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MRFFL: MR Fortran Finance Library 2024-12-28
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mrffl_us_inflation Module Reference

US inflation data and monte carlo. More...

Functions/Subroutines

real(kind=rk) pure function, public inf_aggregate (from_year, to_year)
 Aggregate inflation rate between two years.
 
real(kind=rk) pure function, public inf_adj (from_year, to_year, v)
 Adjust value for inflation from_year to to_year using US inflation data.
 
real(kind=rk) function, public inf_resample (history_years)
 Return a random inflation value from the last history_years of US inflation data.
 

Variables

real(kind=rk), dimension(1914:2023), parameter, public inf_dat = [ 1.0, 1.0, 7.9, 17.4, 18.0, 14.6, 15.6, -10.5, -6.1, 1.8, 0.0, 2.3, 1.1, -1.7, -1.7, 0.0, -2.3, -9.0, -9.9, -5.1, 3.1, 2.2, 1.5, 3.6, -2.1, -1.4, 0.7, 5.0, 10.9, 6.1, 1.7, 2.3, 8.3, 14.4, 8.1, -1.2, 1.3, 7.9, 1.9, 0.8, 0.7, -0.4, 1.5, 3.3, 2.8, 0.7, 1.7, 1.0, 1.0, 1.3, 1.3, 1.6, 2.9, 3.1, 4.2, 5.5, 5.7, 4.4, 3.2, 6.2, 11.0, 9.1, 5.8, 6.5, 7.6, 11.3, 13.5, 10.3, 6.2, 3.2, 4.3, 3.6, 1.9, 3.6, 4.1, 4.8, 5.4, 4.2, 3.0, 3.0, 2.6, 2.8, 3.0, 2.3, 1.6, 2.2, 3.4, 2.8, 1.6, 2.3, 2.7, 3.4, 3.2, 2.8, 3.8, -0.4, 1.6, 3.2, 2.1, 1.5, 1.6, 0.1, 1.3, 2.1, 2.4, 1.8, 1.2, 4.7, 8.0, 4.1]
 

Detailed Description

US inflation data and monte carlo.

Function/Subroutine Documentation

◆ inf_aggregate()

real(kind=rk) pure function, public mrffl_us_inflation::inf_aggregate ( integer(kind=ik), intent(in) from_year,
integer(kind=ik), intent(in) to_year )

Aggregate inflation rate between two years.

Out of range years cause an ERROR STOP.

Definition at line 68 of file mrffl_us_inflation.f90.

References inf_aggregate(), inf_dat, mrffl_percentages::percentage_change(), and mrffl_percentages::percentage_of().

Referenced by inf_adj(), and inf_aggregate().

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◆ inf_adj()

real(kind=rk) pure function, public mrffl_us_inflation::inf_adj ( integer(kind=ik), intent(in) from_year,
integer(kind=ik), intent(in) to_year,
real(kind=rk), intent(in) v )

Adjust value for inflation from_year to to_year using US inflation data.

Out of range years cause an ERROR STOP.

Definition at line 91 of file mrffl_us_inflation.f90.

References mrffl_percentages::add_percentage(), inf_adj(), and inf_aggregate().

Referenced by inf_adj().

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◆ inf_resample()

real(kind=rk) function, public mrffl_us_inflation::inf_resample ( integer(kind=ik), intent(in) history_years)

Return a random inflation value from the last history_years of US inflation data.

Definition at line 101 of file mrffl_us_inflation.f90.

References inf_dat, inf_resample(), and mrffl_stats::resample_tail().

Referenced by inf_resample().

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Variable Documentation

◆ inf_dat

real(kind=rk), dimension(1914:2023), parameter, public mrffl_us_inflation::inf_dat = [ 1.0, 1.0, 7.9, 17.4, 18.0, 14.6, 15.6, -10.5, -6.1, 1.8, 0.0, 2.3, 1.1, -1.7, -1.7, 0.0, -2.3, -9.0, -9.9, -5.1, 3.1, 2.2, 1.5, 3.6, -2.1, -1.4, 0.7, 5.0, 10.9, 6.1, 1.7, 2.3, 8.3, 14.4, 8.1, -1.2, 1.3, 7.9, 1.9, 0.8, 0.7, -0.4, 1.5, 3.3, 2.8, 0.7, 1.7, 1.0, 1.0, 1.3, 1.3, 1.6, 2.9, 3.1, 4.2, 5.5, 5.7, 4.4, 3.2, 6.2, 11.0, 9.1, 5.8, 6.5, 7.6, 11.3, 13.5, 10.3, 6.2, 3.2, 4.3, 3.6, 1.9, 3.6, 4.1, 4.8, 5.4, 4.2, 3.0, 3.0, 2.6, 2.8, 3.0, 2.3, 1.6, 2.2, 3.4, 2.8, 1.6, 2.3, 2.7, 3.4, 3.2, 2.8, 3.8, -0.4, 1.6, 3.2, 2.1, 1.5, 1.6, 0.1, 1.3, 2.1, 2.4, 1.8, 1.2, 4.7, 8.0, 4.1]

Definition at line 46 of file mrffl_us_inflation.f90.

Referenced by inf_aggregate(), and inf_resample().