For calculation following parameters are required:

  • µ (mu): mean percentage
  • σ (sigma): variance
  • t: time period
  • v: Initial value

The extension to the regular calculation uses: m: Value increase per time period (in my case monthly value) breaks: Quantile breaks to calculate the bounds

Code to calculate the values:

Applying the values:

  • mu: 0.05 (or 5%)
  • sigma: 0.1 (or 10%)
  • initial value: 7000
  • monthly increase: 100
  • time period: 6 years

results in the following chart:


The code is available from Github. It ships with a Swing GUI to enter values and to draw a chart based on the calculation. https://gist.github.com/mp911de/464c1e0e2d19dfc904a7

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