolve ("f", 0.01); | |
| 53 | |
| 54 output_precision = tmp; | |
| 55 | |
| 56 endfunction |