payoff_rate.m

来自「nonlinear eq routines in matlab」· M 代码 · 共 25 行

function varargout = payoff_rate(r)
%
% 
%
%  [y]    = payoff_rate(x)
%  [y,yp] = payoff_rate(x)  returns the function value in y and 
%                            the derivative in yp
%
%  Matthias Heinkenschloss
%  Department of Computational and Applied Mathematics
%  Rice University
%  April 17, 2001
%

a = 100000;
p = 10000;
n = 20;

% return the function value
varargout{1} = a*(1+r).^n - p*((1+r).^n-1)./r;
if( nargout > 1 )
  % return the derivative as the second argument
  varargout{2} = a.*n.*(1+r).^(n-1) ...
                - p.*(n.*(1+r).^(n-1).*r - ((1+r).^n-1))./(r.^2);
end