mrffl_us_markets Module Reference
Annual us stock market return data and monte carlo. More...
Functions/Subroutines | |
| real(kind=rk) function, public | snp_resample (history_years) |
| Random return from the last history_years of S&P Data. | |
| real(kind=rk) function, public | rut_resample (history_years) |
| Random return from the last history_years of Russel 2000 Data. | |
| real(kind=rk) function, public | nas_resample (history_years) |
| Random return from the last history_years of Nasdaq Data. | |
| real(kind=rk) function, public | dow_resample (history_years) |
| Random return from the last history_years of Dow Data. | |
| real(kind=rk) function, public | dgs10_resample (history_years) |
| Random return from the last history_years of US treasury 10 year data. | |
Variables | |
| real(kind=rk), dimension(1970:2023), parameter, public | snp_dat = [ 10.79, 15.63, -17.37, -29.72, 31.55, 19.15, -11.50, 1.06, 12.31, 25.77, -9.73, 14.76, 17.27, 1.40, 26.33, 14.62, 2.03, 12.40, 27.25, -6.56, 26.31, 4.46, 7.06, -1.54, 34.11, 20.26, 31.01, 26.67, 19.53, -10.14, -13.04, -23.37, 26.38, 8.99, 3.00, 13.62, 3.53, -38.49, 23.45, 12.78, 0.00, 13.41, 29.60, 11.39, -0.73, 9.54, 19.42, -6.24, 28.88, 16.26, 26.89, -19.44, 24.23, 24.34] |
| Annual S&P 500 data. | |
| real(kind=rk), dimension(1988:2023), parameter, public | rut_dat = [ 22.38, 14.21, -21.46, 43.68, 16.36, 17.00, -3.18, 26.21, 14.76, 20.52, -3.45, 19.62, -4.20, 1.03, -21.58, 45.37, 17.00, 3.32, 17.00, -2.75, -34.80, 25.22, 25.31, -5.45, 14.63, 37.00, 3.53, -5.71, 19.48, 13.14, -12.18, 23.72, 18.36, 13.70, -21.56, 15.09] |
| Annual Russel 2000 data. | |
| real(kind=rk), dimension(1974:2023), parameter, public | nas_dat = [ -35.11, 29.76, 26.10, 7.33, 12.31, 28.11, 33.88, -3.21, 18.67, 19.87, -11.22, 31.35, 7.36, -5.25, 15.40, 19.24, -17.81, 56.85, 15.47, 14.74, -3.19, 39.91, 22.71, 21.64, 39.62, 85.60, -39.29, -21.05, -31.53, 50.01, 8.59, 1.37, 9.52, 9.81, -40.54, 43.89, 16.91, -1.80, 15.91, 38.32, 13.40, 5.73, 7.50, 28.24, -3.88, 35.23, 43.64, 21.39, -33.10, 43.42] |
| Nasdaq data. | |
| real(kind=rk), dimension(1970:2023), parameter, public | dow_dat = [ 4.82, 6.11, 14.58, -16.58, -27.57, 38.32, 17.86, -17.27, -3.15, 4.19, 14.93, -9.23, 19.61, 20.27, -3.74, 27.66, 22.59, 2.26, 11.85, 26.96, -4.34, 20.32, 4.17, 13.72, 2.14, 33.45, 26.01, 22.64, 16.35, 24.95, -6.17, -7.11, -16.76, 25.32, 3.15, -0.61, 16.29, 6.43, -33.84, 18.82, 11.02, 5.53, 7.26, 26.50, 7.52, -2.23, 13.42, 25.08, -5.63, 22.34, 7.25, 18.73, -8.78, 13.70] |
| Dow Jones data. | |
| real(kind=rk), dimension(1962:2025), parameter, public | dgs10_dat = [ 3.946, 4.001, 4.187, 4.283, 4.925, 5.072, 5.644, 6.672, 7.354, 6.160, 6.206, 6.848, 7.562, 7.993, 7.612, 7.417, 8.408, 9.432, 11.43, 13.92, 13.00, 11.10, 12.45, 10.61, 7.672, 8.392, 8.848, 8.493, 8.552, 7.862, 7.008, 5.866, 7.085, 6.573, 6.443, 6.353, 5.262, 5.646, 6.030, 5.020, 4.613, 4.013, 4.271, 4.288, 4.795, 4.634, 3.664, 3.264, 3.215, 2.781, 1.803, 2.350, 2.539, 2.138, 1.837, 2.329, 2.911, 2.141, 0.889, 1.446, 2.950, 3.959, 4.207, 4.585] |
| DGS10 US treasury 10 year (mean by year) | |
Detailed Description
Annual us stock market return data and monte carlo.
Function/Subroutine Documentation
◆ snp_resample()
| real(kind=rk) function, public mrffl_us_markets::snp_resample | ( | integer(kind=ik), intent(in) | history_years | ) |
Random return from the last history_years of S&P Data.
Definition at line 108 of file mrffl_us_markets.f90.
References mrffl_stats::resample_tail(), snp_dat, and snp_resample().
Referenced by snp_resample().
Here is the call graph for this function:
Here is the caller graph for this function:
◆ rut_resample()
| real(kind=rk) function, public mrffl_us_markets::rut_resample | ( | integer(kind=ik), intent(in) | history_years | ) |
Random return from the last history_years of Russel 2000 Data.
Definition at line 117 of file mrffl_us_markets.f90.
References mrffl_stats::resample_tail(), rut_dat, and rut_resample().
Referenced by rut_resample().
Here is the call graph for this function:
Here is the caller graph for this function:
◆ nas_resample()
| real(kind=rk) function, public mrffl_us_markets::nas_resample | ( | integer(kind=ik), intent(in) | history_years | ) |
Random return from the last history_years of Nasdaq Data.
Definition at line 126 of file mrffl_us_markets.f90.
References nas_dat, nas_resample(), and mrffl_stats::resample_tail().
Referenced by nas_resample().
Here is the call graph for this function:
Here is the caller graph for this function:
◆ dow_resample()
| real(kind=rk) function, public mrffl_us_markets::dow_resample | ( | integer(kind=ik), intent(in) | history_years | ) |
Random return from the last history_years of Dow Data.
Definition at line 135 of file mrffl_us_markets.f90.
References dow_dat, dow_resample(), and mrffl_stats::resample_tail().
Referenced by dow_resample().
Here is the call graph for this function:
Here is the caller graph for this function:
◆ dgs10_resample()
| real(kind=rk) function, public mrffl_us_markets::dgs10_resample | ( | integer(kind=ik), intent(in) | history_years | ) |
Random return from the last history_years of US treasury 10 year data.
Definition at line 144 of file mrffl_us_markets.f90.
References dgs10_dat, dgs10_resample(), and mrffl_stats::resample_tail().
Referenced by dgs10_resample().
Here is the call graph for this function:
Here is the caller graph for this function:
Variable Documentation
◆ snp_dat
| real(kind=rk), dimension(1970:2023), parameter, public mrffl_us_markets::snp_dat = [ 10.79, 15.63, -17.37, -29.72, 31.55, 19.15, -11.50, 1.06, 12.31, 25.77, -9.73, 14.76, 17.27, 1.40, 26.33, 14.62, 2.03, 12.40, 27.25, -6.56, 26.31, 4.46, 7.06, -1.54, 34.11, 20.26, 31.01, 26.67, 19.53, -10.14, -13.04, -23.37, 26.38, 8.99, 3.00, 13.62, 3.53, -38.49, 23.45, 12.78, 0.00, 13.41, 29.60, 11.39, -0.73, 9.54, 19.42, -6.24, 28.88, 16.26, 26.89, -19.44, 24.23, 24.34] |
Annual S&P 500 data.
Definition at line 49 of file mrffl_us_markets.f90.
Referenced by snp_resample().
◆ rut_dat
| real(kind=rk), dimension(1988:2023), parameter, public mrffl_us_markets::rut_dat = [ 22.38, 14.21, -21.46, 43.68, 16.36, 17.00, -3.18, 26.21, 14.76, 20.52, -3.45, 19.62, -4.20, 1.03, -21.58, 45.37, 17.00, 3.32, 17.00, -2.75, -34.80, 25.22, 25.31, -5.45, 14.63, 37.00, 3.53, -5.71, 19.48, 13.14, -12.18, 23.72, 18.36, 13.70, -21.56, 15.09] |
Annual Russel 2000 data.
Definition at line 60 of file mrffl_us_markets.f90.
Referenced by rut_resample().
◆ nas_dat
| real(kind=rk), dimension(1974:2023), parameter, public mrffl_us_markets::nas_dat = [ -35.11, 29.76, 26.10, 7.33, 12.31, 28.11, 33.88, -3.21, 18.67, 19.87, -11.22, 31.35, 7.36, -5.25, 15.40, 19.24, -17.81, 56.85, 15.47, 14.74, -3.19, 39.91, 22.71, 21.64, 39.62, 85.60, -39.29, -21.05, -31.53, 50.01, 8.59, 1.37, 9.52, 9.81, -40.54, 43.89, 16.91, -1.80, 15.91, 38.32, 13.40, 5.73, 7.50, 28.24, -3.88, 35.23, 43.64, 21.39, -33.10, 43.42] |
◆ dow_dat
| real(kind=rk), dimension(1970:2023), parameter, public mrffl_us_markets::dow_dat = [ 4.82, 6.11, 14.58, -16.58, -27.57, 38.32, 17.86, -17.27, -3.15, 4.19, 14.93, -9.23, 19.61, 20.27, -3.74, 27.66, 22.59, 2.26, 11.85, 26.96, -4.34, 20.32, 4.17, 13.72, 2.14, 33.45, 26.01, 22.64, 16.35, 24.95, -6.17, -7.11, -16.76, 25.32, 3.15, -0.61, 16.29, 6.43, -33.84, 18.82, 11.02, 5.53, 7.26, 26.50, 7.52, -2.23, 13.42, 25.08, -5.63, 22.34, 7.25, 18.73, -8.78, 13.70] |
◆ dgs10_dat
| real(kind=rk), dimension(1962:2025), parameter, public mrffl_us_markets::dgs10_dat = [ 3.946, 4.001, 4.187, 4.283, 4.925, 5.072, 5.644, 6.672, 7.354, 6.160, 6.206, 6.848, 7.562, 7.993, 7.612, 7.417, 8.408, 9.432, 11.43, 13.92, 13.00, 11.10, 12.45, 10.61, 7.672, 8.392, 8.848, 8.493, 8.552, 7.862, 7.008, 5.866, 7.085, 6.573, 6.443, 6.353, 5.262, 5.646, 6.030, 5.020, 4.613, 4.013, 4.271, 4.288, 4.795, 4.634, 3.664, 3.264, 3.215, 2.781, 1.803, 2.350, 2.539, 2.138, 1.837, 2.329, 2.911, 2.141, 0.889, 1.446, 2.950, 3.959, 4.207, 4.585] |
DGS10 US treasury 10 year (mean by year)
Definition at line 92 of file mrffl_us_markets.f90.
Referenced by dgs10_resample().
Generated by
1.12.0