;;; 3.10.scm
;;; 2024-08-31
;;; $Id: 3.10.scm 1.1 2024/11/01 12:35:24 s Exp $

(define (main args)

; procedure
(define sum (^x (fold + 0 x)))
(define (fix x n) (/ (round (* x (expt 10 n))) (expt 10 n)))

; input
(define la 0.1)    ; 利回り
(define n 10)      ; 期間(年)
(define r 0.08)    ; クーポン率
(define m 2)       ; クーポン支払回数(回/年)
(define face 100)  ; 額面価値
(define j (list 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20))

; calculation
(define co       (/ (* face r) m))
(define year     (map (^(x) (/ x m)) j))
(define payment  (list 0 co co co co co co co co co co
                         co co co co co co co co co (+ co face)))
(define df       (map (^(x)   (/ (expt (+ 1 (/ la m)) x ))) j))
(define pv       (map (^(x y) (* x y)) payment df))
(define price    (sum pv))
(define weight   (map (^(x)   (/ x price)) pv))
(define yw       (map (^(x y) (* x y))     year weight))
(define duration (sum yw))

; output
(print "3.10.scm")
(print "lambda= " la)
(print "n= "      n)
(print "r= "      r)
(print "m= "      m)
(print "face= "   face)
(print "co= "     co)

(format #t "~8@a~8@a~8@a~8@a~8@a~8@a\n" 
           "year" "payment" "df" "pv" "weight" "y*w")
(print "--------------------------------------------------------")
(for-each (lambda     (x1   x2   x3   x4   x5   x6)
          (format #t "~8,1f~8,0f~8,3f~8,3f~8,3f~8,3f\n"
                       x1   x2   x3   x4   x5   x6))
                       year payment df   pv weight yw)
(print "--------------------------------------------------------")
(format #t "~8@a~24,3f~16,3f\n" "total" price duration)
(format #t "~32@a~16@a\n" "price" "duration")
0)
;;; end