| FV_post_artan {AnnuityRIR} | R Documentation |
Compute the final expected value of an n-payment annuity, with payments of 1 unit each made at the end of every year (annuity-immediate), valued at the rate X, using the tetraparametric function approach.
Description
Compute the final expected value of an n-payment annuity, with payments of 1 unit each made at the end
of every year (annuity-immediate), valued at the rate X, using the tetraparametric function approach.
Usage
FV_post_artan(data,years)
Arguments
data |
A vector of interest rates. |
years |
The number of years of the income. Default is 10 years. |
Author(s)
Salvador Cruz Rambaud, Fabrizio Maturo, Ana María Sánchez Pérez
Source
Cruz Rambaud, S.; Maturo, F. and Sánchez Pérez A. M. (2017): Expected present and final value of an annuity when some non-central moments of the capitalization factor are unknown: Theory and an application using R. In Š. Hošková-Mayerová, et al. (Eds.), Mathematical-Statistical Models and Qualitative Theories for Economic and Social Sciences (pp. 233-248). Springer, Cham. doi:10.1007/978-3-319-54819-7_16.
Examples
#example 1
data=c(0.298,0.255,0.212,0.180,0.165,0.163,0.167,0.161,0.154,
0.128,0.079,0.059,0.042,-0.008,-0.012,-0.002)
FV_post_artan(data,6)
# example 2
data<-rnorm(n=30,m=0.03,sd=0.01)
FV_post_artan(data,10)