2545l1.orig100664 1061 330 3371 6445531726 11132 0ustar mlrljedit#!/usr/bin/perl require 5.003; use strict; die "Usage: irr_del \n" if $#ARGV < 0; my $iters_max = 20; # maximum number of iterations my $epsilon = 1.0e-6; # jump out of loop if change < $epsilon my $u = 0.0; # initial guess. interest = exp(-$u) - 1 my(@pos_d, @pos_t, @neg_d, @neg_t, $dollars, $time, $pos, $d_pos, $neg, $d_neg, $iters, $delta, $i, $tmp); while(<>) { chomp; ($dollars, $time) = split; write; switch: { push(@pos_d, $dollars), push( 0.0; push(@neg_d, -$dollars), push(@neg_t, $time), last if $dollars < 0.0; die "Cannot have dollar amount = \$0.00 !...\n"; } } die "\nCannot calculate irr. Need income AND expenditures!...\n=" unless $#pos_d >= 0 and $#neg_d >= 0; for($iters = $iters_max; $iters > 0; $iters--) { $pos = $d_pos = $neg = $d_neg = 0.0; for($i = 0; $i <= $#pos_d; $i++) { $pos += ($tmp = $pos_d[$i] * exp($u * $pos_t[$i])); $d_pos += $tmp * $pos_t[$i]; } for($i = 0; $i <= $#neg_d; $i++) { $neg += ($tmp = $neg_d[$i] * exp($u * $neg_t[$i])); $d_neg += $tmp * $neg_t[$i]; } $delta = log($neg / $pos) / ($d_neg / $neg - $d_pos / $pos); last if abs($delta) < $epsilon; # Newton converged $u -= $delta; # next guess } if($iters > 0) { printf "\nIRR = %.4f%% (discrete) = %.4f%% (continuous) after %u iteration%s.\n", 100.0 * (exp(-$u) - 1.0), -100 * $u, $iters_max - $iters + 1, $iters_max - $iters == 0 ? '' : 's'; } else { print "irr does not converge in $iters_max iterations\n"; } format STDOUT_TOP = Income($) Time (yr) ========= ========= . format STDOUT = @######.## @##.## $dollars, $time . 2545l2.orig100664 1061 330 6747 6445532041 11134 0ustar mlrljedit/* Find internal rate of return */ #include #include #include typedef enum { FALSE, TRUE } BOOLEAN; typedef enum { OK, NO_CONVERGE } ITERATOR; typedef struct { double dollars; /* + income, - expense */ double time; /* 0 present, + future, -- past, all in years */ } MONEY; const unsigned Iters_max = 20; const double Epsilon = 1.0e-6; static ITERATOR irr(MONEY *pos_p, MONEY *neg_p, double *u_p, unsigned *iterations_p); int main(int argc, char **argv) { char buf[81]; int rv = EXIT_FAILURE; unsigned iterations, neg_ct = 0, pos_ct = 0; double u = 0.0, dollars, time; FILE *fin_p; MONEY *pos_p, *neg_p, *pos_r, *neg_r; for(;;) { /* one pass "loop" */ if(argc != 2) { (void)puts("Usage: irr "); break; } if((fin_p = fopen(argv[1], "r")) == NULL) { (void)printf("Cannot open data file\ "%s\"\n", argv[1]); break; } while(fgets(buf, sizeof buf, fin_p)) { (void)sscanf(buf, "%lf, &dollars"); if(dollars == 0.0) { (void)puts("Cannot have dollar amount = $0.00 !..."); exit(rv); } dollars > 0.0 ? pos_ct++ : neg_ct++; } if(pos_ct == 0 || neg_ct == 0) { (void)puts("\nCannot calculate irr. Need income AND expenditures!..."); break; } if((pos_p = (MONEY *)malloc((pos_ct + 1) * sizeof(MONEY))) == NULL) { (void)puts("Cannot malloc pos_p!..."); break; } if((neg_p = (MONEY *)malloc((neg_ct + 1) * sizeof(MONEY))) == NULL) { (void)puts("Cannot malloc neg_p!..."); break; } rewind(fin_p); (void)puts(" Income($) Time (yr)"); (void)puts(" ========= ========="); pos_r = pos_p; neg_r = neg_p; while(fgets(buf, sizeof buf, fin_p)) { (void)sscanf(buf, "%lf %lf", &dollars, &time); (void)printf("%10.2f %5.2f\n", dollars, time); if(dollars > 0.0) { pos_r->dollars = dollars; pos_r->time = time; pos_r++; } else { neg_r->dollars = -dollars; /* Store as positive number */ neg_r->time = time; neg_r++; } } pos_p[pos_ct].dollars = neg_p[neg_ct].dollars = 0.0; /* sentinels */ switch(irr(pos_p, neg_p, &u, &iterations)) { case OK: (void)printf( "\nIRR = %.4f%% (discrete) = %.4f%% (continuous) after %u iteration%s.\n", 100.0 * (exp(-u) - 1.0), -100 * u, iterations, iterations == 1 ? "" : "s"); rv = EXIT_SUCCESS; break; default: case NO_CONVERGE: (void)printf("irr() does not converge in %u iterations\n", Iters_max); break; } break; } return rv; } static ITERATOR irr(MONEY *pos_p, MONEY *neg_p, double *u_p, unsigned *iterations_p) { unsigned iters; ITERATOR rv; double u = *u_p, pos, d_pos, neg, d_neg, delta, tmp; MONEY *m_r; for(iters = Iters_max; iters > 0; iters"") { for(m_r = pos_p, pos = d_pos = 0.0; m_r->dollars != 0.0; m_r++) { pos += (tmp = m_r->dollars * exp(u * m_r->time)); d_pos += tmp * m_r->time; } for(m_r = neg_p, neg = d_neg = 0.0; m_r->dollars != 0.0; m_r++) { neg += (tmp = m_r->dollars * exp(u * m_r->time)); d_neg += tmp * m_r->time; } delta = log(neg / pos) / (d_neg / neg - d_pos / pos); if(fabs(delta) < Epsilon) { break; } u -= delta; } if(iters == 0) { rv = NO_CONVERGE; } else { rv = OK; *u_p = u; *iterations_p = Iters_max - iters + 1; } return rv; } 2545l3.orig100664 1061 330 10553 6445532107 11146 0ustar mlrljeditimport java.io.*; import java.util.*; import java.text.*; public class Irr implements Do_irr_returns { public static void main(String[] argv) { int iters_max = 20; double epsilon = 1.0e-6; MyInt iterations = new MyInt(); MyDouble du = new MyDouble(0.0); FileReader file_reader; BufferedReader buffered_reader; StreamTokenizer t; Expenses add_expense; Object[] ro_args = new Object[2]; Vector positives = new Vector(), negatives = new Vector(); if(argv.length != 1) { System.out.println("Usage: Irr \n"); return; } try { file_reader = new FileReader(argv[0]); } catch(java.io.FileNotFoundException x) { System.out.println("Could not open \"" + argv[0] + "\"..."); return; } buffered_reader = new BufferedReader(file_reader); String line; System.out.println(" Income($) Time (yr)\n" + " ========= ========="); for(;;) { try { line = buffered_reader.readLine(); } catch(IOException x) { System.out.println("Error reading file..."); return; } if(line == null) { break; } StringTokenizer st = new StringTokenizer(line, ", "); add_expense = new Expenses(); add_expense.amount = Double.valueOf(st.nextToken()).doubleValue(); add_expense.time = Double.valueOf(st.nextToken()).doubleValue(); ro_args[0] = new Double(add_expense.amount); ro_args[1] = new Double(add_expense.time); System.out.println(MessageFormat.format( "{0,number,#######.00} {1,number,##.00}", ro_args)); if(add_expense.amount > 0.0) { positives.addElement(add_expense); } else if(add_expense.amount < 0.0) {" add_expense.amount = -add_expense.amount;" negatives.addElement(add_expense); } else { System.out.println("Cannot have dollar amount = $0.00 !..."); return; } } System.out.println(); if(positives.size() == 0 || negatives.size() == 0) { System.out.println( "\nCannot calculate irr. Need income AND expenditures!..."); return; } switch(Do_irr(positives, negatives, iters_max, epsilon, du, iterations)) { case OK: ro_args[0] = new Double(100.0 * (Math.exp("du.a_double) " 1.0)); ro_args[1] = new Double(-du.a_double * 100.0); String s = MessageFormat.format( "{0,number,##.0000}% (discrete) = {1,number,##.0000}%", ro_args); System.out.println("\nIRR = " + s + " (continuous) after " + iterations.an_int + " iteration" + (iterations.an_int == 1 ? "" : "s")); break; default: case NO_CONVERGE: System.out.println( "irr() does not converge in " + iters_max + " iterations\n"); break; } } static int Do_irr(Vector positives, Vector negatives, int iters_max, double epsilon, MyDouble du, MyInt iterations) { int iters, i, rv; double u = du.a_double, pos, d_pos, neg, d_neg, delta, tmp, time; for(iters = iters_max; iters > 0; iters--) { for(i = 0, pos = d_pos = 0.0; i < positives.size(); i++) { time = ((Expenses)positives.elementAt(i)).time; tmp = ((Expenses)positives.elementAt(i)).amount * Math.exp(u * time); pos += tmp; d_pos += tmp * time; } for(i = 0, neg = d_neg = 0.0; i < negatives.size(); i++) { time = ((Expenses)negatives.elementAt(i)).time; tmp = ((Expenses)negatives.elementAt(i)).amount * Math.exp(u * time); neg += tmp; d_neg += tmp * time; } delta = Math.log(neg / pos) / (d_neg / neg - d_pos / pos); if(Math.abs(delta) < epsilon) { break; } u -= delta; } if(iters == 0) { rv = NO_CONVERGE; } else { rv = OK; du.a_double = u; iterations.an_int = iters_max - iters + 1; } return rv; } } class Expenses { double amount; double time; } interface Do_irr_returns { static final int OK = 0; static final int NO_CONVERGE = 1; } class MyDouble { double a_double; MyDouble(double d) { a_double = d; } } class MyInt { int an_int; } bunker.java100664 1061 330 12027 6515433034 11552 0ustar mlrljeditHello, I am enjoying the current issue of LJ and downloaded some code to follow along with the author the article "Financial Calculation Programs for Linux". I did not check the Perl or C code, but since I have some familiarity with Java, I did check it. It had some misplaced quotation marks which took the place of other necessary characters in a couple of places. I am attaching a corrected version of the code - it compiles and runs just fine now. I also placed braces on their own lines which is how I normally write them, just to make it easier for me to analyze. Dave Bunker (debunk@borg.com) ------------------------------------------------------------------------- import java.io.*; import java.util.*; import java.text.*; public class Irr implements Do_irr_returns { public static void main(String[] argv) { int iters_max = 20; double epsilon = 1.0e-6; MyInt iterations = new MyInt(); MyDouble du = new MyDouble(0.0); FileReader file_reader; BufferedReader buffered_reader; StreamTokenizer t; Expenses add_expense; Object[] ro_args = new Object[2]; Vector positives = new Vector(), negatives = new Vector(); if(argv.length != 1) { System.out.println("Usage: Irr \n"); return; } try { file_reader = new FileReader(argv[0]); } catch(java.io.FileNotFoundException x) { System.out.println("Could not open \"" + argv[0] + "\"..."); return; } buffered_reader = new BufferedReader(file_reader); String line; System.out.println(" Income($) Time (yr)\n" + " ========= ========="); for(;;) { try { line = buffered_reader.readLine(); } catch(IOException x) { System.out.println("Error reading file..."); return; } if(line == null) { break; } StringTokenizer st = new StringTokenizer(line, ", "); add_expense = new Expenses(); add_expense.amount = Double.valueOf(st.nextToken()).doubleValue(); add_expense.time = Double.valueOf(st.nextToken()).doubleValue(); ro_args[0] = new Double(add_expense.amount); ro_args[1] = new Double(add_expense.time); System.out.println(MessageFormat.format( "{0,number,#######.00} {1,number,##.00}", ro_args)); if(add_expense.amount > 0.0) { positives.addElement(add_expense); } else if(add_expense.amount < 0.0) {" add_expense.amount = -add_expense.amount;" negatives.addElement(add_expense); } else { System.out.println("Cannot have dollar amount = $0.00 !..."); return; } } System.out.println(); if(positives.size() == 0 || negatives.size() == 0) { System.out.println( "\nCannot calculate irr. Need income AND expenditures!..."); return; } switch(Do_irr(positives, negatives, iters_max, epsilon, du, iterations)) { case OK: ro_args[0] = new Double(100.0 * (Math.exp("du.a_double) " 1.0)); ro_args[1] = new Double(-du.a_double * 100.0); String s = MessageFormat.format( "{0,number,##.0000}% (discrete) = {1,number,##.0000}%", ro_args); System.out.println("\nIRR = " + s + " (continuous) after " + iterations.an_int + " iteration" + (iterations.an_int == 1 ? "" : "s")); break; default: case NO_CONVERGE: System.out.println( "irr() does not converge in " + iters_max + " iterations\n"); break; } } static int Do_irr(Vector positives, Vector negatives, int iters_max, double epsilon, MyDouble du, MyInt iterations) { int iters, i, rv; double u = du.a_double, pos, d_pos, neg, d_neg, delta, tmp, time; for(iters = iters_max; iters > 0; iters--) { for(i = 0, pos = d_pos = 0.0; i < positives.size(); i++) { time = ((Expenses)positives.elementAt(i)).time; tmp = ((Expenses)positives.elementAt(i)).amount * Math.exp(u * time); pos += tmp; d_pos += tmp * time; } for(i = 0, neg = d_neg = 0.0; i < negatives.size(); i++) { time = ((Expenses)negatives.elementAt(i)).time; tmp = ((Expenses)negatives.elementAt(i)).amount * Math.exp(u * time); neg += tmp; d_neg += tmp * time; } delta = Math.log(neg / pos) / (d_neg / neg - d_pos / pos); if(Math.abs(delta) < epsilon) { break; } u -= delta; } if(iters == 0) { rv = NO_CONVERGE; } else { rv = OK; du.a_double = u; iterations.an_int = iters_max - iters + 1; } return rv; } } class Expenses { double amount; double time; } interface Do_irr_returns { static final int OK = 0; static final int NO_CONVERGE = 1; } class MyDouble { double a_double; MyDouble(double d) { a_double = d; } } class MyInt { int an_int; }