Financijska matematika

Ovdje se nalaze samo osnovne informacije o instalaciji datoteke FINMAT.mac koja sadrži naredbe koje ubrzavaju rješavanje zadataka iz Financijske matematike. Korištenje tih naredbi bit će detaljnije pokazano u poglavljima koja prate gradivo iz Financijske matematike.

Datoteka je dostupna na FINMAT.mac.

Datoteku FINMAT.mac pospremite u neki maxima direktorij.

(%i1) file_search_maxima;

(%o1) ["/home/damir/.maxima/$$$.{mac,mc,wxm}","/usr/share/maxima/5.42.2/share/$$$.{mac,mc,wxm}", "/usr/share/maxima/5.42.2/share/{affine,algebra,algebra/charsets,algebra/solver,amatrix,bernstein,calculus,cobyla,cobyla/ex,cobyla/lisp,colnew,colnew/lisp,combinatorics,contrib,contrib/Eulix,contrib/Grobner,contrib/Zeilberger,contrib/alt-display, contrib/altsimp,contrib/binsplit,contrib/bitwise,contrib/boolsimp,contrib/coma,contrib/diffequations,contrib/diffequations/tests,contrib/elliptic_curves,contrib/elliptic_curves/figures,contrib/format,contrib/fresnel,contrib/gentran,contrib/gentran/man, contrib/gentran/test,contrib/gf,contrib/integration,contrib/levin,contrib/lurkmathml,contrib/maxima-odesolve,contrib/maximaMathML,contrib/mcclim,contrib/namespaces,contrib/noninteractive,contrib/odes,contrib/operatingsystem,contrib/prim,contrib/rand, contrib/rkf45,contrib/sarag,contrib/smath,contrib/state,contrib/symplectic_ode,contrib/trigtools,contrib/unicodedata,contrib/unit,contrib/vector3d,descriptive,diff_form,diff_form/tests,diffequations,distrib,draw,dynamics,ezunits,finance,fourier_elim,fractals, graphs,hypergeometric,integequations,integer_sequence,integration,lapack,lapack/blas,lapack/lapack,lbfgs,linearalgebra,logic,lsquares,macro,matrix,minpack,minpack/lisp,misc,mnewton,multiadditive,numeric,numericalio,odepack,odepack/src,orthopoly,pdiff, physics,simplex,simplex/Tests,simplification,solve_rat_ineq,solve_rec,sound,stats,stringproc,sym,tensor,to_poly_solve,trigonometry,utils,vector,z_transform}/$$$.{mac,mc,wxm}","/usr/share/maxima/5.42.2/$$$.{mac,mc,wxm}"]


Učitavanje datoteke

(%i2) load("FINMAT.mac");
(%o2)	"FINMAT.mac"

Dostupne funkcije

(%i3) functions;
(%o3)	[dec(x,br),solve_exp(C0,r,Cn),solve_pot(C0,k,Cn),g_fun(d,m,y),broj_dana(d1,m1,y1,d2,m2,y2),JDOK(C0,n,p),KKS(p,m),SDOK(C0,r,n),rate(C0,n,Cn),preU(R,r,n),postU(R,r,n),preNU(R,r,S),postNU(R,r,S),preRU(r,n,S),postRU(r,n,S),preI(R,r,n),postI(R,r,n),preKI(R,r,n,A),postKI(R,r,n,A),preNI(R,r,A),postNI(R,r,A),preRI(r,n,A),postRI(r,n,A),kredit(a,r,n),anuitet(K,r,n),OD(a,r,n,k),kredit_tablica(K,r,n,k1,k2),NPV(p,dobici),IRR(dobici),LIN_amor(C,S,n),KS_amor(C,S,n),SZ_amor(C,S,n),KS_amor_dk(C,d,k),FUN_amor(P,C,S),lx_F(k),lx_M(k),dx_F(k),dx_M(k),Dx_F(k),Dx_M(k),Nx_F(k),Nx_M(k),Mx_F(k),Mx_M(k),Cx_F(k),Cx_M(k),F_npx(n,x),M_npx(n,x),F_nqx(n,x),M_nqx(n,x),F_addx(x),M_addx(x),F_addxn(x,n),M_addxn(x,n),F_nEx(n,x),M_nEx(n,x),F_Ax(x),M_Ax(x),F_nAx(n,x),M_nAx(n,x),F_Axn(x,n),M_Axn(x,n),F_Aaxn(x,n,alpha,beta,gamma),M_Aaxn(x,n,alpha,beta,gamma),F_Paxn(x,n,alpha,beta,gamma),M_Paxn(x,n,alpha,beta,gamma),alpha_A(beta,gamma,addxn,Axn,Aaxn),alpha_P(beta,gamma,addxn,Axn,Paxn),beta_A(alpha,gamma,addxn,Axn,Aaxn),beta_P(alpha,gamma,addxn,Axn,Paxn),gamma_A(alpha,beta,addxn,Axn,Aaxn),gamma_P(alpha,beta,addxn,Axn,Paxn)]
(%i4) length(functions);
(%o4)	72

Dobivanje koda od pojedine funkcije

(%i5) fundef(anuitet);
(%o5)	anuitet(K,r,n):=dec((K*r^n*(r-1))/(r^n-1),FIN_dec)
(%i6) fundef(F_npx);
(%o6)	F_npx(n,x):=dec(lx_F(x+n)/lx_F(x),LIFE_dec)
(%i7) fundef(dec);
(%o7)	dec(x,br):=round(x*10^br)/float(10^br)

Jednostavni primjer

Odredite vrijednost glavnice od 1200 kn nakon 8 mjeseci ako je godišnja kamatna stopa 5%. Obračun kamata je složeni i dekurzivni, a ukamaćivanje je konformno.

(%i8) SDOK(1200,1.05^(1/12),8);
(%o8)	1239.67

Broj decimala možemo kontrolirati pomoću varijable FIN_dec

(%i9) SDOK(1200,1.05^(1/12),8),FIN_dec:5;
(%o9)	1239.67386

Created with wxMaxima.