tst_cash_flow.cc

Financial Recipes

void test_cash_flow(){
  cout << " testing cash flow algoritms " << endl;
    vector<double> times; times.push_back(1); times.push_back(2);
    vector<double> amounts; amounts.push_back(-100); amounts.push_back(110.51709);
  cout << " testing PV " << endl;
  cout << " pv 0   " << cash_flow_pv(times,amounts, 0  ) << endl;
  cout << " pv 0.1 " << cash_flow_pv(times,amounts, 0.1) << endl;
  cout << " discrete compounding " << endl;
  cout << " pv 0   " << cash_flow_pv_discrete(times,amounts, 0  ) << endl;
  cout << " pv 0.1 " << cash_flow_pv_discrete(times,amounts, 0.1) << endl;
  cout << " testing irr " << endl;
  amounts[0]=-100;
  amounts[1]=134.98588;
  cout << " irr (should be 0.30) " << cash_flow_irr(times,amounts) << endl;
  amounts[0]=100;
  amounts[1]=-134.98588;
  cout << " irr (should be 0.30) " << cash_flow_irr(times,amounts) << endl;
  times.push_back(3);
  amounts.push_back(30);
  cout << " irr (should be ?) " << cash_flow_irr(times,amounts) << endl;

  cout << " testing, is irr unique? " << endl;
  amounts[0]=-100;
  amounts[1]=110;
  amounts[2]=10;
  cout << " is irr unique (?) " << cash_flow_unique_irr(times,amounts) << endl;
  amounts[0]= -100;
  amounts[1]=  110;
  amounts[2]=  -10;
  cout << " irr unique (?) " << cash_flow_unique_irr(times,amounts) << endl;
    amounts[0]= -10;
    amounts[1]=  20.0001;
    amounts[2]=  -10;
    cout << " irr unique (?) " << cash_flow_unique_irr(times,amounts) << endl;
    cout << " irr: " << cash_flow_irr(times,amounts) << endl; 
    amounts[0]= -10;
    amounts[1]=  19.999;
    amounts[2]=  -10;
    cout << " irr unique ? (blows) " << cash_flow_unique_irr(times,amounts) << endl;
    cout << " irr: " << cash_flow_irr(times,amounts) << endl; 
    amounts[0]= 10;
    amounts[1]=  -21;
    amounts[2]=  10;
    cout << " irr unique (?) " << cash_flow_unique_irr(times,amounts) << endl;
    cout << " irr: " << cash_flow_irr(times,amounts) << endl; 
    cout << "DONE testing cash flow algorithms" << endl;
}