! 3.10.f90
! 2016-12-29
! $Id: 3.10.f90 1.2 2024/11/01 13:04:23 s Exp $
!
! a  : year
! b  : payment
! c  : coupon a year, f*r/2
! cc : discount factor 
! d  : b*cc
! e  : weight
! f  : face value
! ff : a * e
! du : duration, sum of ff
! la : interest rate
! m  : 
! n  : sum of periods
! pr : price of bond, sum of d
! r  : coupon rate

implicit none

character(100) :: fmt1, fmt2, ruler
integer :: i, k, m, n
integer, dimension(0:20) :: j
double precision, dimension(0:20) :: a, b, cc, d, e, ff
double precision :: c, du, f, la, pr, r

! input
la = 0.1d0
n  = 10
r  = 0.08d0
m  = 2
f  = 100d0
k = m * n
j(0:k) = (/(i,i=0,k)/) 

! calculate
c  = f * r / 2
a(0:k)  = 0.5d0 * j(0:k)
b(0:k)  = [0d0, c, c, c, c, c, c, c, c, c, c, &
              c, c, c, c, c, c, c, c, c, c + 100d0]
cc(0:k) = 1 / (1 + la / m) ** j(0:k)
d(0:k)  = b(0:k) * cc(0:k)
pr      = sum(d(0:k))
e(0:k)  = d(0:k) / pr
ff(0:k) = a(0:k) * e(0:k)
du      = sum(ff(0:k))

! output
print *, '3.10.f90'
fmt1 = '(a10,a10,a10,a15,a10,a10)'
print fmt1,'A',    'B',        'C',        'D',           'E',         'F'
print fmt1, '',     '',        'Discount', 'Present Value'
print fmt1, '',     '',        'factor',   'of payment',  'Weight'
print fmt1, 'Year', 'Payment', '(@10%)',   '(BxC)',       '(D/Price)', '(AxE)'
ruler='-----------------------------------------------------------------'
print *, ruler
fmt2 = '(f10.1,f10.0,f10.3,f15.3,f10.3,f10.3)' 
print fmt2, (a(i), b(i), cc(i), d(i), e(i), ff(i), i=0,k)
print *,ruler
print '(a10,20x,f15.3,f10.3,f10.3)', 'total', pr ,sum(e), du
print '(a45,a20)',"Price", "Duration"
end