# 10.7.py
# 2025-6-28
# $Id: 10.7.py 1.1 2025/06/28 12:00:34 s Exp $

# 現在価格 s
# 先渡価格 f
# クーポン c
# 利子率 r1
# 利子率 r2
# cash flow stream x
# 割引係数配列 d
# 現在価値 pv

# input
s = 920
c =  80
f = 940
m =   2
r1 = 0.07
r2 = 0.08
I  = [ 0, 1, 2] # 期
x1 = [-s, 0, 0] # 購入時支出
x2 = [ 0, c, c] # クーポン収入
x3 = [ 0, 0, f] # 満期時収入
x  = list(map(lambda x1, x2, x3: sum([x1, x2, x3]), x1, x2, x3))

# calculation
d  = [1, 1 / (1 + r1 / m), 1 / (1 + r2 / m) ** 2]
xd = list(map(lambda x_k, d_k: x_k * d_k, x, d))
pv = sum(xd)

# output
print("10.7.py")
print("x",  x)
print("d",  d)
print("xd", xd)
print("pv", pv)
# end