PV_post_triang_dis function

WINDOWS-1252

Compute the present value of an annuity-immediate considering only non-central moments of negative orders. The calculation is performed by using the moments of the fitted triangular distribution of the random variable "capitalization factor" $U$ (which are obtained from the definition of negative moment of a continuous random variable).

PV_post_triang_dis(data,years)

Arguments

• data: A vector of interest rates expressed as percentages.
• years: The number of years of the income. Default is 10 years.

Author(s)

Salvador Cruz Rambaud, Fabrizio Maturo, Ana María Sánchez Pérez

Examples

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)
PV_post_triang_dis(data,10)