ba237a9d91
Files correlati : Ricompilazione Demo : [ ] Commento : Aggiunti i sorgenti per Greenleaf Math Library (gfm.dll) git-svn-id: svn://10.65.10.50/trunk@10079 c028cbd2-c16b-5b4b-a496-9718f37d4682
138 lines
2.9 KiB
C
Executable File
138 lines
2.9 KiB
C
Executable File
/* DEC *ModifiedIRR(irr, flows, nflow, intr, safe)
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*
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* ARGUMENT
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* DEC *irr, **flows, *intr, *safe;
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* int nflow;
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*
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* DESCRIPTION
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* Calculates the modified int. rate of return of a series of cash flows.
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* The nflow cash flows in the array flows are invested at interest
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* rate intr for positive cash flows and borrows at interest rate safe
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* for negative cash flows.
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* The modified internal rate of return is calculated and stored in irr.
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*
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* SIDE EFFECTS
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* None.
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*
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* RETURNS
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* irr if successful, otherwise GM_NULL.
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*
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*
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* POSSIBLE ERRORS
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* GM_NULLPOINTER
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* GM_ARGVAL
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*
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* AUTHOR
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* Jared Levy
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* Copyright (C) 1988-1990 Greenleaf Software Inc. All rights reserved.
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*
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* MODIFICATIONS
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*
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*
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*/
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#include <stdio.h>
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#include "gm.h"
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#include "gmsystem.h"
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DEC *ModifiedIRR(irr, flows, nflow, intr, safe)
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DEC *irr, **flows, *intr, *safe;
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int nflow;
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{
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int i;
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mbool wfNeg, wfPos;
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DEC dtemp, *temp=&dtemp, dooopi, *ooopi=&dooopi;
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DEC dpow, *pow=&dpow, dopi, *opi=&dopi;
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DEC dnpvn, *npvn=&dnpvn, dnfvp, *nfvp=&dnfvp;
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DEC *p;
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_MacStart(GM_MIRR);
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if (nflow<2) {
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_MacErr(GM_ARGVAL);
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_MacRet(GM_NULL);
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}
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_MacInVarD(intr);
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_MacInVarD(safe);
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if (!flows) {
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_MacErr(GM_NULLPOINTER);
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_MacRet(GM_NULL);
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}
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_MacOutVarD(irr);
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/* check for null pointers, at least one pos & neg cash flow */
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wfPos=FALSE;
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wfNeg=FALSE;
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for (i=0;i<nflow;i++) {
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p = flows[i];
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_MacInVarD(p);
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wfPos=wfPos||_MacIsDecP(p);
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wfNeg=wfNeg||_MacIsDecN(p);
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}
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if (!wfPos||!wfNeg) {
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_MacErr(GM_ARGVAL);
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_MacRet(GM_NULL);
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}
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if ((CompareDecimal(intr,&decMinusHundred)!=1)
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||(CompareDecimal(safe,&decMinusHundred)!=1)) {
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_MacErr(GM_ARGVAL);
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_MacRet(GM_NULL);
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}
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/* calculate npv of negative values at safe rate */
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_MacDZero(npvn);
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_MacDCopy(temp, safe);
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temp->dc.id+=2;
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(void) _AddDec80Bit(temp, temp, &decOne);
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(void) _DivDec80Bit(ooopi, &decOne, temp);
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_MacDCopy(pow, (&decOne));
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for (i=0;i<nflow;i++) {
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if (_MacIsDecN(flows[i])) {
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(void) _MulDec80Bit(temp, flows[i], pow);
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(void) _AddDec80Bit(npvn, npvn, temp);
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}
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(void) _MulDec80Bit(pow, pow, ooopi);
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}
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/* calculate nfv of positive values at intr */
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_MacDZero(nfvp);
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_MacDCopy(temp, intr);
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temp->dc.id+=2;
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(void) _AddDec80Bit(opi, temp, &decOne);
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_MacDCopy(pow, (&decOne));
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for (i=nflow-1;i>=0;i--) {
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if (_MacIsDecP(flows[i])) {
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(void) _MulDec80Bit(temp, flows[i], pow);
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(void) _AddDec80Bit(nfvp, nfvp, temp);
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}
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(void) _MulDec80Bit(pow, pow, opi);
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}
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/* calculate modified internal rate of return */
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_MacDChgs(npvn);
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(void) _DivDec80Bit(temp, nfvp, npvn);
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(void) _LnDec80Bit(temp, temp);
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(void) ConvLongToDecimal(pow, (long) (nflow-1));
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(void) _DivDec80Bit(temp, temp, pow);
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(void) _ExpDec80Bit(temp, temp);
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(void) _SubDec80Bit(temp, temp, &decOne);
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if (temp->dc.id>=2)
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temp->dc.id -=2;
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else {
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ConvLongToDecimal(pow, 100L);
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(void) _MulDec80Bit(temp, temp, pow);
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}
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(void) _Sq5UnsTo4Uns(temp);
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_MacDCopy(irr,temp);
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_MacRet(irr);
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}
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