X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Ffinancial-0.4.0%2Firr.m;fp=octave_packages%2Ffinancial-0.4.0%2Firr.m;h=3155c24f2ec0db9b7eaf4a0d4e802fb0c1b0d072;hp=0000000000000000000000000000000000000000;hb=c880e8788dfc484bf23ce13fa2787f2c6bca4863;hpb=1705066eceaaea976f010f669ce8e972f3734b05

diff --git a/octave_packages/financial-0.4.0/irr.m b/octave_packages/financial-0.4.0/irr.m
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+## Copyright (C) 1995-1998, 2000, 2002, 2004-2007 Kurt Hornik <Kurt.Hornik@wu-wien.ac.at>
+##
+## 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} {} irr (@var{p}, @var{i})
+## Return the internal rate of return of a series of payments @var{p}
+## from an initial investment @var{i} (i.e., the solution of
+## @code{npv (r, p) = i}.  If the second argument is omitted, a value of
+## 0 is used.
+## @seealso{npv, pv, rate}
+## @end deftypefn
+
+function r = irr (p, i = 0)
+  ## Check input
+  if (nargin != 1 && nargin != 2)
+    print_usage ();
+  elseif (! (isvector (p)))
+    error ("irr: p must be a vector");
+  elseif (! isscalar (i))
+    error ("irr: i must be a scalar");
+  endif
+
+  ## Solve system
+  f = @(x) npv (x, p) - i;
+  r = fsolve (f, 0);
+
+endfunction