hello all,
Intro: I'm fairly new to Haskell, read some tutorials/books, this is my first real attempt at making something rather than doing tutorial problems - I thought I'd recode some financial maths up in Haskell...see below. It seems to work ok (I haven't properly tested it yet) but I feel the pvs function is just ugly. However it seems like its a fairly common requirement for maths modelling ie using Maybe or Error or such to represent conditions on the input variables and then later having to combine those 'wrapped' values with other things. Basically it seems inelegant and I feel like I'm confusing the monadic and non-monadic parts? help/criticism welcome, thanks Simon module TimeValueMoney1 where --taken from Financial Numerical Recipes in C++ by B A Odegaard (2006): --Chapter 3 import Control.Monad --time periods - assumes now is time 0-- times :: [Int] times = [0..] minusOne :: Double minusOne = -1.0 --can have eg discrete or continuous compounding type Compounding = Double -> Int -> Maybe Double --discounting and present value-- discreteCompounding :: Compounding discreteCompounding yield elapsed | yield > minusOne = Just ( 1.0/ (1.0 + yield)^elapsed ) | otherwise = Nothing continuousCompounding :: Compounding continuousCompounding yield elapsed | yield > minusOne = Just (exp( minusOne * yield * fromIntegral elapsed ) ) | otherwise = Nothing pvs :: Compounding -> Double -> [Double] -> Maybe [Double] pvs df yield cashflow = zipWithM ( \c -> (>>= \d -> return $ c*d ) ) cashflow discounts where discounts = map discount times discount = df yield |
Hi Simon,
On Tue, Aug 18, 2009 at 10:41:45PM +0100, Simon Parry wrote: > It seems to work ok (I haven't properly tested it yet) but I feel the > pvs function is just ugly. However it seems like its a fairly common > requirement for maths modelling ie using Maybe or Error or such to > represent conditions on the input variables and then later having to > combine those 'wrapped' values with other things. > I don't quite understand what is function `pvs` supposed to do ?? Anyway, I try to guess. It seems that it just applies `(df yield)` to `times` and then multiply the resulting values one by one with `cashflow`. So it seems that you need to lift multiplication `(*)` to the Maybe monad in the second argument only. You can write your own version of `liftM2` (from `Control.Monad`) like this: liftM2snd f a mb = do { b <- mb; return (f a b) } You can verify that liftM2snd == (fmap .) Thus you can rewrite `pvs` as: pvs2 df yield cashflow = multiply cashflow discounts where multiply = zipWithM (fmap . (*)) discounts = map (df yield) times You could alternatively use the library version of `liftM2` but then you need to ?lift? the `cashflow` list using `return`. Like this: pvs3 df yield cashflow = multiply (map return cashflow) discounts where multiply = zipWithM (liftM2 (*)) discounts = map (df yield) times When you take the advantage of commutativity of `*` you can write: pvs4 df yield = multiply discounts . map return where multiply = zipWithM (liftM2 (*)) discounts = map (df yield) times or maybe even better: pvs5 df yield = multiply discounts where multiply = zipWithM (flip $ fmap . (*)) discounts = map (df yield) times Anyway, note that all the `pvs` functions (including the your one) return `Nothing` when `(df yield)` returns `Nothing` for at least one related member of `times`. Is that what you want? > Basically it seems inelegant and I feel like I'm confusing the monadic > and non-monadic parts? > You are using this function: fce = \c -> (>>= \d -> return $ c*d) which is pretty ugly and not very intuitive. Note that this is simply `liftM2snd (*)` from above, that is, `fmap . (*)`. > help/criticism welcome, You might want to look at the `liftM` functions from `Control.Monad`. Note that I have inlined the only use of `discount`. In my opinion it improves readability. But it's up to you to judge. I hope this helps a little. I don't know any financial stuff so maybe I didn't understand well what is going on. Sincerely, Jan. > > thanks > > Simon > > > module TimeValueMoney1 where > > --taken from Financial Numerical Recipes in C++ by B A Odegaard (2006): > --Chapter 3 > > import Control.Monad > > --time periods - assumes now is time 0-- > times :: [Int] > times = [0..] > > minusOne :: Double > minusOne = -1.0 > > --can have eg discrete or continuous compounding > type Compounding = Double -> Int -> Maybe Double > > --discounting and present value-- > discreteCompounding :: Compounding > discreteCompounding yield elapsed > | yield > minusOne = Just ( 1.0/ (1.0 + yield)^elapsed ) > | otherwise = Nothing > > continuousCompounding :: Compounding > continuousCompounding yield elapsed > | yield > minusOne = Just (exp( minusOne * yield * fromIntegral > elapsed ) ) > | otherwise = Nothing > > pvs :: Compounding -> Double -> [Double] -> Maybe [Double] > pvs df yield cashflow = zipWithM ( \c -> (>>= \d -> return $ c*d ) ) > cashflow discounts > where discounts = map discount times > discount = df yield > > _______________________________________________ > Beginners mailing list > [hidden email] > http://www.haskell.org/mailman/listinfo/beginners -- Heriot-Watt University is a Scottish charity registered under charity number SC000278. |
Thanks Jan, very helpful and you're right I am just trying to combine 2
lists; one with 'wrapped' values, one without. > You can write your own version of `liftM2` (from > `Control.Monad`) like this: > > liftM2snd f a mb = do { b <- mb; return (f a b) } > so the b <- mb bit is 'unwrapping' the Maybe b to use it with the pure function f? I guess I didn't realise this as I've only seen it in the IO monad, but naturally it would work with all monads. > You can verify that > > liftM2snd == (fmap .) if I look at this in GHCi the liftM2snd acts over monads and the (fmap .) acts over functors. Now I'm still trying to get comfortable with simple monad manipulations so maybe I should just read this as functors are equivalent to monads and not worry too much about it yet? With that in mind fmap acts to map some pure function over a 'wrapped' value? Thanks also for the other suggestions, its always helpful to see a progression rather than jumping in at say pvs5. > Anyway, note that all the `pvs` functions (including the your one) return > `Nothing` when `(df yield)` returns `Nothing` for at least one related > member of `times`. Is that what you want? I did want it to only perform the calc if the yield was sensible. thanks again Simon On Wed, 2009-08-19 at 12:53 +0100, Jan Jakubuv wrote: > Hi Simon, > > On Tue, Aug 18, 2009 at 10:41:45PM +0100, Simon Parry wrote: > > It seems to work ok (I haven't properly tested it yet) but I feel the > > pvs function is just ugly. However it seems like its a fairly common > > requirement for maths modelling ie using Maybe or Error or such to > > represent conditions on the input variables and then later having to > > combine those 'wrapped' values with other things. > > > > I don't quite understand what is function `pvs` supposed to do ?? Anyway, > I try to guess. It seems that it just applies `(df yield)` to `times` and > then multiply the resulting values one by one with `cashflow`. So it seems > that you need to lift multiplication `(*)` to the Maybe monad in the second > argument only. You can write your own version of `liftM2` (from > `Control.Monad`) like this: > > liftM2snd f a mb = do { b <- mb; return (f a b) } > > You can verify that > > liftM2snd == (fmap .) > > Thus you can rewrite `pvs` as: > > pvs2 df yield cashflow = multiply cashflow discounts > where multiply = zipWithM (fmap . (*)) > discounts = map (df yield) times > > You could alternatively use the library version of `liftM2` but then you > need to ?lift? the `cashflow` list using `return`. Like this: > > pvs3 df yield cashflow = multiply (map return cashflow) discounts > where multiply = zipWithM (liftM2 (*)) > discounts = map (df yield) times > > When you take the advantage of commutativity of `*` you can write: > > pvs4 df yield = multiply discounts . map return > where multiply = zipWithM (liftM2 (*)) > discounts = map (df yield) times > > or maybe even better: > > pvs5 df yield = multiply discounts > where multiply = zipWithM (flip $ fmap . (*)) > discounts = map (df yield) times > > Anyway, note that all the `pvs` functions (including the your one) return > `Nothing` when `(df yield)` returns `Nothing` for at least one related > member of `times`. Is that what you want? > > > Basically it seems inelegant and I feel like I'm confusing the monadic > > and non-monadic parts? > > > > You are using this function: > > fce = \c -> (>>= \d -> return $ c*d) > > which is pretty ugly and not very intuitive. Note that this is simply > `liftM2snd (*)` from above, that is, `fmap . (*)`. > > > help/criticism welcome, > > You might want to look at the `liftM` functions from `Control.Monad`. > > Note that I have inlined the only use of `discount`. In my opinion it > improves readability. But it's up to you to judge. > > I hope this helps a little. I don't know any financial stuff so maybe I > didn't understand well what is going on. > > Sincerely, > Jan. > > > > > thanks > > > > Simon > > > > > > module TimeValueMoney1 where > > > > --taken from Financial Numerical Recipes in C++ by B A Odegaard (2006): > > --Chapter 3 > > > > import Control.Monad > > > > --time periods - assumes now is time 0-- > > times :: [Int] > > times = [0..] > > > > minusOne :: Double > > minusOne = -1.0 > > > > --can have eg discrete or continuous compounding > > type Compounding = Double -> Int -> Maybe Double > > > > --discounting and present value-- > > discreteCompounding :: Compounding > > discreteCompounding yield elapsed > > | yield > minusOne = Just ( 1.0/ (1.0 + yield)^elapsed ) > > | otherwise = Nothing > > > > continuousCompounding :: Compounding > > continuousCompounding yield elapsed > > | yield > minusOne = Just (exp( minusOne * yield * fromIntegral > > elapsed ) ) > > | otherwise = Nothing > > > > pvs :: Compounding -> Double -> [Double] -> Maybe [Double] > > pvs df yield cashflow = zipWithM ( \c -> (>>= \d -> return $ c*d ) ) > > cashflow discounts > > where discounts = map discount times > > discount = df yield > > > > _______________________________________________ > > Beginners mailing list > > [hidden email] > > http://www.haskell.org/mailman/listinfo/beginners > > |
On Wed, Aug 19, 2009 at 11:57:47PM +0100, Simon Parry wrote:
> Thanks Jan, very helpful and you're right I am just trying to combine 2 > lists; one with 'wrapped' values, one without. > > > You can write your own version of `liftM2` (from > > `Control.Monad`) like this: > > > > liftM2snd f a mb = do { b <- mb; return (f a b) } > > > > so the b <- mb bit is 'unwrapping' the Maybe b to use it with the pure > function f? That's correct. In fact it is just a syntactic abbreviation (sugar) for liftM2snd f a mb = mb >>= \b -> return (f a b) You can always rewrite expressions with `do` using just `>>=`, `>>`, and `->`. (Note that `<-` becomes the ?dot? `->`.) > I guess I didn't realise this as I've only seen it in the IO monad, but > naturally it would work with all monads. > > > You can verify that > > > > liftM2snd == (fmap .) > > if I look at this in GHCi the liftM2snd acts over monads and the (fmap .) acts over functors. > Now I'm still trying to get comfortable with simple monad manipulations so maybe I should just > read this as functors are equivalent to monads and not worry too much about it yet? > With that in mind fmap acts to map some pure function over a 'wrapped' value? > Every Monad is automatically a Functor as well. You can define `fmap` using monadic operations: fmap f ma = ma >>= return . f Anyway, for some reasons this is not done automatically. You can do it automatically with some GHC extensions. Load this into GHCi (don't forget the first line): {-# OPTIONS -XFlexibleInstances -XUndecidableInstances #-} instance Monad m => Functor m where fmap f ma = ma >>= return . f And here we go (in my GHCi 6.10.4): *Main> :t fmap fmap :: (Monad f) => (a -> b) -> f a -> f b Usually, however, you don't need to do this because all instances of Monad are already instances of Functor. Also note that fmap :: (Functor f) => (a -> b) -> f a -> f b holds as well, that is, the type of `fmap` is ambiguous (because of the GHC extensions above). Sincerely, Jan. -- Heriot-Watt University is a Scottish charity registered under charity number SC000278. |
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