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perpetuity.arith

Arithmetic Perpetuity


Description

Solves for the present value, amount of the first payment, the payment increment amount per period, or the interest rate for an arithmetically growing perpetuity.

Usage

perpetuity.arith(pv=NA,p=NA,q=NA,i=NA,ic=1,pf=1,imm=TRUE)

Arguments

pv

present value of the annuity

p

amount of the first payment

q

payment increment amount per period

i

nominal interest rate convertible ic times per year

ic

interest conversion frequency per year

pf

the payment frequency- number of payments per year

imm

option for annuity immediate or annuity due, default is immediate (TRUE)

Details

Effective Rate of Interest: eff.i=(1+\frac{i}{ic})^{ic}-1

j=(1+eff.i)^{\frac{1}{pf}}-1

Perpetuity Immediate:

pv=\frac{p}{j}+\frac{q}{j^2}

Perpetuity Due:

pv=(\frac{p}{j}+\frac{q}{j^2})*(1+j)

Value

Returns a matrix of input variables, and calculated unknown variables.

Note

One of pv, p, q, or i must be NA (unknown).

Author(s)

Kameron Penn and Jack Schmidt

See Also

Examples

perpetuity.arith(100,p=1,q=.5,i=NA,ic=1,pf=1,imm=TRUE)

perpetuity.arith(pv=NA,p=1,q=.5,i=.07,ic=1,pf=1,imm=TRUE)

perpetuity.arith(pv=100,p=NA,q=1,i=.05,ic=.5,pf=1,imm=FALSE)

FinancialMath

Financial Mathematics for Actuaries

v0.1.1
GPL-2
Authors
Kameron Penn [aut, cre], Jack Schmidt [aut]
Initial release

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