X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Ffinancial-0.4.0%2Feffrr.m;fp=octave_packages%2Ffinancial-0.4.0%2Feffrr.m;h=3e0ba8953279ae819001d337292fd9be5cbcfc76;hp=0000000000000000000000000000000000000000;hb=c880e8788dfc484bf23ce13fa2787f2c6bca4863;hpb=1705066eceaaea976f010f669ce8e972f3734b05

diff --git a/octave_packages/financial-0.4.0/effrr.m b/octave_packages/financial-0.4.0/effrr.m
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+## Copyright (C) 2008 Bill Denney <bill@denney.ws>
+##
+## This program is free software; you can redistribute it and/or modify it under
+## the terms of the GNU General Public License as published by the Free Software
+## Foundation; either version 3 of the License, or (at your option) any later
+## version.
+##
+## This program is distributed in the hope that it will be useful, but WITHOUT
+## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public License along with
+## this program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {@var{return} =} effrr (@var{rate}, @var{numperiods})
+## Compute the effective rate of return based on a nominal @var{rate}
+## over a number of periods, @var{numperiods}.
+## @seealso{irr, nomrr}
+## @end deftypefn
+
+function rate = effrr (rate, numperiods)
+
+  if (nargin != 2)
+    print_usage ();
+  endif
+
+  rate = (1+rate./numperiods).^numperiods - 1;
+
+endfunction
+
+## Tests
+%!assert (effrr (0.09, 12), 0.0938, 0.00005)