WO2019028578A2 - 一种现金串的计算方法及系统 - Google Patents

一种现金串的计算方法及系统 Download PDF

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WO2019028578A2
WO2019028578A2 PCT/CN2017/096144 CN2017096144W WO2019028578A2 WO 2019028578 A2 WO2019028578 A2 WO 2019028578A2 CN 2017096144 W CN2017096144 W CN 2017096144W WO 2019028578 A2 WO2019028578 A2 WO 2019028578A2
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interest
equivalent
rate
cash
value
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PCT/CN2017/096144
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English (en)
French (fr)
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李晨冈
李安南
樊学林
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李晨冈
李安南
樊学林
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Priority to PCT/CN2017/096144 priority Critical patent/WO2019028578A2/zh
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    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02Banking, e.g. interest calculation or account maintenance

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  • the invention belongs to the field of financial technology, and in particular relates to a method and system for calculating a cash string.
  • the existing cash flow calculation method is a method for calculating the flow of funds.
  • the principal generates interest and depreciation to calculate the cash flow equivalent.
  • the calculation result is the equivalent value of the principal period (year value, monthly value, etc.), but The principal, interest and depreciation in the equal value are not calculated separately.
  • the cash string is calculated and arranged separately to form the valence spectrum, just like the Mitsubishi mirror refractive spectrum.
  • the algorithm calculates and distinguishes it, which is an urgent need to solve technical difficulties in the field.
  • an embodiment of the present invention provides a method and system for calculating a cash string, by inventing a path of a two-dimensional interest cycle space, inventing cash strings in an orderly manner to accommodate real principal, real interest, depreciation, and flying gold.
  • a cash price spectrum A cash price spectrum.
  • the embodiment of the present invention is implemented in this way, firstly a method of cash string calculation.
  • a method of cash string calculation comprising:
  • the benchmark interest rate and the consumer price index calculate the interest period, the one-year equivalent comprehensive interest rate, the equivalent comprehensive interest rate, and the one-year equivalent inflation rate, and output the calculation period and the central bank benchmark interest rate;
  • the equivalent interest rate the equivalent inflation rate, the equivalent interest rate compounding series, the equivalent inflation rate compounding series, the equivalent comprehensive interest rate compounding series, the calculation of the equivalent comprehensive interest rate compounding series, the equal value, the real principal Percentage, principal and percentage, interest and percentage, depreciation and its percentage, real interest And its percentage, the calculated fly gold and its percentage.
  • An embodiment of the present invention provides a cash string calculation system, including:
  • Cash flow value distribution model two-dimensional interest period space cash string model; invariant element cash flow rate price spectrum model; actual yuan cash string interest rate price spectrum model.
  • Embodiments of the present invention provide a method and system for calculating a cash string, which includes a cash string price calculation method and a system module thereof for calculating a real cash, real interest, depreciation, and fly of a cash string under the condition of predicting inflation.
  • the cash price spectrum is a sequence of real principal, real interest and depreciation, showing the phenomenon of flying gold in the cash price spectrum.
  • the cash string price spectrum provided by the embodiment of the invention is scientific, universal, simple and easy to implement, and has strong intuitiveness and practicability.
  • FIG. 1 is a schematic flowchart of an implementation process of a cash string calculation method according to an embodiment of the present invention
  • FIG. 2 is a schematic structural diagram of a structure of a cash string calculation system according to an embodiment of the present invention
  • FIG. 3 is a schematic structural diagram of another component of a cash string calculation system according to an embodiment of the present invention.
  • FIG. 5 is a spatial distribution diagram of cash flow values according to an embodiment of the present invention.
  • FIG. 6 is a two-dimensional interest cycle space model diagram provided by an embodiment of the present invention.
  • FIG. 7 is an analysis diagram of a nominal cash string interest rate price spectrum provided by an embodiment of the present invention.
  • FIG. 8 is an analysis diagram of an original value cash string interest rate price spectrum according to an embodiment of the present invention.
  • FIG. 1 is a flowchart showing an implementation process of a cash string calculation method according to an embodiment of the present invention. The process is detailed as follows:
  • Step S101 obtaining a calculation period (years), an annual interest-bearing period, a one-year central bank benchmark interest rate, a central bank benchmark interest rate corresponding to the calculation period, and a one-year consumer price index.
  • the input calculation period (years) and the annual interest period are received, and the one-year central bank benchmark interest rate, the central bank benchmark interest rate corresponding to the calculation period, and the one-year consumer price index are obtained from the Internet or relevant departments. (predicted value), and calculate the interest period and one-year equivalent comprehensively according to the calculation period, the annual interest-bearing period, the one-year central bank benchmark interest rate, the central bank benchmark interest rate corresponding to the calculation period, and the one-year consumer price index.
  • Interest rate, equivalent comprehensive interest rate and one-year equivalent inflation rate and output the calculation period, the central bank benchmark interest rate and the calculated interest period;
  • the following formula can be used to calculate the interest period, the one-year equivalent comprehensive interest rate, the equivalent comprehensive interest rate, and the one-year equivalent inflation rate:
  • n is the interest period (the number of interest periods)
  • T is the calculation period (years)
  • m is the number of annual interest periods (the number of interest periods in a year)
  • i p1 * is the one-year equivalent comprehensive interest rate.
  • r 1 represents the one-year central bank benchmark interest rate (annual interest rate)
  • i p * represents the equivalent comprehensive interest rate
  • r represents the central bank's benchmark interest rate (annual interest rate) in the calculation period
  • f 1 ⁇ represents the one-year equivalent inflation rate.
  • CPI 1 represents the one-year consumer price index (predicted value).
  • Step S102 Calculate the equivalent interest rate according to the one-year equivalent comprehensive interest rate and the one-year equivalent inflation rate, and calculate the equivalent inflation rate according to the equivalent comprehensive interest rate and the calculated equivalent interest rate.
  • the equivalent formula and the equivalent inflation rate can be calculated using the following formula:
  • i ⁇ (i p1 * -f 1 ⁇ )/(1+f 1 ⁇ )
  • i ⁇ denotes the equivalent interest rate
  • i p1 * denotes the one-year equivalent comprehensive interest rate
  • f 1 ⁇ denotes the one-year equivalent inflation rate
  • f ⁇ represents the equivalent inflation rate
  • Step S103 calculating the equivalent interest rate compounding level according to the interest period and the equivalent interest rate.
  • L i represents the equivalent interest rate compounding series, which is an abbreviation of L[i ⁇ , n], and n represents the interest period.
  • Step S104 calculating an equivalent inflation rate compounding series according to the interest period and the equivalent inflation rate, and outputting the calculated equivalent inflation rate compounding series.
  • L f represents the equivalent inflation rate compounding series and is an abbreviation for L[f ⁇ , n].
  • Step S105 calculating an equivalent comprehensive interest rate compounding series according to the interest period, the equivalent interest rate compounding series, and the equivalent inflation rate compounding series, and outputting the calculated equivalent comprehensive interest rate compounding series.
  • L ⁇ represents the equivalent comprehensive interest rate compounding series, which is an abbreviation of L[i p ⁇ , n].
  • Step S106 calculating an equivalent comprehensive interest rate compounding level according to the interest period and the equivalent comprehensive interest rate, and outputting the calculated equivalent comprehensive interest rate compounding series.
  • L * represents the equivalent comprehensive interest rate compounding series, which is an abbreviation of L[i p * , n].
  • step S107 the opening amount is obtained.
  • a * represents the equal value
  • Y represents the real principal of the cash string (the beginning amount)
  • J * represents the value of the cash string
  • n represents the interest period
  • Y% represents the true principal percentage of the cash string.
  • Step S108 calculating the cash string principal and its percentage according to the interest period, the cash string value, and the equivalent comprehensive interest rate compounding series, and outputting the calculated cash string principal and its percentage;
  • P o represents the cash string principal
  • P o % represents the cash string principal percentage
  • J * represents the cash string value
  • L ⁇ represents the equivalent comprehensive interest rate compounding series
  • n represents the interest period.
  • Step S109 calculating the cash string interest and the percentage thereof according to the interest period, the cash string value, the equivalent comprehensive interest rate compounding series, and the equivalent inflation rate compounding series, and outputting the calculated cash string interest and the percentage thereof;
  • S * represents cash string interest
  • S * % represents cash string interest percentage
  • J * represents cash string value
  • L f represents equivalent inflation rate compound interest series
  • n represents interest period.
  • Step S110 calculating a cash string value and a percentage thereof according to the cash string value, the cash string principal, and the cash string interest, and outputting the calculated cash string value and its percentage;
  • B * represents the cash string ⁇ value
  • B * % represents the cash string ⁇ value percentage
  • J * represents the cash string value
  • P o represents the cash string principal
  • S * represents the cash string interest.
  • Step S111 calculating the real interest of the cash string and the percentage thereof according to the value of the cash string, the real principal of the cash string, and the cash dividend value, and outputting the calculated real interest of the cash string and the percentage thereof.
  • S x * represents the real interest of the cash string
  • S x * % represents the true interest percentage of the cash string
  • J * represents the cash string value
  • Y represents the real principal of the cash string
  • B * represents the cash string ⁇ value.
  • Step S112 calculating the cash dividend and its percentage according to the true principal amount of the cash string and the percentage thereof, and the cash bundle principal and its percentage, and outputting the calculated cash dividend and its percentage;
  • G o % Y%-P o %
  • G o represents cash dividends
  • G o % represents the percentage of cash dividends
  • Y represents the true principal of the cash string
  • Y% represents the true principal percentage of the cash string
  • P o represents the cash string principal
  • P o % represents cash The percentage of the string principal.
  • the cash string calculation is the calculation of the parameters during the calculation period, the one-year central bank benchmark interest rate, the central bank benchmark interest rate corresponding to the calculation period, and the one-year consumer price index (predicted value), which was announced by the relevant government departments in the current year. Information is the basis.
  • the public information published by the relevant departments especially the accuracy of the predicted value of the consumer price index, is not included in the patent for this case.
  • the central bank's benchmark interest rate can be multiplied by different factors to express various forms of interest rates, such as home loan interest rates, commercial lending rates, and agricultural lending rates.
  • the one-year loan interest rate was calculated.
  • the conversion of the 30-year loan monthly interest rate is the equivalent comprehensive interest rate
  • Calculate the one-year inflation rate f 1 0.015.
  • the value of the cash string is calculated to be 21,132,280,000 yuan, of which the real principal of the cash string is 10 million yuan and its percentage is 45.59%, the cash string principal is 942.018 million yuan and its percentage is 42.95%, and the real interest of cash string is 637.845 million yuan.
  • the percentage is 29.08%, the interest on cash string is 6.957.87 million yuan and its percentage is 31.72%, the cash string value is 555.4435 yuan and its percentage is 25.33%, and the cash dividend is 579.842 million yuan and its percentage is 2.644%.
  • This example calculates the original value cash string price length ratio n y * :(n ⁇ -n y * ): (nn ⁇ ) is 164:105:91.
  • the present value cash valence spectrum length ratio n y ⁇ :(n ⁇ -n y ⁇ ): (nn ⁇ ) is calculated as 155:114:91.
  • the cash string calculation system may be a software unit, a hardware unit or a combination of hardware and software running on each terminal device (including a mobile phone, a desktop computer, a tablet computer, etc.).
  • the cash string calculation system 2 includes:
  • the data obtaining module 21 is configured to obtain a calculation period (years), an annual interest period, a one-year central bank benchmark interest rate, a central bank benchmark interest rate corresponding to the calculation period, and a one-year consumer price index, and are used according to the calculation period and the year.
  • the interest-bearing cycle number, the central bank benchmark interest rate, and the consumer price index calculate the interest period, the one-year equivalent comprehensive interest rate, the equivalent comprehensive interest rate, and the one-year equivalent inflation rate, and output calculations.
  • the equivalent interest rate and equivalent inflation rate calculation module 22 is configured to calculate the equivalent interest rate according to the one-year equivalent comprehensive interest rate and the one-year equivalent inflation rate, and is also used to calculate according to the equivalent comprehensive interest rate and the equivalent interest rate. Equivalent inflation rate
  • the equivalent interest rate compounding series calculation module 23 is configured to calculate an equivalent interest rate compounding level according to the interest period and the equivalent interest rate;
  • the equivalent inflation rate compounding series calculation module 24 is configured to calculate an equivalent inflation rate compounding series according to the interest period and the consumer price index, and output the calculated equivalent inflation rate compounding series;
  • the equivalent comprehensive interest rate compounding series calculation module 25 is configured to calculate the equivalent comprehensive interest rate compounding series according to the interest period, the equivalent interest rate compounding series and the equivalent inflation rate compounding series, and output the calculated equivalent comprehensive synthesis.
  • the equivalent comprehensive interest rate compounding series calculation module 26 is configured to calculate an equivalent comprehensive interest rate compounding level according to the interest period and the equivalent comprehensive interest rate, and output the calculated equivalent comprehensive interest rate compounding series;
  • the cash string value calculation module 27 is configured to calculate an equal value according to the input value (the initial amount) and the equivalent comprehensive interest rate compounding level, and is also used to calculate the cash string value according to the interest period and the equal value, and output the real core of the cash string. (the beginning amount) and the calculated percentage of the true principal of the cash string;
  • the cash string principal calculation module 28 is configured to calculate the cash string principal and its percentage according to the interest period, the cash string value, and the equivalent comprehensive interest rate compounding series, and output the calculated cash string principal and its percentage;
  • the cash string interest calculation module 29 is configured to calculate the cash string interest and the percentage thereof according to the interest period, the cash string value, the equivalent comprehensive interest rate compounding series, and the equivalent inflation rate compounding series, and output the calculated cash string interest. And its percentage;
  • the cash string value calculation module 30 is configured to calculate the cash string value and its percentage according to the cash string value, the cash string principal, and the cash string interest, and output the calculated cash string value and its percentage;
  • the cash string real interest calculation module 31 is configured to use the cash string value, the real core of the cash string, and The cash string depreciation calculates the true interest of the cash string and its percentage, and outputs the calculated real interest of the cash string and its percentage.
  • the cash flow calculation module 32 is configured to calculate the cash dividend and its percentage based on the true principal amount of the cash string and its percentage, and the cash string principal and its percentage, and output the calculated cash dividend and its percentage;
  • the data acquisition module 21 calculates the interest period according to the calculation period and the number of annual interest periods; calculates the one-year equivalent comprehensive interest rate according to the annual interest period and the one-year central bank benchmark interest rate; And the corresponding central bank benchmark interest rate to calculate the equivalent comprehensive interest rate; the formula for calculating the one-year equivalent inflation rate based on the annual interest-bearing period and the one-year consumer price index is:
  • n is the interest period (the number of interest periods)
  • T is the calculation period (years)
  • m is the number of annual interest periods (the number of interest periods in a year)
  • i p1 * is the one-year equivalent comprehensive interest rate.
  • r 1 represents the one-year central bank benchmark interest rate (annual interest rate)
  • i p * represents the equivalent comprehensive interest rate
  • r represents the central bank's benchmark interest rate (annual interest rate) in the calculation period
  • f 1 ⁇ represents the one-year equivalent inflation rate.
  • CPI 1 represents the predicted value of the one-year consumer price index and outputs the calculation period T and the corresponding central bank benchmark interest rate.
  • the equivalent interest rate and the equivalent inflation rate calculation module 22 calculates the equivalent interest rate according to the one-year equivalent comprehensive interest rate and the one-year equivalent inflation rate, and calculates the equivalent value according to the equivalent comprehensive interest rate and the equivalent interest rate.
  • the formula for inflation rate is:
  • i ⁇ (i p1 * -f 1 ⁇ )/(1+f 1 ⁇ )
  • i ⁇ denotes the equivalent interest rate
  • i p1 * denotes the one-year equivalent comprehensive interest rate
  • f 1 ⁇ denotes the one-year equivalent inflation rate
  • f ⁇ denotes the equivalent inflation rate
  • i p * denotes the equivalent comprehensive ratio interest rate
  • the equivalent interest rate compounding series calculation module 23 calculates the interest period and the equivalent interest rate.
  • the formula for the equivalent interest rate compounding series is:
  • L i represents the equivalent interest rate compounding series
  • n represents the interest period
  • L f represents the equivalent inflation rate compounding series.
  • L ⁇ represents the equivalent comprehensive interest rate compounding series.
  • L * represents the equivalent comprehensive interest rate compounding series.
  • the cash string value calculation module 27 calculates the equal value according to the input value (the initial amount) and the equivalent comprehensive interest rate compounding level, and calculates the cash string value and the true principal percentage of the cash string according to the interest period and the equal value, and outputs
  • the formula for the true principal (initial amount) of the cash string and the calculated true principal percentage of the cash string is:
  • a * represents the equal value
  • Y represents the real principal of the cash string
  • J * represents the value of the cash string
  • Y% represents the true principal percentage of the cash string.
  • the cash string principal and its percentage calculation module 28 calculate the cash string principal and its percentage according to the interest period, the cash string value, and the equivalent comprehensive interest rate compounding series, and output the calculated present.
  • the formula for the gold string and its percentage is;
  • P o represents the cash string principal and P o % represents the cash string principal percentage.
  • the cash string interest and its percentage calculation module 29 calculates the cash string interest and its percentage according to the interest period, the cash string value, the equivalent comprehensive interest rate compounding series, and the equivalent inflation rate compounding series, and outputs the calculated value.
  • the formula for the cash string interest and its percentage is:
  • S * represents cash string interest and S * % represents cash string interest percentage.
  • the cash string value and its percentage calculation module 30 calculates the cash string value and its percentage based on the cash string value, the cash string principal, and the cash string interest, and outputs the calculated cash string value and its percentage as:
  • B * represents the cash string ⁇ value
  • B * % represents the cash string ⁇ value percentage
  • the cash string real interest and its percentage calculation module 31 calculates the real interest of the cash string and its percentage based on the value of the cash string, the true principal of the cash string, and the cash dividend value, and outputs the calculated real interest of the cash string and its percentage.
  • the formula is:
  • S x * represents the real interest of the cash string
  • S x * % represents the true interest percentage of the cash string
  • the cash dividend and its percentage calculation module 32 calculates the cash dividend and its percentage based on the true principal amount of the cash string and its percentage, and the cash bundle principal and its percentage, and outputs the calculated cash string flying gold and its calculated The formula for the percentage is:
  • G o % Y%-P o %
  • G o represents cash dividends
  • G o % represents the percentage of cash dividends
  • Y represents the true principal of the cash string
  • Y% represents the true principal percentage of the cash string
  • P o represents the cash string principal
  • P o % represents cash The percentage of the string principal.
  • each functional module in the embodiment may be integrated into one processing unit, or each unit may exist physically separately, or two or more units may be integrated into one unit, and the integrated unit may be implemented in the form of hardware. It can also be implemented in the form of a software functional unit.
  • the specific names of the respective functional modules are only for the purpose of distinguishing from each other, and are not intended to limit the scope of protection of the present application.
  • the cash string computing system in the embodiment of the present invention as shown in FIG. 3 may include one or more processors 301 (only one is shown), one or more input devices 302 (only one is shown) One or more output devices 303 (only one shown in the figure) and memory 304.
  • processors 301 only one is shown
  • input devices 302 only one is shown
  • output devices 303 only one shown in the figure
  • memory 304 The above-described processor 301, input device 302, output device 303, and memory 304 are connected by a bus 305. among them:
  • the processor 301 is configured to obtain, by using the input device 302, a calculation period, an annual interest rate period, a one-year central bank benchmark interest rate, a central bank benchmark interest rate corresponding to the calculation period, and a one-year consumer price index, and are also used according to the calculation period, The annual interest-bearing period, the central bank benchmark interest rate, the consumer price index, the calculation of the interest period, the one-year equivalent comprehensive interest rate, the equivalent comprehensive interest rate, and the one-year equivalent inflation rate, and output the calculation period through the output device 303 and Central bank benchmark interest rate;
  • the processor 301 is further configured to calculate an equivalent interest rate according to the one-year equivalent comprehensive interest rate and the one-year equivalent inflation rate; calculate an equivalent inflation rate according to the equivalent comprehensive interest rate and the equivalent interest rate; according to the interest period and Equivalent interest rate calculation equivalent interest rate compound interest series; based on interest period and equivalent inflation rate Calculate the equivalent inflation rate compounding series; calculate the equivalent comprehensive interest rate compounding series according to the interest period, the equivalent interest rate compounding series and the equivalent inflation rate compounding series; calculate according to the interest period and the equivalent comprehensive interest rate The comprehensive interest rate compounding series, and outputting the calculated interest period, the equivalent inflation rate compounding series, and the uninterrupted alternating output calculation of the equivalent comprehensive interest rate compounding series and the equivalent comprehensive interest rate through the output device 303 Compound interest series, showing the cash price spectrum and flying gold phenomenon;
  • the processor 301 is further configured to obtain an initial amount by using the input device 302, calculate an equal value according to the input value (the initial amount) and the equivalent comprehensive interest rate compounding level, and also calculate the cash string value according to the interest period and the equal value, and
  • the output unit 303 outputs the true principal of the cash string (the initial amount) and the calculated true principal percentage of the cash string;
  • the processor 301 is further configured to calculate a cash string principal and a percentage thereof according to the interest period, the cash string value, and the equivalent comprehensive interest rate compounding series, and output the calculated cash string principal and the percentage thereof through the output device 303;
  • the processor 301 is further configured to calculate the cash string interest and the percentage thereof according to the interest period, the cash string value, the equivalent comprehensive interest rate compounding series, and the equivalent inflation rate compounding series, and output the calculated cash through the output device 303.
  • the processor 301 is further configured to calculate a cash string value and a percentage thereof according to the cash string value, the cash string principal, and the cash string interest, and output the calculated cash string value and a percentage thereof through the output device 303;
  • the processor 301 is further configured to calculate the real interest of the cash string and the percentage thereof according to the cash string value, the real cash of the cash string, and the cash string value, and output the calculated real interest of the cash string and the percentage thereof through the output device 303.
  • the processor 301 is further configured to calculate the cash dividend and its percentage according to the true principal of the cash string and the percentage thereof, and the cash string principal and the percentage thereof, and output the calculated cash dividend and the percentage thereof through the output device 303;
  • the memory 304 is configured to store the calculation period acquired by the input device 302, the annual interest cycle period, the one-year central bank benchmark interest rate, the central bank benchmark interest rate corresponding to the calculation period, and the one-year consumer price index. And the initial amount; and is also used to store the result value calculated by the processor 301, and the result value includes the interest period, the one-year equivalent comprehensive interest rate, the equivalent comprehensive interest rate, the one-year equivalent inflation rate, the equivalent interest rate, Equivalent interest rate compounding series, equivalent inflation rate, equivalent inflation rate compounding series, equivalent comprehensive interest rate compounding series, equivalent comprehensive interest rate compounding series, equal value, cash string value, cash string real principal And its percentage, cash string principal and its percentage, cash string interest and its percentage, cash string depreciation and its percentage, cash string real interest and its percentage, and cash dividends and their percentages.
  • the processor 301 may be a central processing unit (CPU), and the processor may also be another general-purpose processor, a digital signal processor (DSP), and a dedicated processor.
  • DSP digital signal processor
  • ASIC Application Specific Integrated Circuit
  • FPGA Field-Programmable Gate Array
  • the general purpose processor may be a microprocessor or the processor or any conventional processor or the like.
  • the input device 302 can include a touchpad, a fingerprint capture sensor (for collecting fingerprint information of the user and direction information of the fingerprint), a microphone, and the like.
  • Output device 303 can include a display (LCD, etc.), a speaker, and the like.
  • Memory 304 can include read only memory and random access memory and provides instructions and data to processor 301. A portion of the memory 304 may also include a non-volatile random access memory. For example, the memory 304 can also store information of the device type.
  • the disclosed flying gold computing system and method may be implemented in other manners.
  • the embodiments of the flying gold computing system described above are merely illustrative.
  • the division of modules is only a logical function division.
  • there may be another division manner for example, multiple modules or components may be combined. Or it can be integrated into another system, or some features can be ignored or not executed.
  • the mutual coupling or direct coupling or communication connection shown or discussed may be an indirect coupling or communication connection through some interface, device or unit, and may be in an electrical, mechanical or other form.
  • Modules described as separate components may or may not be physically separate as a unit
  • the displayed components may or may not be physical units, ie may be located in one place, or may be distributed over multiple network elements. Some or all of the units may be selected according to actual needs to achieve the purpose of the solution of the embodiment.
  • each functional module in the embodiment of the present invention may be integrated into one processing unit, or each unit may exist physically separately, or two or more units may be integrated into one unit.
  • the cash price spectrum is a professional investment price spectrum for the promotion and promotion of the financial market and the housing mortgage loan market.
  • the cash price spectrum has a variety of equipment performances such as cash string screen, cash string column, cash string ball, etc., realizing the original value of cash string real capital, real interest and depreciation price spectrum graphic display, cash string real principal, real interest and Depreciation calculation data display and display of flying gold phenomenon.
  • the cash string (including the cash string and its calculation method) and its price spectrum are specifically described below:
  • Money has the function of adding value over time, which is the basis for the calculation of currency interest, and the appreciation of money has a multiplication.
  • Function which is the basis of monetary compounding calculation, which introduces the concept of present value (principal), value-added (interest) and final value.
  • the final value of different time can be equal in value. This is the concept of currency equivalence. After a period of financial practice, the cash flow and cash flow equivalents are generated.
  • the nominal interest rate of cash flow is the calculated interest rate of the cash flow equivalent.
  • the real interest rate in the nominal interest rate is often constant because it represents the actual purchasing power. Therefore, it can be concluded that the nominal interest rate changes in the same direction as the inflation rate, that is, the change in the inflation rate. A change in nominal interest rates has come.
  • CPI 1 is the predicted value of the one-year consumer price index
  • CPI 0 is the benchmark value of the consumer price index for the previous year.
  • the consumer price index CPI 1 is to select the previous year's consumer price index CPI 0 as the benchmark value of 100, so the above formula becomes:
  • the consumer price index CPI 1 is not expressed by the officially announced development speed, but is expressed by the percentage of growth rate.
  • the official announcement of CPI 1 102.5
  • the equivalent comprehensive interest rate medium interest rate i ⁇ is constant during the calculation period (the actual interest rate does not change during the calculation period, the inflation rate changes in the same direction as the nominal interest rate), so the calculation is equivalent according to the central bank benchmark interest rate r corresponding to the calculation period.
  • the comprehensive interest rate i p * and then calculate the equivalent inflation rate f ⁇ according to the equivalent interest rate i ⁇
  • Cash flow has the concept of present value, equal value and final value according to the way of time flow. This is an accepted economic model that has been used by the financial community for hundreds of years. Now the cash flow is presented in a spatial manner. The concept of value (principal), full value (principal + interest), and final value (interest) transforms the time value stream into a spatial value field concept.
  • the selected interest period determines the unique number of annual interest periods m.
  • Its calculation is The compound interest rate is calculated as the compound interest rate, and the single-cycle final value cash flow is regarded as the equal-value cash flow under the condition that the interest period is 1.
  • the calculation is the simple interest calculation of the nominal interest rate. Now the financial industry's regular savings is the single-cycle final value cash. flow.
  • any funds (any time, any size) during the calculation period have a unique equal cash flow.
  • the cash flow is usually an equal amount of cash flow.
  • the value of cash flow is divided into three parts. The first part is the initial present value (principal P), the second part is time increment (interest S * ), and the third part is time depreciation (depreciation B * ), which can prove: cash flow first
  • the distribution of the principal on the time axis is a small to large nonlinear distribution.
  • the distribution of interest on the time axis is from large to small, and it is also a nonlinear distribution.
  • the sum of the principal and the interest is the constant element A, and the constant element A considers the depreciation to obtain the actual element A * , which is the current time distribution of the cash flow value calculated according to the benchmark interest rate r.
  • the present value of the invariant element is the value of the initial point of time (excluding the time value), that is, the principal, the value added is the difference between the value of the end of time and the value of the initial point (only time value), ie interest, Defining the value of the invariant elementary cash flow is the sum of the present value and the value added, that is, the value of the end of time. This is the value distribution of the single-interest-bearing cash flow. For the multi-interest-bearing period, the cash flow value distribution is the present value, the equal value and the current The value of gold flow.
  • a discount initial point (space origin) value is the present value P, ie
  • the cash flow with interest period i is n
  • the cash flow with interest rate i can be regarded as two cash flows.
  • One is the cash flow with the interest period of n y and the interest rate is zero, and the other is the interest period nn.
  • the interest rate is infinite value-added cash flow, which is the transformation formula of the invariant cash flow value calculation process into the cash flow value storage process, which provides a theoretical basis for the spatial distribution of cash flow value.
  • the cash flow consists of two parts, one is the present value cash flow (principal cash flow), and the other is the value-added cash flow (interest cash flow), the present value cash flow is in front, including the space origin, and the value-added cash flow is After that, including the end of space; they are not interchangeable before and after;
  • the cash flow value J is the sum of the present value and the added value, expressed as the product of the interest period n and the equal value A.
  • FIG. 6 shows an actual element (inflation currency) value distribution of a two-dimensional interest cycle space provided by an embodiment of the present invention, which is detailed as follows:
  • the cash flow value J * is the product of the interest period n and the equal value A * , indicating that the cash flow value J * can be expressed by the cash flow model area, which relates the value of the dynamic simulated cash flow to its model physical space area. From cash flow to cash flow model is a shift from time value flow to spatial value distribution.
  • the two-dimensional cash flow model of interest period n and equal value A * is converted into the number of interest-bearing periods n and the number of interest-bearing periods A by different benchmark interest rates (time-rated nominal interest rate r, value benchmark nominal interest rate is r a ).
  • the two-dimensional interest cycle space which is the virtual space invisible to human vision, is also the real space where the cash flow intuition feels, and is transformed from an economic economic model to a physical physics model (see Figure 6).
  • the spatial area of the two-dimensional interest cycle differs from the physical space area in that the former area unit is not the square of the interest period, but the interest period with the mean, that is, the interest period n with the mean A, or
  • the duty cycle A of the mean n and the duality of the spatial area unit of the two-dimensional interest cycle bring about the constraint problem of the cash flow value calculated by the two-dimensional interest period space area.
  • the cash flow is equivalent (the value of the different funds at different points in the constant interest rate is equal at any time during the calculation period).
  • the present value P, the value added S * , the devaluation B * and the value J * evolve into two-dimensional interest. Periodic space equivalent.
  • the cash flow value J * can be expressed by the two-dimensional interest period space area, but when the equivalent element is expressed by the area, there is a condition that the interest period n is constant or the equal value A * is unchanged, so
  • the cash flow value J * is represented by a two-dimensional interest cycle space diagonal W ⁇ path, which has a value strength (cash flow value per unit interest period) V * , ie
  • the value-added segment has a demarcation point
  • the time value S * can be accumulated (the time value produces a ⁇ value), and at the end point, the time ⁇ value B * can be accumulated.
  • the change real interest rate is first evolved into a constant equivalence interest rate i ⁇
  • the change inflation rate is evolved into a constant equivalent inflation rate f ⁇ , ie
  • the equivalent comprehensive interest rate i p * is calculated by the equivalent interest rate and the equivalent inflation rate according to the nominal interest rate r formula:
  • i p * i ⁇ +f ⁇ +i ⁇ ⁇ f ⁇
  • the above formula is a compound transfer calculation formula for calculating the spatial original value Y according to the constant equivalent comprehensive interest rate i p * .
  • the effective value (space original value) and the invalid value (enhanced value) calculated by the equivalent comprehensive interest rate i p * are observed in the two-dimensional interest period space, and there is a vertical boundary line n y * and a horizontal boundary line. A y * , they intersect at the equivalent boundary point W y * on the diagonal, so we know that n y * is to find A y * as:
  • the actual meta-equal rate i ⁇ and the equivalent inflation rate f ⁇ are synthesized into an equivalent comprehensive interest rate according to the equivalent space structure of the first value-added ⁇ value (interest ⁇ value) (see Figure 5).
  • the above formula is a compound interest calculation formula for calculating the spatial present value P o according to the equivalent comprehensive interest rate i p ⁇ .
  • the spatial present value P o , the time value S * and the time threshold B * are calculated by the equivalent comprehensive interest rate i p ⁇ in the two-dimensional interest period space, and there is a vertical boundary line n y ⁇ and a horizontal boundary line A. y ⁇ , they intersect at the equidistant boundary point W y ⁇ on the diagonal, so we know that n y ⁇ is to find A y ⁇ as:
  • the diagonal W ⁇ (the diagonal of the present value dimension n and the value-added dimension A * ) of the two-dimensional interest period space model is a path, thereby making an artifact containing the value of money, which is called a cash string.
  • the cash string there are successively sorted the spatial origin, the boundary between the effective value and the currency appreciation, the demarcation point of the currency appreciation and the currency depreciation, and the end point of the space, on which values of different nature can be gathered.
  • the cash string is used to order the effective value, currency appreciation and currency depreciation in a segmented line segment.
  • the above four characteristics of (a), (b), (c), and (d) of the cash flow use area to accommodate the cash flow value are also applicable to the cash string path to accommodate the cash string value, and the cash string value is the cash flow value.
  • the cash string W ⁇ is the number of interest periods that can be calculated according to the path relationship. It can also calculate the interest rate i by applying the number of interest periods W ⁇ as the number of interest period cycles A * . Pw ⁇ , ie
  • the total value of the funds in the former investment project is expressed by the value of the cash flow. What is the principal amount of the cash flow value, and what is the value of the increase? Only through the calculation of professionals can the answer, the customer is most concerned about how to separate the real interest and the depreciation in the added value, what is the real interest rate? Now change the cash flow to a cash string.
  • the total value of the investment project funds is expressed by the value of the cash string.
  • the actual principal amount of the cash string value, the actual interest amount, and the depreciation is the origin of the two-dimensional interest period space cash string. , the intersection point, the demarcation point and the relative position of the end point, the customer is easy to observe and accept, using cash strings instead of cash flow is a scientific and technological advancement.
  • Natural white light can be decomposed into seven-color light, and the spectrum is formed according to the frequency.
  • the value of the cash string can also be decomposed into the principal, interest and depreciation.
  • the value sequence is formed according to the extreme value of the interest rate, which is called the cash string price spectrum, which is called the cash price spectrum.
  • the nominal interest rate r is the constant interest rate synthesized by the constant real interest rate i and the constant inflation rate f.
  • the value distribution of the invariant elementary cash flow without inflation can also be applied.
  • the value distribution of the actual meta-cash flow under inflation conditions has four characteristics of (a), (b), (c), and (d) of the same value distribution, except that the value-added cash flow is transformed into Increase in value (value added + depreciation) cash flow, ie
  • the cash flow time process interest period n is equivalent to the cash string space path interest period W r
  • the cash flow time process interest cycle interest rate r is equivalent to the cash string space path interest
  • the periodic interest rates r w which have the following equation:
  • J * : P: S * : B * n: (n y r - 0): (n ⁇ -n y r ): (nn ⁇ ) (A * ⁇ 0; n ⁇ 0)
  • the proportional formula is a proportional cash-price spectrum proportional formula, and the same proportional formula is obtained according to the cash flow equivalent value. Therefore, the nominal cash string price spectrum proportional formula is the cash flow price spectrum proportional formula.
  • the cash string is composed of the principal cash string, the interest cash string and the depreciation cash string.
  • the inflation rate f 0;
  • the nominal cash string interest rate price spectrum which is determined by the actual interest rate and the inflation rate of zero or infinity, is also the cash flow rate price spectrum.
  • the difference is that the former is W r and the value intensity is V * , the latter.
  • the interest period is n and the equal value is A * .
  • the cash string interest rate price spectrum directly shows the proportional relationship between the cash string principal, interest and depreciation.
  • the cash string segmentation accommodates principal, interest and depreciation, and has a proportional formula for compound interest calculation according to the equivalent comprehensive interest rate i p ⁇ :
  • J * : P o : S ⁇ : B * n: (n y ⁇ - 0): (n ⁇ - n y ⁇ ): (nn ⁇ ) (A * ⁇ 0; n ⁇ 0)
  • the equivalent comprehensive interest rate i p ⁇ calculates the spatial present value P o , which is equal to the constant interest rate and the inflation rate.
  • the proportional formula directly reflects the ratio of the principal, interest and depreciation in the cash flow. It is also said that the proportional formula is also the ratio of the present value of the cash price spectrum. Therefore, the present value of the cash string interest rate is the nominal cash dividend rate and the cash. Flow rate price spectrum, but their preconditions are different.
  • the basic parameters of cash flow are cash flow interest period, real interest rate and inflation rate.
  • the present value cash dividend rate price spectrum directly shows the relationship between cash flow principal, interest and depreciation.
  • the cash string segment accommodates the real principal, real interest and depreciation, and has a proportional formula for the retransmission of the equivalent comprehensive interest rate i p * :
  • J * :Y:S x * :B * n:(n y * -0):(n ⁇ -n y * ):(nn ⁇ ) (A * ⁇ 0; n ⁇ 0)
  • the equivalent comprehensive interest rate i p ⁇ calculates the spatial present value P o , which is not equal to the equivalent comprehensive interest rate i p * calculates the spatial original value Y, so n y ⁇ ⁇ n y * , they
  • the difference between the actual interest rate and the inflation rate under the condition of changing the equivalent comprehensive interest rate i p * reflects the ratio of real principal, real interest and depreciation in the cash string, which is called the original value of cash.
  • the price spectrum is proportional.
  • the cash price spectrum can be a combination of the present value cash price spectrum and the original value of the cash price spectrum, that is, the cash price spectrum is the price spectrum of the principal, the flying gold, the real interest and the depreciation, or the real principal and the dividend. , the price spectrum of interest and depreciation, their proportion is:
  • the cash price spectrum As a component of the price spectrum. It shows that under the conditions of real interest rate and inflation rate, Feijin is an objective existence and a difference.
  • the proportional ratio of the cash price spectrum is not the proportion of the investment price spectrum. That is, the principal and real interest cannot be present at the same time in the proportion of the investment price spectrum, and the real principal and interest cannot occur at the same time.
  • Feijin can only be expressed through the "flying gold phenomenon" of Feijin crossing, which indicates that the cash price spectrum is flawed, that is, due to the two-dimensional interest period Space can not achieve flying gold crossing, bringing a two-dimensional meter The fragmentation of the cash price spectrum in the interest cycle space.
  • the proportion of their origin, junction, demarcation point and end point is only related to the interest period, the actual interest rate and the inflation rate, and the true
  • the size of the gold or the principal is irrelevant, so the proportion of the cash price spectrum is the basic formula of the cash price spectrum.
  • the formula is established by the equal value A * ⁇ 0 and the interest period n ⁇ 0, and any one of the conditions is not satisfied.
  • the proportion of the cash price spectrum does not hold.
  • the cash string evolves into a time dimension.
  • the cash string spectrum proportional is described by the time dimension parameter, it is not a time-price spectrum proportional nor a cash flow rate spectrum ratio. formula.
  • the cash price spectrum proportional formula is described by the time dimension parameter, the space cash string length is the interest period n, and the cash string value strength is the equal value A * .
  • the three cash price spectrums propose three methods for calculating the spatial origin value.
  • the nominal cash price spectrum uses the nominal interest rate r to calculate the present value P, which is the result of the cash flow equivalent calculation, that is, the assumed real interest rate i and the inflation rate.
  • f is the result of calculation of constant interest rate, but this constant interest rate does not exist in the activities of the financial sector.
  • the principle of cash flow equivalence using the nominal interest rate r to calculate the present value P has the defect of preconditions, ie There is a defect in the nominal cash price spectrum that has the preconditions.
  • the present value cash price spectrum uses the equivalent comprehensive interest rate i p ⁇ to calculate the spatial present value P o , which is in the value space field, assuming that currency inflation will only bring about currency depreciation without affecting currency appreciation, and increase the value according to the first currency.
  • the original value of the cash price spectrum uses the equivalent comprehensive interest rate i p * to calculate the spatial original value Y, which is in the value space field, assuming that currency inflation brings currency depreciation and also affects currency appreciation, according to currency appreciation and currency depreciation the results of the calculation step, and therefore the space is not equal to the original value of Y space present value P o, appears spatial original value Y (true principal) and the present value of the space P o (principal) difference between G o, called fly Gold, ie
  • the flying gold can be a negative value (-G o ), which is called a flying interest.
  • the phenomenon of flying gold is an economic phenomenon that cannot be explained by the two-dimensional interest cycle space.
  • Feijin is the invisible transmission value of the cash string superposition.
  • the three cash price spectrums propose three methods for calculating the spatial origin value.
  • the nominal cash price spectrum uses the nominal interest rate r to calculate the present value P, which is the result of the cash flow equivalent calculation, that is, the assumed real interest rate i and the inflation rate.
  • f is the result of calculations for constant interest rates.
  • the present value cash price spectrum uses the equivalent comprehensive interest rate i p ⁇ to calculate the spatial present value P o , which is in the value space field, assuming that currency inflation will only bring about currency depreciation without affecting currency appreciation, and increase the value according to the first currency.
  • the original value of the cash price spectrum uses the equivalent comprehensive interest rate i p * to calculate the spatial original value Y, which is in the value space field, assuming that currency inflation brings currency depreciation and also affects currency appreciation, according to currency appreciation and currency depreciation the results of the calculation step, and therefore the space is not equal to the original value of Y space present value P o, appears spatial original value Y (true principal) and the present value of the space P o (principal) difference between G o, called fly Gold, flying gold can be a negative value (-G o ), which is called a flying interest.
  • the original space value is calculated by the equivalent comprehensive interest rate i p * :
  • the present value of the space is calculated by the equivalent comprehensive interest rate i p ⁇ :
  • i ⁇ is a constant equivalent interest rate and f ⁇ is a constant equivalent inflation rate.
  • the cash string is a spatial valence pattern with the properties of a linearly correlated superposition state
  • the dead cash string is a nominal cash string where the real interest rate and inflation rate do not change. There is no flying cash; the live cash string is The original value cash string of the actual interest rate and inflation rate changes, there is flying gold.
  • the cash string exists in a superposition, and the cash string is superimposed due to changes in real interest rates and inflation rates.
  • the cash string has two states, one is the nominal cash string status (unchanged real interest rate and constant inflation rate), and the other is the original value cash string status (changing the actual interest rate and changing inflation) Rate), because their differences are not the same (the cash string length is the same, the value strength is the same, the equivalent interest rate (real interest rate) is the same size, the equivalent inflation rate (inflation rate) is the same size, and the interest-bearing path is the same) , but the state is different (the difference between the cash price spectrum and the flying gold). Before people can observe it, they are undetermined. It is a single state superposition.
  • the nominal cash string and the original value cash string are the superimposed state of the cash string, and finally collapsed to the original value cash string.
  • the difference between the nominal cash string and the original value cash string is that the former has the same real interest rate and the inflation rate remains unchanged.
  • the difference between the present value cash string and the original value cash string is that the former interest-bearing path and the devaluation path are calculated separately, and the latter interest-bearing path and the devaluation path are combined and calculated, and they are different in the interest-bearing path, which brings a two-dimensional interest period.
  • the value dimension changes to the original value dimension, and the value-added dimension changes to the effect value dimension. They reflect the difference of the entity and are a kind of cash string multi-body superposition.

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Description

一种现金串的计算方法及系统 技术领域
本发明属于金融科技领域,尤其涉及一种现金串的计算方法及系统。
背景技术
现有现金流计算方法是一种资金时间流的计算方法,本金产生利息和贬值进行现金流等值计算,计算结果是本金产生计息期等额值(年值、月值等),但是等额值中本金、利息和贬值是没有分开计算的,现金串就像三菱镜折射光谱一样将真正本金、真正利息和贬值分开计算和排列形成价谱,然而现有技术中没有任何一种算法对其进行计算并区分,是本领域的急需解决技术难点。
发明内容
鉴于此,本发明实施例提供一种现金串计算的方法及系统,以通过计算二维计息周期空间的路径,发明现金串有序容纳真正本金、真正利息、贬值以及飞金现象,形成一种现金串价谱。
本发明实施例是这样实现的,首先是一种现金串计算的方法。
一种现金串计算的方法,所述方法包括:
获取计算期(年数)、年计息周期数、一年期央行基准利率、计算期对应的央行基准利率以及一年期居民消费价格指数,并根据所述计算期、年计息周期数、央行基准利率以及居民消费价格指数计算计息期、一年期等效综合利率、等效综合利率以及一年期等值通货膨胀率,并输出计算期以及央行基准利率;
根据等值利率、等值通货膨胀率、等值利率复利级数、等值通货膨胀率复利级数、等值综合利率复利级数、计算等效综合利率复利级数、等额值、真正本金百分比、本金及其百分比、利息及其百分比、贬值及其百分比、真正利息 及其百分比,输出计算得到的飞金及其百分比。
本发明实施例提供一种现金串计算系统,包括:
现金流价值分布模型;二维计息周期空间现金串模型;不变元现金流利率价谱模型;实际元现金串利率价谱模型。
本发明实施例提供了一种现金串的计算方法及系统,它包括现金串价谱计算方法及其系统模块,以在预测通货膨胀条件下,计算现金串真正本金、真正利息、贬值以及飞金,现金串价谱是真正本金、真正利息和贬值各占比例的序谱,在现金串价谱中显示飞金现象。本发明实施例所提供的现金串价谱科学、通用、简单、易行,具有较强的直观性和实用性。
附图说明
为了更清楚地说明本发明实施例中的技术方案,下面将对实施例或现有技术描述中所需要使用的附图作简单地介绍,显而易见地,下面描述中的附图仅仅是本发明的一些实施例,对于本领域普通技术人员来讲,在不付出创造性劳动性的前提下,还可以根据这些附图获得其他的附图。
图1是本发明实施例提供的现金串计算方法的实现流程示意图;
图2是本发明实施例提供的现金串计算系统的组成结构示意图;
图3是本发明实施例提供的现金串计算系统的另一组成结构示意图;
图4是本发明实施例提供的现金流价值时间分布图;
图5是本发明实施例提供的现金流价值空间分布图;
图6是本发明实施例提供的二维计息周期空间模型图;
图7是本发明实施例提供的名义现金串利率价谱的分析图;
图8是本发明实施例提供的原值现金串利率价谱的分析图。
具体实施方式
为了使本发明的目的、技术方案及优点更加清楚明白,以下结合附图及实 施例,对本发明进行进一步详细说明。应当理解,此处所描述的具体实施例仅仅用以解释本发明,并不用于限定本发明。
为了说明本发明的技术方案,下面通过具体实施例来进行说明。
图1示出了本发明实施例提供的现金串计算方法的实现流程,该方法过程详述如下:
步骤S101,获取计算期(年数)、年计息周期数、一年期央行基准利率、计算期对应的央行基准利率以及一年期居民消费价格指数。
在本实施例中,接收输入的计算期(年数)及年计息周期数,并从互联网或有关部门获取一年期央行基准利率、计算期对应的央行基准利率、一年期居民消费价格指数(预测值),并根据计算期、年计息周期数、一年期央行基准利率、计算期对应的央行基准利率以及一年期居民消费价格指数,计算计息期、一年期等效综合利率、等效综合利率以及一年期等值通货膨胀率,并输出计算期、央行基准利率以及计算得到的计息期;
具体的,可以采用以下公式计算计息期、一年期等效综合利率、等效综合利率以及一年期等值通货膨胀率:
n=T·m      (m≥1/T)
ip1 *=r1/m
ip *=r/m
f1 Δ≈(CPI1/100-1)/m
其中,n表示计息期(计息周期数),T表示计算期(年数),m表示年计息周期数(一年内计息周期数),ip1 *表示一年期等效综合利率,r1表示一年期央行基准利率(年利率),ip *表示等效综合利率,r表示计算期对应的央行基准利率(年利率),f1 表示一年期等值通货膨胀率,CPI1表示一年期居民消费价格指数(预测值)。
步骤S102,根据一年等效综合利率以及一年期等值通货膨胀率计算等值利率,根据等效综合利率以及计算得到的等值利率计算等值通货膨胀率。
具体的,可以采用以下公式计算等值利率和等值通货膨胀率:
iΔ=(ip1 *-f1 Δ)/(1+f1 Δ)
fΔ=(ip *-iΔ)/(1+iΔ)
其中,iΔ表示等值利率,ip1 *表示一年期等效综合利率,f1 表示一年期等值通货膨胀率,
Figure PCTCN2017096144-appb-000001
表示等效综合利率,fΔ表示等值通货膨胀率。
步骤S103,根据计息期以及等值利率计算等值利率复利级数。
具体的,可以采用以下公式计算等值利率复利级数:
Li=L[iΔ,n]=(1+iΔ)-1+(1+iΔ)-2+……+(1+iΔ)-n=(1-(1+iΔ)Λ(-n))/iΔ
其中,Li表示等值利率复利级数,是L[iΔ,n]的缩写,n表示计息期。
步骤S104,根据计息期以及等值通货膨胀率计算等值通货膨胀率复利级数,并输出计算得到的等值通货膨胀率复利级数。
具体的,可以采用以下公式计算等值通货膨胀率复利级数:
Lf=L[fΔ,n]=(1+fΔ)-1+(1+fΔ)-2+……+(1+fΔ)-n=(1-(1+fΔ)Λ(-n))/fΔ
其中,Lf表示等值通货膨胀率复利级数,是L[fΔ,n]的缩写。
步骤S105,根据计息期、等值利率复利级数以及等值通货膨胀率复利级数计算等值综合利率复利级数,并输出计算得到的等值综合利率复利级数。
具体的,可以采用以下公式计算等值综合利率复利级数:
LΔ=L[ip Δ,n]=(1+ip Δ)-1+(1+ip Δ)-2+……+(1+ip Δ)-n=Li×Lf/n
其中,LΔ表示等值综合利率复利级数,是L[ip Δ,n]的缩写。
步骤S106,根据计息期以及等效综合利率计算等效综合利率复利级数,并输出计算得到的等效综合利率复利级数。
具体的,可以采用以下公式计算等效综合利率复利级数:
Figure PCTCN2017096144-appb-000002
其中,L*表示等效综合利率复利级数,是L[ip *,n]的缩写。
步骤S107,获取期初金额。
根据输入值(期初金额)以及等效综合利率复利级数计算等额值,根据计息期、等额值计算现金串价值,并输出现金串真正本金(期初金额)以及计算得到的现金串真正本金百分比。
具体的,可以采用以下公式计算等额值、现金串价值以及现金串真正本金百分比:
A*=Y/L*
J*=A*×n
Y%=Y/J*×100%
其中,A*表示等额值,Y表示现金串真正本金(期初金额),J*表示现金串价值,n表示计息期,Y%表示现金串真正本金百分比。
步骤S108,根据计息期、现金串价值以及等值综合利率复利级数计算现金串本金及其百分比,并输出计算得到的现金串本金及其百分比;
Po=J*×LΔ/n
Po%=Po/J*×100%
其中,Po表示现金串本金,Po%表示现金串本金百分比,J*表示现金串价值,LΔ表示等值综合利率复利级数,n表示计息期。
步骤S109,根据计息期、现金串价值、等值综合利率复利级数以及等值通货膨胀率复利级数计算现金串利息及其百分比,并输出计算得到的现金串利息及其百分比;
S*=J*×(Lf-LΔ)/n
S*%=S*/J*×100%
其中,S*表示现金串利息,S*%表示现金串利息百分比,J*表示现金串价值,Lf表示等值通货膨胀率复利级数,n表示计息期。
步骤S110,根据现金串价值、现金串本金以及现金串利息计算现金串贬值及其百分比,并输出计算得到的现金串贬值及其百分比;
B*=J*-Po-S*
B*%=B*/J*×100%
其中,B*表示现金串贬值,B*%表示现金串贬值百分比,J*表示现金串价值,Po表示现金串本金,S*表示现金串利息。
步骤S111,根据现金串价值、现金串真正本金以及现金串贬值计算现金串真正利息及其百分比,并输出计算得到的现金串真正利息及其百分比。
Sx *=J*-Y-B*
Sx *%=Sx */J*×100%
其中,Sx *表示现金串真正利息,Sx *%表示现金串真正利息百分比,J*表示现金串价值,Y表示现金串真正本金,B*表示现金串贬值。
步骤S112,根据现金串真正本金及其百分比以及现金串本金及其百分比计算现金串飞金及其百分比,并输出计算得到的现金串飞金及其百分比;
Go=Y-Po
Go%=Y%-Po
其中,Go表示现金串飞金,Go%表示现金串飞金百分比,Y表示现金串真正本金,Y%表示现金串真正本金百分比,Po表示现金串本金,Po%表示现金串本金百分比。
应该指出,现金串计算是计算期内参数计算,一年期央行基准利率、计算期对应的央行基准利率以及一年期居民消费价格指数(预测值)来说,以当年有关政府部门公布的公众信息为依据。在此说明有关部门公布的公众信息,尤其居民消费价格指数预测值的准确性不在本案例发明专利之中。同时央行基准利率可乘不同系数表现为各种形式的利率,如房屋贷款利率,商业贷款利率,农业贷款利率等。
举例说明上述过程:2015年1月银行房屋按揭贷款Y=1000万元(输入值),贷款期30年,计息期n=360个月,按照等额本息还款方式计算该贷款总价值(现金串价值)、其中本金(现金串真正本金、现金串本金)、利息(现金串真正利息、现金串利息)和贬值(现金串贬值)多少?
2015年1月中国房屋贷款一年期基准利率r1=5.60%,30年期基准利率r=6.15%,2015年居民消费价格指数增长预测值CPI1=1.5,换算一年期贷款月利率为一年期等效综合利率ip1 *=0.0560/12=0.004667,换算30年贷款月利率为等效综合利率
Figure PCTCN2017096144-appb-000003
计算一年期通货膨胀率f1=0.015。换算月通货膨胀率为等值通货膨胀率f1 =0.015/12=0.00125。
2015-2045年(n=360)等额值(每月计算还款额):
Figure PCTCN2017096144-appb-000004
其中,
Figure PCTCN2017096144-appb-000005
2015-2045年(n=360)现金串价值:
J*=A*×n=6.0923×360=2193.228(万元)
Y%=Y/J*=1000÷2193.228=45.59%
2015年(n=12)等值利率,也是2015-2045年(n=360)等值利率:
Figure PCTCN2017096144-appb-000006
2015-2045年(n=360)等值通货膨胀率:
Figure PCTCN2017096144-appb-000007
2015-2045年(n=360)等值综合利率复利级数:
Figure PCTCN2017096144-appb-000008
其中,
Figure PCTCN2017096144-appb-000009
Figure PCTCN2017096144-appb-000010
2015-2045年(n=360)现金串本金及其百分比:
Po=J*×L[ip Δ,n]/n=2193.228×154.6240÷360=942.0158(万元)
Po%=Po/J*=942.0158÷2193.228=42.95%
2015-2045年(n=360)现金串利息及其百分比:
S*=J*×[L[fΔ,n]-L[ip Δ,n]]/n=2193.228×114.2046÷360=695.7687(万元)
S*%=S*/J*=695.7687÷2193.228=31.72%
2015-2045年(n=360)现金串贬值及其百分比:
B*=J*-Po-S*=2193.2280-942.0158-695.7687=555.4435(万元)
B*%=B*/J*=555.4435÷2193.228=25.33%
2015-2045年(n=360)现金串真正利息及其百分比:
Sx *=J*-Y-B*=2193.2280-1000-555.4435=637.7845(万元)
Sx *%=Sx */J*=637.7845÷2193.228=29.08%
2015-2045年(n=360)现金串飞金及其百分比:
Go=Y-Po=1000-942.0158=57.9842(万元)
Go%=Go/J*=57.9842÷2193.228=2.644%
该例计算现金串价值为2193.2280万元,其中现金串真正本金为1000万元及其百分比45.59%,现金串本金为942.0158万元及其百分比42.95%,现金串真正利息为637.7845万元及其百分比29.08%,现金串利息为695.7687万元及其百分比31.72%,现金串贬值为555.4435万元及其百分比25.33%,以及现金串飞金为57.9842万元及其百分比2.644%。
该例计算原值现金串价谱长度比例ny *:(n-ny *):(n-n)为164:105:91。
该例计算现值现金串价谱长度比例ny :(n-ny ):(n-n)为155:114:91。
该现金串计算系统可以是运行于各终端设备(包括手机、台式电脑、平板电脑等)的软件单元、硬件单元或者软硬件相结合的单元。
该现金串计算系统2包括:
数据获取模块21,用于获取计算期(年数)、年计息周期数、一年期央行基准利率、计算期对应的央行基准利率以及一年期居民消费价格指数,并用于根据计算期、年计息周期数、央行基准利率以及居民消费价格指数计算计息期、一年期等效综合利率、等效综合利率以及一年期等值通货膨胀率,并输出计算 期、央行基准利率以及计算得到的计息期;
等值利率及等值通货膨胀率计算模块22,用于根据一年期等效综合利率以及一年期等值通货膨胀率计算等值利率,还用于根据等效综合利率以及等值利率计算等值通货膨胀率;
等值利率复利级数计算模块23,用于根据计息期以及等值利率计算等值利率复利级数;
等值通货膨胀率复利级数计算模块24,用于根据计息期以及居民消费价格指数计算等值通货膨胀率复利级数,并输出计算得到的等值通货膨胀率复利级数;
等值综合利率复利级数计算模块25,用于根据计息期、等值利率复利级数以及等值通货膨胀率复利级数计算等值综合利率复利级数,并输出计算得到的等值综合利率复利级数;
等效综合利率复利级数计算模块26,用于根据计息期以及等效综合利率计算等效综合利率复利级数,并输出计算得到的等效综合利率复利级数;
现金串价值计算模块27,用于根据输入值(期初金额)以及等效综合利率复利级数计算等额值,还用于根据计息期、等额值计算现金串价值,并输出现金串真正本金(期初金额)及其计算得到的现金串真正本金百分比;
现金串本金计算模块28,用于根据计息期、现金串价值以及等值综合利率复利级数计算现金串本金及其百分比,并输出计算得到的现金串本金及其百分比;
现金串利息计算模块29,用于根据计息期、现金串价值、等值综合利率复利级数以及等值通货膨胀率复利级数计算现金串利息及其百分比,并输出计算得到的现金串利息及其百分比;
现金串贬值计算模块30,用于根据现金串价值、现金串本金以及现金串利息计算现金串贬值及其百分比,并输出计算得到的现金串贬值及其百分比;
现金串真正利息计算模块31,用于根据现金串价值、现金串真正本金以及 现金串贬值计算现金串真正利息及其百分比,并输出计算得到的现金串真正利息及其百分比。
现金串飞金计算模块32,用于根据现金串真正本金及其百分比以及现金串本金及其百分比计算现金串飞金及其百分比,并输出计算得到的现金串飞金及其百分比;
进一步的,数据获取模块21中根据计算期以及年计息周期数计算计息期;根据年计息周期数以及一年期央行基准利率计算一年期等效综合利率;根据年计息周期数以及与之对应的央行基准利率计算等效综合利率;根据年计息周期数以及一年期居民消费价格指数计算一年期等值通货膨胀率的公式为:
n=T·m   (m≥1/T)
ip1 *=r1/m
ip *=r/m
f1 Δ≈(CPI1/100-1)/m
其中,n表示计息期(计息周期数),T表示计算期(年数),m表示年计息周期数(一年内计息周期数),ip1 *表示一年期等效综合利率,r1表示一年期央行基准利率(年利率),ip *表示等效综合利率,r表示计算期对应的央行基准利率(年利率),f1 表示一年期等值通货膨胀率,CPI1表示一年期居民消费价格指数预测值,并输出计算期T以及与之对应的央行基准利率。
进一步的,等值利率及等值通货膨胀率计算模块22中根据一年期等效综合利率及一年期等值通货膨胀率计算等值利率,根据等效综合利率及等值利率计算等值通货膨胀率的公式为:
iΔ=(ip1 *-f1 Δ)/(1+f1 Δ)
fΔ=(ip *-iΔ)/(1+iΔ)
其中,i表示等值利率,ip1 *表示一年期等效综合利率,f1 表示一年期等值通货膨胀率,fΔ表示等值通货膨胀率,ip *表示等效综合利率。
进一步的,等值利率复利级数计算模块23中根据计息期以及等值利率计算 等值利率复利级数的公式为:
Li=(1-(1+iΔ)Λ(-n))/iΔ
其中,Li表示等值利率复利级数,n表示计息期。
进一步的,等值通货膨胀率复利级数计算模块24中根据计息期以及等值通货膨胀率计算等值通货膨胀率复利级数的公式为:
Lf=(1-(1+fΔ)Λ(-n))/fΔ
其中,Lf表示等值通货膨胀率复利级数。
进一步的,等值综合利率复利级数计算模块25中根据计息期、等值利率复利级数以及等值通货膨胀率复利级数计算等值综合利率复利级数的公式为:
LΔ=Li×Lf/n;
其中,LΔ表示等值综合利率复利级数。
进一步的,等效综合利率复利级数计算模块26中根据计息期以及等效综合利率计算等效综合利率复利级数的公式为:
Figure PCTCN2017096144-appb-000011
其中,L*表示等效综合利率复利级数。
进一步的,现金串价值计算模块27中根据输入值(期初金额)以及等效综合利率复利级数计算等额值,根据计息期以及等额值计算现金串价值以及现金串真正本金百分比,并输出现金串真正本金(期初金额)以及计算得到的现金串真正本金百分比的公式为:
A*=Y/L*
J*=A*×n
Y%=Y/J*×100%
其中,A*表示等额值,Y表示现金串真正本金,J*表示现金串价值,Y%表示现金串真正本金百分比。
进一步的,现金串本金及其百分比计算模块28中根据计息期、现金串价值以及等值综合利率复利级数计算现金串本金及其百分比,并输出计算得到的现 金串本金及其百分比的公式为;
Po=J*×LΔ/n
Po%=Po/J*×100%
其中,Po表示现金串本金,Po%表示现金串本金百分比。
进一步的,现金串利息及其百分比计算模块29中根据计息期、现金串价值、等值综合利率复利级数以及等值通货膨胀率复利级数计算现金串利息及其百分比,并输出计算得到的现金串利息及其百分比的公式为:
S*=J*×(Lf-LΔ)/n
S*%=S*/J*×100%
其中,S*表示现金串利息,S*%表示现金串利息百分比。
进一步的,现金串贬值及其百分比计算模块30中根据现金串价值、现金串本金以及现金串利息计算现金串贬值及其百分比,并输出计算得到的现金串贬值及其百分比的公式为:
B*=J*-Po-S*
B*%=B*/J*×100%
其中,B*表示现金串贬值,B*%表示现金串贬值百分比。
进一步的,现金串真正利息及其百分比计算模块31中根据现金串价值、现金串真正本金以及现金串贬值计算现金串真正利息及其百分比,并输出计算得到的现金串真正利息及其百分比的公式为:
Sx *=J*-Y-B*
Sx *%=Sx */J*×100%
其中,Sx *表示现金串真正利息,Sx *%表示现金串真正利息百分比。
进一步的,现金串飞金及其百分比计算模块32中根据现金串真正本金及其百分比以及现金串本金及其百分比计算现金串飞金及其百分比,并输出计算得到的现金串飞金及其百分比的公式为:
Go=Y-Po
Go%=Y%-Po
其中,Go表示现金串飞金,Go%表示现金串飞金百分比,Y表示现金串真正本金,Y%表示现金串真正本金百分比,Po表示现金串本金,Po%表示现金串本金百分比。
所属领域的技术人员可以清楚地了解到,为了描述的方便和简洁,仅以上述各功能模块的划分进行举例说明,实际应用中,可以根据需要而将上述功能分配由不同的功能单元、模块完成,即将飞金计算系统的内部结构划分成不同的功能单元或模块,以完成以上描述的全部或者部分功能。实施例中的各功能模块可以集成在一个处理单元中,也可以是各个单元单独物理存在,也可以两个或两个以上单元集成在一个单元中,上述集成的单元既可以采用硬件的形式实现,也可以采用软件功能单元的形式实现。另外,各功能模块的具体名称也只是为了便于相互区分,并不用于限制本申请的保护范围。上述现金串计算系统中各模块的具体工作过程,可以参考前述方法实施例中的对应过程,在此不再赘述。
如图3所示的本发明实施例中的现金串计算系统可以包括:一个或多个处理器301(图中仅示出一个),一个或多个输入设备302(图中仅示出一个),一个或多个输出设备303(图中仅示出一个)和存储器304。上述处理器301、输入设备302、输出设备303和存储器304通过总线305连接。其中:
处理器301,用于通过输入设备302获取计算期、年计息周期数、一年期央行基准利率、计算期对应的央行基准利率以及一年期居民消费价格指数,还用于根据计算期、年计息周期数、央行基准利率、居民消费价格指数计算计息期、一年期等效综合利率、等效综合利率以及一年期等值通货膨胀率,并通过输出设备303输出计算期以及央行基准利率;
处理器301,还用于根据一年期等效综合利率以及一年期等值通货膨胀率计算等值利率;根据等效综合利率以及等值利率计算等值通货膨胀率;根据计息期以及等值利率计算等值利率复利级数;根据计息期以及等值通货膨胀率计 算等值通货膨胀率复利级数;根据计息期、等值利率复利级数以及等值通货膨胀率复利级数计算等值综合利率复利级数;根据计息期以及等效综合利率计算等效综合利率复利级数,并通过输出设备303输出计算得到的计息期、等值通货膨胀率复利级数、以及不间断地交替输出计算得到的等值综合利率复利级数与等效综合利率复利级数,显示现金串价谱和飞金现象;
处理器301,还用于通过输入设备302获取期初金额,根据输入值(期初金额)以及等效综合利率复利级数计算等额值,也用于根据计息期、等额值计算现金串价值,并通过输出设备303输出现金串真正本金(期初金额)以及计算得到的现金串真正本金百分比;
处理器301,还用于根据计息期、现金串价值以及等值综合利率复利级数计算现金串本金及其百分比,并通过输出设备303输出计算得到的现金串本金及其百分比;
处理器301,还用于根据计息期、现金串价值、等值综合利率复利级数以及等值通货膨胀率复利级数计算现金串利息及其百分比,并通过输出设备303输出计算得到的现金串利息及其百分比;
处理器301,还用于根据现金串价值、现金串本金以及现金串利息计算现金串贬值及其百分比,并通过输出设备303输出计算得到的现金串贬值及其百分比;
处理器301,还用于根据现金串价值、现金串真正本金以及现金串贬值计算现金串真正利息及其百分比,并通过输出设备303输出计算得到的现金串真正利息及其百分比。
处理器301,还用于根据现金串真正本金及其百分比以及现金串本金及其百分比计算现金串飞金及其百分比,并通过输出设备303输出计算得到的现金串飞金及其百分比;
存储器304,用于存储输入设备302获取的计算期、年计息周期央数、一年期央行基准利率、计算期对应的央行基准利率、一年期居民消费价格指数以 及期初金额;还用于存储处理器301计算得到的结果值,结果值包括计息期、一年期等效综合利率、等效综合利率、一年期等值通货膨胀率、等值利率、等值利率复利级数、等值通货膨胀率、等值通货膨胀率复利级数、等值综合利率复利级数、等效综合利率复利级数、等额值、现金串价值、现金串真正本金及其百分比、现金串本金及其百分比、现金串利息及其百分比、现金串贬值及其百分比、现金串真正利息及其百分比以及现金串飞金及其百分比等。
应当理解,在本发明实施例中,处理器301可以是中央处理单元(Central Processing Unit,CPU),该处理器还可以是其他通用处理器、数字信号处理器(Digital Signal Processor,DSP)、专用集成电路(Application Specific Integrated Circuit,ASIC)、现成可编程门阵列(Field-Programmable Gate Array,FPGA)或者其他可编程逻辑器件、分立门或者晶体管逻辑器件、分立硬件组件等。通用处理器可以是微处理器或者该处理器也可以是任何常规的处理器等。
输入设备302可以包括触控板、指纹采传感器(用于采集用户的指纹信息和指纹的方向信息)、麦克风等。
输出设备303可以包括显示器(LCD等)、扬声器等。
存储器304可以包括只读存储器和随机存取存储器,并向处理器301提供指令和数据。存储器304的一部分还可以包括非易失性随机存取存储器。例如,存储器304还可以存储设备类型的信息。
在本申请所提供的实施例中,应该理解到,所揭露的飞金计算系统和方法,可以通过其它的方式实现。例如,以上所描述的飞金计算系统实施例仅仅是示意性的,例如,模块的划分,仅仅为一种逻辑功能划分,实际实现时可以有另外的划分方式,例如多个模块或组件可以结合或者可以集成到另一个系统,或一些特征可以忽略,或不执行。另一点,所显示或讨论的相互之间的耦合或直接耦合或通信连接可以是通过一些接口,装置或单元的间接耦合或通信连接,可以是电性,机械或其它的形式。
作为分离部件说明的模块可以是或者也可以不是物理上分开的,作为单元 显示的部件可以是或者也可以不是物理单元,即可以位于一个地方,或者也可以分布到多个网络单元上。可以根据实际的需要选择其中的部分或者全部单元来实现本实施例方案的目的。
另外,在本发明实施例中的各功能模块可以集成在一个处理单元中,也可以是各个单元单独物理存在,也可以两个或两个以上单元集成在一个单元中。
功能如果以软件功能单元的形式实现并作为独立的产品销售或使用时,可以存储在一个计算机可读取存储介质中。基于这样的理解,本发明的技术方案本质上或者说对现有技术做出贡献的部分或者该技术方案的部分可以以软件产品的形式体现出来,该计算机软件产品存储在一个存储介质中,包括若干指令用以使得一台计算机设备(可以是个人计算机,服务器,或者网络设备等)执行本发明各个实施例方法的全部或部分步骤。而前述的存储介质包括:U盘、移动硬盘、只读存储器(ROM,Read-Only Memory)、随机存取存储器(RAM,Random Access Memory)、磁碟或者光盘等各种可以存储程序代码的介质。
以上实施例仅用以说明本发明的技术方案,而非对其限制;尽管参照前述实施例对本发明进行了详细的说明,本领域的普通技术人员应当理解:其依然可以对前述各实施例所记载的技术方案进行修改,或者对其中部分技术特征进行等同替换;而这些修改或者替换,并不使相应技术方案的本质脱离本发明实施例各实施例技术方案的精神和范围。
现金串价谱是用于金融市场、房屋按揭贷款市场推广宣传的专业投资价谱。
现金串价谱有现金串屏、现金串柱、现金串球等多种器具表现,实现原值现金串真正本金、真正利息和贬值的价谱图形显示、现金串真正本金、真正利息和贬值计算数据显示以及飞金现象的显示。
进一步的,为了更好的理解本发明,下面对现金串(包括现金串及其计算方法)及其价谱进行具体的说明:
(1)现金流价值分布
货币具有随时间增值功能,这是货币单利计算的基础,货币增值具有繁衍 功能,这是货币复利计算的基础,在此引出了现值(本金)、增值(利息)和终值的概念,不同时间终值可以现值相等,这就是货币等值的概念。经过一段金融实践,产生了现金流和现金流等值。
现金流名义利率是现金流等值的计算利率,名义利率中实际利率往往是不变的,因为它代表实际购买力,因此可以得出名义利率与通货膨胀率同方向变化,即通货膨胀率变化带来了名义利率的变化。
首先根据一年期居民消费价格指数CPI的相对值计算该年的通货膨胀率f1,再换算计算该年的等值通货膨胀率为:
Figure PCTCN2017096144-appb-000012
式中CPI1为一年期居民消费价格指数的预测值,CPI0为上年居民消费价格指数的基准值。通常官方公布居民消费价格指数CPI1是选择上年居民消费价格指数CPI0为基准值100,于是上式变为:
Figure PCTCN2017096144-appb-000013
在金融实践中居民消费价格指数CPI1不用官方公布的发展速度表述,而是多选择增长速度百分数来表述,例如官方公布CPI1=102.5,金融实践中采用CPI1=2.5,并采用以下简化公式:
Figure PCTCN2017096144-appb-000014
根据一年期央行基准利率r1计算该年等效综合利率ip1 *,再根据该年等值通货膨胀率f1 ,计算该年等值利率i,即
ip1 *=r1/m
Figure PCTCN2017096144-appb-000015
由于计算期内等效综合利率中等值利率i是不变的(计算期内实际利率不变,通货膨胀率与名义利率同方向变化),因此根据计算期对应的央行基准利 率r计算等效综合利率ip *,再根据等值利率i,计算等值通货膨胀率f,即
ip *=r/m
Figure PCTCN2017096144-appb-000016
现金流按照时间流动的方式有现值、等额值和终值的概念,这是金融界已经沿用几百年的一种被人接受的经济模式,现将现金流按照空间分布的方式提出空间原值(本金)、全值(本金+利息)和末值(利息)的概念,将时间价值流转变为空间价值场观念。
计算期T是计算时间年数,计息期n是计息周期数,年计息周期数m是每年的计息周期数,因此n=T·m。选定计息周期就确定了唯一的年计息周期数m。现金流分为多周期等额现金流(计息期n为整数)和单周期终值现金流(计息期n=1),在本案例中是仅讨论多周期等额现金流,它的计算是实际利率的复利计算,而单周期终值现金流被看作为计息期为1条件下的等额现金流,它的计算是名义利率的单利计算,现在金融界定期储蓄就是单周期终值现金流。
如图4所示,在现金流的利率和通货膨胀率(居民物价消费指数)恒定不变的条件下,计算期内任何资金(任何时点、任何大小)都有唯一的等额现金流与之对应,因此现金流通常是等额现金流。现金流价值划分为三部分,第一部分是初始现值(本金P),第二部分是时间增值(利息S*),第三部分是时间贬值(贬值B*),可以证明:现金流先有本金才有利息,有了本金和利息才有贬值,本金在时间轴上分布是由小到大非线性分布,利息在时间轴上分布由大到小,也是非线性分布。本金与利息的和是不变元A,不变元A考虑贬值得到实际元A*,这是现在流行的按照基准利率r计算的现金流价值时间分布。
不变元(无通货膨胀货币)现值是时间初始点的价值(不含时间价值),即本金,增值是时间终点的价值与初始点价值的差(仅含时间价值),即利息,定义不变元现金流价值就是现值与增值的和,即时间终点的价值。这是单计息周期现金流的价值分布,对于多计息周期现金流价值分布是现值、等额值和现 金流价值。
不变元现金流等额值A贴现初始点(空间原点)价值为现值P,即
P=A·(1+i)-1+A·(1+i)-2+……+A·(1+i)-n=A·L[i,n]=A·ny
式中L空间级数定义为:
L[i,n]=(1+i)-1+(1+i)-2+……+(1+i)-n=ny
假设利率i=0,则L[i,n]=n;假设i=∝则L[i,n]=0。于是上式变换为:
Figure PCTCN2017096144-appb-000017
即L[i,n]=L[i=0,ny]+L[i=∝,n-ny]
上式说明计息期为n,利率为i的现金流可以看成为两段现金流组成,一段是计息期为ny,利率为零的现值现金流,另一段是计息期为n-ny,利率为无穷大的增值现金流,这是不变元现金流价值计息过程转换为现金流价值储存过程的变换公式,它为现金流价值空间分布提供了理论基础。具体地说是:
(a)现金流由两部分组成,一部分是现值现金流(本金现金流),另一部分是增值现金流(利息现金流),现值现金流在前,包括空间原点,增值现金流在后,包括空间末点;它们前后不能互换;
(b)现值现金流是集中现值,增值现金流是集中增值,它们不可交叉分布;
(c)现值现金流现值可集中于空间原点,增值现金流增值可集中于空间末点。
(d)现金流价值J是现值与增值的和,表现为计息期n与等额值A的乘积。
比较图4、图5,现金流价值时间分布与空间分布有了很大的区别,但是坐标轴几乎没有区别,纵轴没有改变,横轴时间改为空间,这仅仅是将时间概念转变为计息期概念,坐标值没有变化。现金流价值空间分布将给人们观念带来 很大的冲击,它是时间分布的一种优化形态,由此将会揭开现金流疑团的面纱。
应该指出,图5所示现金流价值空间分布是采用了人们熟悉的沿等额值方向区分的实际元价值分布,它与沿计息期方向区分的实际元价值分布是一致的。
(2)二维计息周期空间现金串
图6示出了本发明实施例提供的二维计息周期空间的实际元(通货膨胀货币)价值分布,该分布过程详述如下:
现金流价值J*是计息期n与等额值A*的乘积,从而说明现金流价值J*可用现金流模型面积来表述,它将动态模拟现金流的价值与其模型物理空间面积联系起来。从现金流到现金流模型是一种从时间价值流动到空间价值分布的转换。
货币增值及贬值功能是货币随时间增值和贬值。如何表现货币增值及贬值功能,现是采用时间标杆进行时间价值和时间贬值的计算,通过现金流向现金流模型(见图6)的转变,除此之外,发现货币增值功能表现形式不是唯一的,除了时间标杆n之外,还存在一种价值标杆,这就是等额值A*。采用价值标杆进行增值和贬值等值计算,用不同标杆计算现值相等,创建了二维计息周期空间模型,即
Figure PCTCN2017096144-appb-000018
式中r=i+f+i·f
通过模型不同标杆利率(时间标杆名义利率为r,价值标杆名义利率为ra)将计息期n和等额值A*的二维现金流模型改建为计息周期数n和计息周期数A*的二维计息周期空间,它是人的视觉不可见的虚拟空间,也是现金流直觉感受存在的现实空间,由一种经济学经济造型改建为物理学物理模型(见图6)。
应该指出,二维计息周期空间面积与物理空间面积不同之处在于,前者面积单位不是计息周期的平方,而是具有均值的计息周期,即具有均值A的计息周期n,或具有均值n的计息周期A,二维计息周期空间面积单位的双重性就带来了现金流价值用二维计息周期空间面积计算的约束问题。
可见现金流等值(在恒定利率条件下不同时点不同资金价值在计算期内任意时点价值相等)元素现值P、增值S*、贬值B*和价值J*就演变为二维计息周期空间等值元素。应该指出,现金流价值J*可用二维计息周期空间面积来表述,但它的等值元素用面积表述时,存在计息期n不变,或等额值A*不变的条件,因此将现金流价值J*改用二维计息周期空间对角线W路径来表述,该路径具有价值强度(单位计息周期的现金流价值)V*,即
Figure PCTCN2017096144-appb-000019
Figure PCTCN2017096144-appb-000020
由于等值路径现值段具有原点,增值段具有分界点,贬值段具有末点,于是认定在现金流平面对角线上的等值路径原点可积聚空间现值Po(Po=P),在分界点可积聚时间价值S*(时间价值产生贬值),在末点可积聚时间贬值B*
在利率变化的条件下,按照货币增值和贬值计算规则首先将变化实际利率演变为恒定等值利率iΔ,将变化通货膨胀率演变为恒定等值通货膨胀率fΔ,即
Figure PCTCN2017096144-appb-000021
Figure PCTCN2017096144-appb-000022
其中
Figure PCTCN2017096144-appb-000023
是k(k=1,2,……,n)时间点平均实际利率,
Figure PCTCN2017096144-appb-000024
是k(k=1,2,……,n)时间点平均通货膨胀率。
因为等值利率及等值通货膨胀率是各时间点利率相同的恒定利率,因此用等值利率及等值通货膨胀率按照名义利率r公式引申计算等效综合利率ip *为:
ip *=iΔ+fΔ+iΔ·fΔ
按照恒定等效综合利率ip *计算有效价值(空间原值)Y为:
Y=A*·(1+ip *)-1+A*·(1+ip *)-2+……+A*·(1+ip *)-n=A*·L[ip *,n]=A*·ny *
上式是按照恒定等效综合利率ip *计算空间原值Y的复转利计算公式。
如图6所示,在二维计息周期空间中观察等效综合利率ip *计算的有效价值(空间原值)和无效价值(增贬值),存在垂直交界线n y *和水平交界线A y *,它们相交于对角线上等效交界点Wy *,因此已知ny *就求出Ay *为:
Figure PCTCN2017096144-appb-000025
由于等效路径的前段具有原点,后段具有末点,于是认定在等效路径原点可积聚空间原值Y,在末点可积聚增贬值X*(时效价值Sx *+时间贬值B*)。
除上述等效空间结构之外,将实际元等值利率iΔ与等值通货膨胀率fΔ按照先增值后贬值(利息贬值)的等值空间结构(见图5)合成为等值综合利率ip Δ,得到有效价值(空间现值)Po(Po=P)为:
Figure PCTCN2017096144-appb-000026
即L[ip Δ,n]·n=L[iΔ,n]·L[fΔ,n]    (ny Δ=L[ip Δ,n])
式中实际元等额值A*与不变元等额值A的关系式为:
Figure PCTCN2017096144-appb-000027
Figure PCTCN2017096144-appb-000028
上式是按照等值综合利率ip 计算空间现值Po的复利计算公式。
如图6所示,在二维计息周期空间用等值综合利率ip Δ计算空间现值Po、时间价值S*和时间贬值B*,存在垂直交界线ny Δ和水平交界线Ay Δ,它们相交于对角线上等值交界点Wy Δ,因此已知ny 就求出Ay 为:
Figure PCTCN2017096144-appb-000029
二维计息周期空间模型对角线W(现值维n与增值维A*的对角线)是一种路径,由此可以制作一种容纳货币价值的人造物,称它为现金串,现金串特征是它有长度W,长度单位是计息周期,长度计算是复利级数计算,也有价 值强度V*,它的价值为J*=W·V*,是一种容纳现金流价值的金融工具。
在现金串中先后排序有空间原点、有效价值与货币增值的交界点、货币增值与货币贬值的分界点和空间末点,在这些节点上可以聚集不同性质的价值。这就是说现金串是用分段线段有序容纳有效价值、货币增值和货币贬值。以上现金流用面积容纳现金流价值的(a)、(b)、(c)、(d)的4个特点,同样适用于现金串用路径容纳现金串价值,现金串价值就是现金流价值。
在二维计息周期空间中,现金串W是可以根据路径关系计算的计息周期数,它也和等额值计息周期数A*一样可以应用计息周期数W计算自身的利率ipw ,即
Figure PCTCN2017096144-appb-000030
在前投资项目资金总价值是用现金流价值来表达的,现金流价值中本金多少,增贬值多少?只有通过专业人士计算才能解答,客户最为关心的是如何将增贬值中真实利息和贬值分开,需要付出的真实利息是多少?现在将现金流改变为现金串,投资项目资金总价值是用现金串价值来表达的,现金串价值中真正本金多少,真正利息多少,贬值多少是通过二维计息周期空间现金串的原点、交界点、分界点以及末点相对位置来表达的,客户易于观察和接受,用现金串替代现金流是一种科学技术的进步。
(3)现金串利率价谱
自然界白光可以分解为七色光,按照频率不同排列形成光谱。现金串价值也可以分解为本金、利息和贬值,按照利率极值不同排列形成价值序谱,称它为现金串利率价谱,简称现金串价谱。
在货币通货膨胀条件下,实际元现金流等额值A*贴现初始点现值P为:
P=A*·(1+r)-1+A*·(1+r)-2+……+A*·(1+r)-n=A*·L[r,n]
式中名义利率r是不变实际利率i和不变通货膨胀率f合成的不变利率。
由此可见,在无通货膨胀条件下的不变元现金流的价值分布,也可应用于 在有通货膨胀条件下的实际元现金流的价值分布,具有相同的价值分布的(a)、(b)、(c)、(d)的4个特点,所不同的是增值现金流变换为增贬值(增值+贬值)现金流,即
L[r,n]=L[r=0,ny r-0]+L[i=∝,n-ny r]+L[f=∝,n-n]
式中ny r=L[r,n]    (r=i+f+i·f)
n=L[f,n]
如图6所示,在二维计息周期空间模型中,由于现金串原点0、交界点Wy、分界点W和末点Wr分段比例,等于现金流流始点0、交界点ny、分界点n和终点n分段比例,现金流时间流程计息期n相当于现金串空间路径计息期Wr,现金流时间流程计息周期利率r相当于现金串空间路径计息周期利率rw,它们具有如下等式:
Figure PCTCN2017096144-appb-000031
因此,以上现金流价值的分析可以完全应用于现金串价值分析。
如图6所示,在实际利率以及通货膨胀率不变的条件下,现金流分段容纳本金、利息和贬值,对于按照名义利率r的复利计算,具有比例式:
J*:P:S*:B*=Wr:(Wy r-0):(W-Wy r):(Wr-W)   (A*≠0;n≠0)
即J*:P:S*:B*=n:(ny r-0):(n-ny r):(n-n)    (A*≠0;n≠0)
该比例式是名义现金串价谱比例式,根据现金流等值也得到以上相同的比例式,因此,名义现金串价谱比例式就是现金流价谱比例式。
如图7所示,根据名义现金串价谱比例式,现金串是由本金现金串、利息现金串和贬值现金串组成,从现金串原点0开始,本金现金串是第一现金串0~ny r,其特征r=0为实际利率i=0,通货膨胀率f=0;利息现金串是第二现金串ny r~n,其特征i=∝为实际利率i=∝,通货膨胀率f=0;贬值现金串是第三现金串n~n, 其特征f=∝为实际利率i=0,通货膨胀率f=∝;直到现金串末点n。它们是不能颠倒排列的。由此得到了由实际利率及通货膨胀率为零或无穷大决定的名义现金串利率价谱,也是现金流利率价谱,它们不同之处是前者长度为Wr,价值强度是V*,后者计息期为n,等额值为A*
在人们投资活动中,是通过实际利率i和通货膨胀率f来计算现金流等额值A*(现金流价值J*=n·A*),从本质上分析,这仅仅是利率、通货膨胀率为零或无穷大决定的现金串利率价谱的综合表现形式(现金串价值J*=P+S*+B*),它就像人们见到的白光是不同频率七色光的综合表现形式一样。
现金串利率价谱就直接显示了现金串本金、利息和贬值的比例关系。
如图6所示,在实际利率及通货膨胀率变化的条件下,现金串分段容纳本金、利息和贬值,对于按照等值综合利率ip 的复利计算,具有比例式:
J*:Po:SΔ:B*=WΔ:(Wy Δ-0):(W-Wy Δ):(W-W)    (A*≠0;n≠0)
即J*:Po:SΔ:B*=n:(ny Δ-0):(n-ny Δ):(n-n)   (A*≠0;n≠0)
式中现金串等值交界点ny 为:
ny Δ=L[ip Δ,n]=L[iΔ,n]·L[fΔ,n]/n
在实际利率及通货膨胀率变化条件下,等值综合利率ip 计算空间现值Po,等于不变实际利率及通货膨胀率条件下名义利率r计算现值P,因此ny =ny r,它们的交界点相同,分界点也相同(S=S*),它们的比例式是相同的。比例式直接反映了现金流中本金、利息和贬值的比例,称该比例式也为现值现金串价谱比例式,因此现值现金串利率价谱就是名义现金串利率价谱,也是现金流利率价谱,但是它们的前提条件不同。
如图7所示,现金流基本参数是现金流计息期、实际利率及通货膨胀率,现在应用现值现金串利率价谱直接显示现金流本金、利息和贬值比例关系。
如图8所示,在实际利率及通货膨胀率变化条件下,现金串分段容纳真正本金、真正利息和贬值,对于按照等效综合利率ip *的复转利计算,具有比例式:
J*:Y:Sx *:B*=W*:(Wy *-0):(W-Wy *):(W-W)    (A*≠0;n≠0)
即J*:Y:Sx *:B*=n:(ny *-0):(n-ny *):(n-n)    (A*≠0;n≠0)
式中现金串等效交界点ny *为:
ny *=L[ip *,n]   (ip *=iΔ+fΔ+iΔ·fΔ)
在实际利率及通货膨胀率变化条件下,等值综合利率ip 计算空间现值Po,不等于等效综合利率ip *计算空间原值Y,因此ny ≠ny *,它们的交界点不同,变化实际利率及通货膨胀率条件下等效综合利率ip *计算的比例式,反映了现金串中真正本金、真正利息和贬值的比例,称该比例式为原值现金串价谱比例式。
式中原值现金串、现值现金串和名义现金串具有相同长度,即W*=W=W。
如图7、8所示,在实际利率及通货膨胀率变化的条件下,一种是等值综合利率ip 计算的本金、利息以及贬值构成的现值现金串价谱,另一种是等效综合利率ip *计算的真正本金、真正利息以及贬值构成的原值现金串价谱,它们统称为现金串价谱。
现金串价谱可以是现值现金串价谱与原值现金串价谱的组合形式,即现金串价谱是本金、飞金、真正利息和贬值的价谱,或真正本金、飞息、利息和贬值的价谱,它们的比例式是:
J*:Po:Go:Sx *:B*=n:(ny Δ-0):(ny *-ny Δ):(n-ny *):(n-n)   (A*≠0;n≠0)
J*:Y:(-Go):S*:B*=n:(ny *-0):(ny Δ-ny *):(n-ny Δ):(n-n)   (A*≠0;n≠0)
现金串价谱将飞金价谱列入价谱的一个组成部分是具有重要意义的,它说明在实际利率和通货膨胀率变化的条件下,飞金(飞息)是一种客观存在,是区别于本金、利息的第三经济要素。当然,现金串价谱比例式并不是投资价谱比例式,即在投资价谱比例式中不能同时出现本金和真正利息,也不能同时出现真正本金和利息,只能同时出现本金和利息,或同时出现真正本金和真正利息,飞金只能是通过飞金穿越的“飞金现象”表现出来,这说明现金串价谱是存在缺陷的,也就是说由于二维计息周期空间不能实现飞金穿越,带来了二维计 息周期空间现金串价谱的残缺。
根据现值现金串以及原值现金串的价谱比例式,它们的原点、交界点、分界点和末点的分段比例仅与计息期、实际利率及通货膨胀率有关,而与真正本金或本金的大小无关,因此现金串价谱比例式是现金串价谱的基础公式,公式成立的条件是等额值A*≠0和计息期n≠0,其中任何一个条件不满足,现金串价谱比例式不成立。或是说在A*=0的条件下,现金串就演变为时间维,尽管现金串价谱比例式是用时间维参数描述,但它不是时间价谱比例式,也不是现金流价谱比例式。
在不会混淆的条件下,现金串价谱比例式是用时间维参数描述,空间现金串长度是计息期n,现金串价值强度是等额值A*
(4)现金串飞金现象
三种现金串价谱提出了三种空间原点价值的计算方法,名义现金串价谱采用名义利率r计算现值P,这是现金流等值计算的结果,即假定实际利率i及通货膨胀率f都为不变利率进行计算的结果,但是,在金融界活动中这种不变利率是不存在的,采用名义利率r计算现值P的现金流等值原理存在前提条件错误的缺陷,即名义现金串价谱存在前提条件错误的缺陷。
现值现金串价谱采用等值综合利率ip 计算空间现值Po,它是在价值空间场中,假定货币通货膨胀只会带来货币贬值而不会影响货币增值,按照先货币增值后货币贬值的步骤计算的结果,因此空间现值Po等于现值P。
原值现金串价谱采用等效综合利率ip *计算空间原值Y,它是在价值空间场中,假定货币通货膨胀带来货币贬值同时还会影响货币增值,按照货币增值与货币贬值合并的步骤计算的结果,因此空间原值Y不等于空间现值Po,即出现了空间原值Y(真正本金)与空间现值Po(本金)的差Go,称它为飞金,即
Go=Y-Po
飞金可为负值(-Go),称它为飞息。
由此可见,原值现金串价谱与现值现金串价谱的主要区别是飞金的出现。
由于飞金不会影响现金串价值的大小,也不会影响本利(本金+利息)的大小,因此飞金是不同于本金、利息的第三经济要素。飞金在原值现金串价谱中是无法显示的,它产生效果是原值现金串价谱中有部分真正本金(飞金)的实际利率i=0,改变为实际利率i=∝,它带来了飞金穿越等效交界点变成利息,此时等效交界点消失,出现了等值交界点,称这种飞金穿越现象为飞金现象。
飞金现象是二维计息周期空间无法解释的经济现象。
进一步,飞金是现金串态叠加的隐形传输价值。
三种现金串价谱提出了三种空间原点价值的计算方法,名义现金串价谱采用名义利率r计算现值P,这是现金流等值计算的结果,即假定实际利率i及通货膨胀率f都为不变利率进行计算的结果。
现值现金串价谱采用等值综合利率ip 计算空间现值Po,它是在价值空间场中,假定货币通货膨胀只会带来货币贬值而不会影响货币增值,按照先货币增值后货币贬值的步骤计算的结果,因此空间现值Po等于现值P。
原值现金串价谱采用等效综合利率ip *计算空间原值Y,它是在价值空间场中,假定货币通货膨胀带来货币贬值同时还会影响货币增值,按照货币增值与货币贬值合并的步骤计算的结果,因此空间原值Y不等于空间现值Po,即出现了空间原值Y(真正本金)与空间现值Po(本金)的差Go,称它为飞金,飞金可为负值(-Go),称它为飞息。
在变化实际利率和变化通货膨胀率的条件下,用等效综合利率ip *计算空间原值为:
Y=A*·L[ip *,n]    (ip *=iΔ+fΔ+iΔ·fΔ)
在变化实际利率和变化通货膨胀率的条件下,用等值综合利率ip 计算空间现值为:
Figure PCTCN2017096144-appb-000032
由此得到不等式:
Figure PCTCN2017096144-appb-000033
式中i是恒定等值利率,f是恒定等值通货膨胀率。
在不变实际利率和不变通货膨胀率的条件下,用等效综合利率ip *计算空间原值为:
Yo=A*·L[ip *,n]=A*·L[r,n]=P   (ip *=r=i+f+i·f)
在不变实际利率和不变通货膨胀率的条件下,用等值综合利率ip 计算空间现值为:
Figure PCTCN2017096144-appb-000034
由此得到等式:
Figure PCTCN2017096144-appb-000035
已经数学证明(略)上不等式和等式是正确的,它就直接地证实了飞金(空间原值与空间现值的差,也是空间原值与现值的差)的存在。
显然,在变化实际利率和变化通货膨胀率的条件下,用等效综合利率ip *计算空间原值Y不等于用等值综合利率ip 计算空间现值Po,在不变实际利率和不变通货膨胀率的条件下,用等效综合利率ip *计算空间原值Yo等于用名义利率r计算现值P,也等于用等值综合利率ip 计算空间现值Po,这就直接说明实际利率及通货膨胀率的变化带来了空间原值Y与现值P不等,也说明货币增值与贬值计算路径的合并与分开的变化带来了空间原值Y与空间现值Po不等。
由于实际利率和通货膨胀率变化,还是不变化是一种现金串观察测量的结果,货币增值与贬值计算路径的合并,还是分开是现金串叠加态纠缠的结果,按照物理量子力学态叠加原理,分析名义现金串、现值现金串和原值现金串,形成现金串态叠加方法,其结论如下:
(a)现金串是一种空间价谱形态,具有线性相关叠加态的性质;
(b)名义现金串、现值现金串、原值现金串是三种不同的叠加态;
(c)名义现金串与原值现金串单体叠加态,坍缩为原值现金串;
(d)现值现金串与原值现金串多体叠加态,纠缠为原值现金串;
(e)飞金是纠缠态叠加的结果,是一种隐形传输价值。
在物理量子力学中有态叠加原理,最有名的是量子力学创始人薛定谔设想的“薛定谔的猫”的实验,他阐述了既死又活的叠加态猫。在二维计息周期空间中也同样存在既死又活的叠加态现金串,死态现金串是实际利率和通货膨胀率不发生变化的名义现金串,不存在飞金;活态现金串是实际利率和通货膨胀率发生变化的原值现金串,存在飞金。
现金串存在态叠加,由于实际利率和通货膨胀率变化带来现金串单体态叠加。在人们没有观察之前,现金串存在两种状态,一种是名义现金串状态(不变实际利率及不变通货膨胀率),另一种是原值现金串状态(变化实际利率及变化通货膨胀率),由于它们的区别不是存在的不同(现金串长度相同,价值强度相同,等值利率(实际利率)大小相同,等值通货膨胀率(通货膨胀率)大小相同,计息路径也相同),而是状态的不同(现金串价谱存在飞金的不同),在人们没有观察之前,它们是无法确定的,是一种单体态叠加,当人们观察到通货膨胀率变化时(央行基准利率与计算期有关),现金串叠加态坍缩为唯一状态,原两种不确定状态就变成为唯一确定的原值现金串状态,原值现金串价谱中存在飞金就被确定下来。
名义现金串与原值现金串是现金串单体叠加态,并且最后坍缩为原值现金串,名义现金串与原值现金串的区别是,前者实际利率不变和通货膨胀率不变,后者实际利率变化和通货膨胀率变化,它们是计息的过程不同反映了状态的不同,是一种现金串单体叠加。现值现金串与原值现金串的区别是,前者计息路径与贬值路径分开计算,后者计息路径与贬值路径合并计算,它们是计息的路径不同带来了二维计息周期现值维改变为原值维,增值维改变为效值维,它们反映了实体的不同,是一种现金串多体叠加。

Claims (8)

  1. 一种现金串的计算方法,其特征在于,包括:
    获取计算期、年计息周期数、一年期央行基准利率、计算期对应的央行基准利率以及一年期居民消费价格指数,计算计息期、一年期等效综合利率、等效综合利率以及一年期等值通货膨胀率,并输出计算期、央行基准利率以及计算得到的计息期;
    根据所述一年期等效综合利率以及一年期等值通货膨胀率计算等值利率;
    根据所述等效综合利率以及等值利率计算等值通货膨胀率;
    根据所述计息期以及所述等值利率计算等值利率复利级数;
    根据所述计息期以及等值通货膨胀率计算等值通货膨胀率复利级数,并输出计算得到的等值通货膨胀率复利级数;
    根据所述计息期、等值利率复利级数以及等值通货膨胀率复利级数计算等值综合利率复利级数,并输出计算得到的等值综合利率复利级数;
    根据所述计息期以及等效综合利率计算等效综合利率复利级数,并输出计算得到的等效综合利率复利级数;
    根据输入值以及所述等效综合利率复利级数计算等额值,根据所述计息期、等额值计算现金串价值,并输出现金串真正本金及其计算得到的现金串真正本金百分比;
    根据所述计息期、现金串价值以及等值综合利率复利级数计算现金串本金及其百分比,并输出计算得到的现金串本金及其百分比;
    根据所述计息期、现金串价值、等值综合利率复利级数以及等值通货膨胀率复利级数计算现金串利息及其百分比,并输出计算得到的现金串利息及其百分比;
    根据所述现金串价值、现金串本金以及现金串利息计算现金串贬值及其百分比,并输出计算得到的现金串贬值及其百分比;
    根据所述现金串价值、现金串真正本金以及现金串贬值计算现金串真正利 息及其百分比,并输出计算得到的现金串真正利息及其百分比;
    根据所述现金串真正本金及其百分比以及现金串本金及其百分比计算现金串飞金及其百分比,并输出计算得到的现金串飞金及其百分比。
  2. 如权利要求1所述的方法,其特征在于,根据所述一年期等效综合利率以及一年期等值通货膨胀率计算等值利率,并根据等效综合利率以及等值利率计算等值通货膨胀率的公式为:
    iΔ=(ip1 *-f1 Δ)/(1+f1 Δ)
    fΔ=(ip *-iΔ)/(1+iΔ)
    其中,iΔ表示等值利率,ip1 *表示一年期等效综合利率,f1 表示一年期等值通货膨胀率,ip *表示等效综合利率,f表示等值通货膨胀率。
  3. 如权利要求1所述的方法,其特征在于,根据所述计息期、等值利率复利级数以及等值通货膨胀率复利级数计算等值综合利率复利级数,并根据所述计息期以及等效综合利率计算等效综合利率复利级数的公式为:
    Li=(1-(1+iΔ)Λ(-n))/iΔ
    Lf=(1-(1+fΔ)Λ(-n))/fΔ
    LΔ=Li×Lf/n;
    Figure PCTCN2017096144-appb-100001
    其中,Li表示等值利率复利级数,Lf表示等值通货膨胀率复利级数,n表示计息期,iΔ表示等值利率,fΔ表示等值通货膨胀率,LΔ表示等值综合利率复利级数,L*表示等效综合利率复利级数,
    Figure PCTCN2017096144-appb-100002
    表示等效综合利率。
  4. 如权利要求1所述的方法,其特征在于,所述根据输入值(期初金额)以及所述等效综合利率复利级数计算等额值,根据所述计息期、等额值计算现金串价值,并输出现金串真正本金(期初金额)及其计算得到的现金串真正本金百分比的公式为:
    A*=Y/L*
    J*=A*×n
    Y%=Y/J*×100%
    其中,A*表示等额值,Y表示真正本金,Y%表示真正本金百分比,L*表示等效综合利率复利级数,J*表示现金串价值,n表示计息期。
  5. 如权利要求1所述的方法,其特征在于,根据所述计息期、现金串价值以及等值综合利率复利级数、等值通货膨胀率复利级数、现金串真正本金及其百分比计算现金串本金及其百分比、利息及其百分比、贬值及其百分比、真正利息及其百分比以及飞金及其百分比,并输出计算得到的现金串本金及其百分比、利息及其百分比、贬值及其百分比、真正利息及其百分比以及飞金及其百分比的公式为;
    Po=J*×LΔ/n Po%=Po/J*×100%
    S*=J*×(Lf-LΔ)/n S*%=S*/J*×100%
    B*=J*-Po-S* B*%=B*/J*×100%
    Sx *=J*-Y-B* Sx *%=Sx */J*×100%
    Go=Y-Po Go%=Y%-Po
    其中,J*表示现金串价值,n表示计息期,LΔ表示等值综合利率复利级数,Lf表示等值通货膨胀率复利级数,Po表示现金串本金,Po%表示现金串本金百分比,S*表示现金串利息,S*%表示现金串利息百分比,B*表示现金串贬值,B*%表示现金串贬值百分比,Sx *表示现金串真正利息,Sx *%表示现金串真正利息百分比,Go表示现金串飞金,Go%表示现金串飞金百分比,Y表示现金串真正本金,Y%表示现金串真正本金百分比。
  6. 一种现金串计算的系统,其特征在于,所述系统包括:
    数据获取模块,用于获取计算期、年计息周期数、一年期央行基准利率、一年期居民消费价格指数以及计算期对应的央行基准利率,还用于根据所述计算期、年计息周期数、一年期央行基准利率、一年期居民消费价格指数以及计算期对应的央行基准利率,计算计息期、一年期等效综合利率、一年期等值通货膨胀率及其等效综合利率,并输出计算期、央行基准利率以及计算得到的计 息期;
    等值利率及等值通货膨胀率计算模块,用于根据所述一年期等效综合利率以及一年期等值通货膨胀率计算等值利率,还用于根据所述等效综合利率以及等值利率计算等值通货膨胀率;
    等值利率复利级数计算模块,用于根据所述计息期以及所述等值利率计算等值利率复利级数;
    等值通货膨胀率复利级数计算模块,用于根据所述计息期以及等值通货膨胀率计算等值通货膨胀率复利级数,并输出计算得到的等值通货膨胀率复利级数;
    等值综合利率复利级数计算模块,用于根据所述计息期、等值利率复利级数以及等值通货膨胀率复利级数计算等值综合利率复利级数,并输出计算得到的等值综合利率复利级数;
    等效综合利率复利级数计算模块,用于根据所述计息期以及等效综合利率计算等效综合利率复利级数,并输出计算得到的等效综合利率复利级数;
    现金串价值计算模块,用于根据输入值(期初金额)以及所述等效综合利率复利级数计算等额值,还用于根据所述计息期、等额值计算现金串价值,并输出现金串真正本金(期初金额)以及计算得到的现金串真正本金百分比;
    现金串本金计算模块,用于根据所述计息期、现金串价值以及等值综合利率复利级数计算现金串本金及其百分比;
    现金串利息计算模块,用于根据所述计息期、现金串价值、等值综合利率复利级数以及等值通货膨胀率复利级数计算现金串利息及其百分比;
    现金串贬值计算模块,用于根据所述现金串价值、现金串本金以及现金串利息计算现金串贬值及其百分比,并输出计算得到的现金串贬值及其百分比;
    现金串真正利息计算模块,用于根据所述现金串价值、现金串真正本金以及现金串贬值计算现金串真正利息及其百分比,并输出计算得到的现金串真正利息及其百分比;
    现金串飞金计算模块,用于根据所述现金串真正本金及其百分比以及现金串本金及其百分比计算现金串飞金及其百分比,并输出计算得到的现金串飞金及其百分比。
  7. 如权利要求6所述的系统,其特征在于,所述等值利率及等值通货膨胀率计算模块中根据所述一年期等效综合利率以及一年期等值通货膨胀率计算等值利率,还根据所述等效综合利率以及等值利率计算等值通货膨胀率的公式为:
    iΔ=(ip1 *-f1 Δ)/(1+f1 Δ)
    fΔ=(ip *-iΔ)/(1+iΔ)
    其中,iΔ表示等值利率,ip1 *表示一年期等效综合利率,f1 表示一年期等值通货膨胀率,ip *表示等效综合利率,f表示等值通货膨胀率。
  8. 如权利要求6所述的系统,其特征在于,所述等值综合利率复利级数计算模块中根据所述计息期、等值利率复利级数以及等值通货膨胀率复利级数计算等值综合利率复利级数的公式为:
    Li=(1-(1+iΔ)Λ(-n))/iΔ
    Lf=(1-(1+fΔ)Λ(-n))/fΔ
    LΔ=Li×Lf/n
    其中,Li表示等值利率复利级数,Lf表示等值通货膨胀率复利级数,LΔ表示等值综合利率复利级数,n表示计息期,iΔ表示等值利率,fΔ表示等值通货膨胀率。
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