Haskell Quiz/Internal Rate of Return/Solution Dolio
Jump to navigation
Jump to search
The printable version is no longer supported and may have rendering errors. Please update your browser bookmarks and please use the default browser print function instead.
My solution for this quiz uses the secant method, which is quite easy to implement.
import Data.Function
import Numeric
import System.Environment
secant :: (Double -> Double) -> Double -> Double
secant f delta = fst . head . dropWhile err . iterate update $ (0,1)
where
update (x,y) = (x - (x - y)*(f x)/(f x - f y), x)
err (x,y) = abs (x - y) > delta
npv :: Double -> [Double] -> Double
npv i = sum . zipWith (\t c -> c / (1 + i)**t) [0..]
main = do (s:t) <- getArgs
let sig = read s
cs = map read t
putStrLn . ($"") . showFFloat (Just sig) $ secant (flip npv cs) (0.1^sig)
The resulting program expects the first argument to be the number of digits to be displayed after the decimal point, while the rest are the yearly income. For instance:
./IRR 4 -100 30 35 40 45 0.1709