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MRFFL: MR Fortran Finance Library 2024-12-28
Computational Tools For Finance
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mrffl_cashflows.f90 File Reference

Time value of money for general cashflows. More...

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Modules

module  mrffl_cashflows
 Tools for TVM computations with irregular/uneven cashflows.
 

Functions/Subroutines

real(kind=rk) pure function, public mrffl_cashflows::cashflow_vector_total_pv (cf_vec, i)
 Compute pv for a cashflow vector.
 
real(kind=rk) pure function, public mrffl_cashflows::cashflow_matrix_total_pv (cf_mat, i)
 Compute pv for a cashflow matrix.
 
subroutine, public mrffl_cashflows::cashflow_vector_irr (cf_vec, irr, status)
 Compute IRR for a cashflow vector.
 
real(kind=rk) function irr_solve (i)
 
subroutine, public mrffl_cashflows::cashflow_matrix_irr (cf_mat, irr, status)
 Compute IRR for a cashflow matrix.
 
character(len=5) function mrffl_cashflows::i2s (n)
 Convert a cashflow number into a padded string for titles.
 
subroutine, public mrffl_cashflows::cashflow_vector_pv_fv (cf_vec, i, pv_vec, fv_vec, status)
 Compute present and future values for a cashflow vector.
 
subroutine, public mrffl_cashflows::cashflow_vector_pv_fv_print (cf_vec, i, pv_vec, fv_vec, status, print_out)
 Compute present and future values for a cashflow vector.
 
subroutine, public mrffl_cashflows::cashflow_matrix_pv_fv (cf_mat, i, pv_vec, fv_vec, status)
 Compute present and future values for a cashflow matrix.
 
subroutine, public mrffl_cashflows::cashflow_matrix_pv_fv_print (cf_mat, i, pv_vec, fv_vec, status, print_out)
 Compute present and future values for a cashflow matrix.
 
subroutine, public mrffl_cashflows::make_cashflow_vector_delayed_lump (cf_vec, a, d, status)
 Create a cashflow with a single (lump sum) payment.
 
subroutine, public mrffl_cashflows::make_cashflow_vector_delayed_level_annuity (cf_vec, a, d, e, status)
 Create a cashflow of payments for a fixed annuity.
 
subroutine, public mrffl_cashflows::make_cashflow_vector_delayed_geometric_annuity (cf_vec, g, a, d, e, status)
 Create a cashflow of payments for a growing annuity.
 
subroutine, public mrffl_cashflows::make_cashflow_vector_delayed_arithmetic_annuity (cf_vec, q, a, d, e, status)
 Create a cashflow of payments for an arithmatic annuity.
 
subroutine, public mrffl_cashflows::add_intrest_to_cashflow_vector (cf_vec, rate, status)
 Add interest cashflows to a cashflow sequence as if the sequence were being added to an interest baring account over time.
 
subroutine, public mrffl_cashflows::add_multi_intrest_to_cashflow_vector (cf_vec, vrate, status)
 Add interest cashflows to a cashflow sequence as if the sequence were being added to an interest baring account over time.
 

Detailed Description

Time value of money for general cashflows.

Author
Mitch Richling http://www.mitchr.me/
Date
2024-12-19
Keywords
finance fortran monte carlo inflation cashflow time value of money tvm percentages taxes stock market
Standards
F2023
See also
https://github.com/richmit/FortranFinance

.H.E.!!

Definition in file mrffl_cashflows.f90.

Function/Subroutine Documentation

◆ irr_solve()

real(kind=rk) function cashflow_vector_irr::irr_solve ( real(kind=rk), intent(in) i)
private

Definition at line 159 of file mrffl_cashflows.f90.

References mrffl_cashflows::cashflow_vector_total_pv(), and irr_solve().

Referenced by mrffl_cashflows::cashflow_matrix_irr(), mrffl_cashflows::cashflow_vector_irr(), and irr_solve().

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