variance_post_mood_pm: Compute the variance of the present value of an...

Description Usage Arguments Author(s) Examples

View source: R/variance_post_mood_pm.R

Description

Compute the variance of the present value of an annuity-immediate using the Mood et al. approximation and some non-central moments of positive order.

Usage

1

Arguments

data

A vector X 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

Examples

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# example 1
data = c(1.77,1.85,1.85,1.84,1.84,1.83,1.85,1.85,1.88,1.85,1.80,1.84,1.91,1.85,1.84,1.85,
1.86,1.85,1.88,1.86)
data=data/100
variance_post_mood_pm(data)

AnnuityRIR documentation built on Nov. 17, 2017, 4:23 a.m.