Thanks tilly.

I was surprised that ACM/493 is quite short (only 721 lines of Fortran). I'll have a go at translating it.

I am assuming that precision will significantly affect stability/convergence. The article you referred to has this advice:

The use of a robust numerical program, based upon sound theory and an excellent algorithm, and coded to thoroughly deal with computer round-off errors, is the recommended action.

I am concerned that the last bit of their requirement will be difficult to satisfy. I haven't had any reason to deal with such issues since University. It will be challenging and interesting to see what happens.

In reply to Re^2: Internal Rate of Return by ig
in thread Internal Rate of Return by ig

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