breeze
.
numerics
financial
package
financial
Linear Supertypes
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financial
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Type Members
sealed
class
PaymentTime
extends
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Value Members
object
End
extends
PaymentTime
with
Product
with
Serializable
object
Start
extends
PaymentTime
with
Product
with
Serializable
def
futureValue
(
rate:
Double
,
numPeriods:
Int
,
payment:
Double
,
presentValue:
Double
,
when:
PaymentTime
=
End
)
:
Double
def
interalRateReturn
(
cashflow:
DenseVector
[
Double
]
)
:
Option
[
Double
]
def
interestPayments
(
rate:
Double
,
numPeriods:
Int
,
presentValue:
Double
,
futureValue:
Double
=
0.0
,
when:
PaymentTime
=
End
)
:
DenseVector
[
Double
]
def
modifiedInternalRateReturn
(
values:
DenseVector
[
Double
]
,
financeRate:
Double
,
reinvestRate:
Double
=
0
)
:
Double
object
netPresentValue
extends
UFunc
def
numberPeriodicPayments
(
rate:
Double
,
pmt:
Double
,
pv:
Double
,
fv:
Double
=
0.0
,
when:
PaymentTime
=
End
)
:
Double
def
payment
(
rate:
Double
,
numPeriods:
Int
,
presentValue:
Double
,
futureValue:
Double
=
0.0
,
when:
PaymentTime
=
End
)
:
Double
def
presentValue
(
rate:
Double
,
numPeriods:
Int
,
payment:
Double
,
futureValue:
Double
,
when:
PaymentTime
=
End
)
:
Double
def
principalInterest
(
rate:
Double
,
numPeriods:
Int
,
presentValue:
Double
,
futureValue:
Double
=
0.0
,
when:
PaymentTime
=
End
)
: (
DenseVector
[
Double
],
DenseVector
[
Double
],
DenseVector
[
Double
])
def
principalPayments
(
rate:
Double
,
numPeriods:
Int
,
presentValue:
Double
,
futureValue:
Double
=
0.0
,
when:
PaymentTime
=
End
)
:
DenseVector
[
Double
]
def
principalRemaining
(
rate:
Double
,
numPeriods:
Int
,
presentValue:
Double
,
futureValue:
Double
=
0.0
,
when:
PaymentTime
=
End
)
:
DenseVector
[
Double
]
def
ratePeriodicPayments
(
nper:
Double
,
pmt:
Double
,
pv:
Double
,
fv:
Double
,
when:
PaymentTime
=
End
,
guess:
Double
=
0.1
,
tol:
Double
=
1E-06
,
maxiter:
Int
=
100
)
:
Option
[
Double
]
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