MRFFL: MR Fortran Finance Library 2024-12-28
Computational Tools For Finance
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Time value of money solvers. More...
Go to the source code of this file.
Modules | |
module | mrffl_tvm |
Solvers for TVM problems involving lump sums, level (fixed) annuities, and geometric (growing) annuities. | |
Functions/Subroutines | |
real(kind=rk) pure elemental function, public | mrffl_tvm::fv_from_pv_n_i (pv, n, i) |
compute future value from present value (pv), number of periods (n), and an intrest rate (i). | |
real(kind=rk) pure function, public | mrffl_tvm::tvm_geometric_annuity_sum_a (n, g, a) |
Sum the payments from a geometric annuity. | |
integer(kind=ik) pure function, public | mrffl_tvm::tvm_delayed_annuity_num_payments (n, d, e) |
Return the number of payments given the period count (n), delay (d), and early end (e). | |
subroutine, public | mrffl_tvm::tvm_lump_sum_solve (n, i, pv, fv, unknowns, status) |
Solve for TVM parameters for a lump sum. | |
subroutine, public | mrffl_tvm::tvm_delayed_lump_sum_solve (n, i, pv, fv, a, d, unknowns, status) |
Solve for TVM parameters for a generalized lump sum. | |
subroutine, public | mrffl_tvm::tvm_delayed_lump_sum_check (n, i, pv, fv, a, d, status) |
Check the TVM parameters for a generalized lump sum. | |
subroutine, public | mrffl_tvm::tvm_delayed_level_annuity_solve (n, i, pv, fv, a, d, e, unknowns, status) |
Solve for TVM parameters for a level annuity. | |
real(kind=rk) function | sf_i_no_n (i) |
real(kind=rk) function | sf_i_no_fv (i) |
real(kind=rk) function | sf_i_no_pv (i) |
subroutine, public | mrffl_tvm::tvm_delayed_level_annuity_check (n, i, pv, fv, a, d, e, status) |
Check TVM parameters for a level annuity. | |
subroutine, public | mrffl_tvm::tvm_delayed_geometric_annuity_solve (n, i, g, pv, fv, a, d, e, unknowns, status) |
Solve for TVM parameters for a geometric annuity certain. | |
subroutine, public | mrffl_tvm::tvm_delayed_geometric_annuity_check (n, i, g, pv, fv, a, d, e, status) |
Check TVM parameters for a geometric annuity certain. | |
subroutine, public | mrffl_tvm::tvm_delayed_arithmetic_annuity_solve (n, i, q, pv, fv, a, d, e, unknowns, status) |
Solve for TVM parameters for a arithmetic annuity certain. | |
subroutine, public | mrffl_tvm::tvm_delayed_arithmetic_annuity_check (n, i, q, pv, fv, a, d, e, status) |
Check TVM parameters for a arithmatic annuity certain. | |
Variables | |
real(kind=rk), parameter | mrffl_tvm::consistent_epsilon = 1.0e-3_rk |
Used to check equation consistency. | |
Time value of money solvers.
Copyright (c) 2024, Mitchell Jay Richling http://www.mitchr.me/ All rights reserved.
Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
.H.E.!!
Definition in file mrffl_tvm.f90.
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private |
Definition at line 646 of file mrffl_tvm.f90.
References sf_i_no_n().
Referenced by sf_i_no_n(), and mrffl_tvm::tvm_delayed_level_annuity_solve().
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private |
Definition at line 653 of file mrffl_tvm.f90.
References sf_i_no_fv().
Referenced by sf_i_no_fv(), and mrffl_tvm::tvm_delayed_level_annuity_solve().
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private |
Definition at line 660 of file mrffl_tvm.f90.
References sf_i_no_pv().
Referenced by sf_i_no_pv(), and mrffl_tvm::tvm_delayed_level_annuity_solve().