exonio 0.4.1 → 0.5.4

checksums.yaml

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data/.travis.yml

@@ -1,4 +1,6 @@
 language: ruby
 rvm:
   - 2.3.0
+  - 2.2
+  - 2.1
 before_install: gem install bundler -v 1.11.2

data/CHANGELOG.md

@@ -1,5 +1,30 @@
 # CHANGELOG
 
+## 0.5.4
+
+* Fix zero interest rate (#18)
+* Remove BigDecimal.new deprecation warning (#17)
+
+## 0.5.3
+
+* Fix error on IRR function
+
+## 0.5.2
+
+* Fix the IRR method
+
+## 0.5.1
+
+* Fix the FloatDomainError exception
+
+## 0.5.0
+
+* Implements `irr` and `npv` method
+
+## 0.4.1
+
+* Fix infinite loop with big scale on `rate` method
+
 ## 0.4.0
 
 * Implements `rate` method

data/Gemfile.lock

@@ -1,37 +1,35 @@
 PATH
   remote: .
   specs:
-    exonio (0.4.1)
+    exonio (0.5.4)
 
 GEM
   remote: https://rubygems.org/
   specs:
-    byebug (8.2.1)
-    coderay (1.1.0)
-    diff-lcs (1.2.5)
-    method_source (0.8.2)
-    pry (0.10.3)
-      coderay (~> 1.1.0)
-      method_source (~> 0.8.1)
-      slop (~> 3.4)
+    byebug (8.2.5)
+    coderay (1.1.2)
+    diff-lcs (1.3)
+    method_source (1.0.0)
+    pry (0.13.1)
+      coderay (~> 1.1)
+      method_source (~> 1.0)
     pry-byebug (3.3.0)
       byebug (~> 8.0)
       pry (~> 0.10)
-    rake (10.5.0)
-    rspec (3.4.0)
-      rspec-core (~> 3.4.0)
-      rspec-expectations (~> 3.4.0)
-      rspec-mocks (~> 3.4.0)
-    rspec-core (3.4.1)
-      rspec-support (~> 3.4.0)
-    rspec-expectations (3.4.0)
+    rake (13.0.1)
+    rspec (3.9.0)
+      rspec-core (~> 3.9.0)
+      rspec-expectations (~> 3.9.0)
+      rspec-mocks (~> 3.9.0)
+    rspec-core (3.9.2)
+      rspec-support (~> 3.9.3)
+    rspec-expectations (3.9.2)
       diff-lcs (>= 1.2.0, < 2.0)
-      rspec-support (~> 3.4.0)
-    rspec-mocks (3.4.1)
+      rspec-support (~> 3.9.0)
+    rspec-mocks (3.9.1)
       diff-lcs (>= 1.2.0, < 2.0)
-      rspec-support (~> 3.4.0)
-    rspec-support (3.4.1)
-    slop (3.6.0)
+      rspec-support (~> 3.9.0)
+    rspec-support (3.9.3)
 
 PLATFORMS
   ruby
@@ -40,8 +38,8 @@ DEPENDENCIES
   bundler (~> 1.11)
   exonio!
   pry-byebug (~> 3.3.0)
-  rake (~> 10.0)
+  rake (~> 13.0)
   rspec (~> 3.0)
 
 BUNDLED WITH
-   1.11.2
+   1.17.2

data/README.md

@@ -3,6 +3,9 @@
 This gem brings some useful Excel formulas to Ruby. For now, it just has
 financial formulas, but could have more (like statistical formulas) in the future.
 
+[![Gem Version](https://badge.fury.io/rb/exonio.svg)](https://badge.fury.io/rb/exonio)
+[![Build Status](https://travis-ci.org/Noverde/exonio.svg?branch=master)](https://travis-ci.org/Noverde/exonio)
+
 ## Installation
 
 Add this line to your application's Gemfile:
@@ -43,6 +46,19 @@ By convention, the negative sign represents cash flow out (i.e. money not
 available today).  Thus, saving $100 a month at 5% annual interest leads
 to $15,692.93 available to spend in 10 years.
 
+### IRR
+
+Suppose one invests 100 units and then makes the following withdrawals at regular (fixed)
+intervals: 39, 59, 55, 20. Assuming the ending value is 0, one's 100 unit investment
+yields 173 units; however, due to the combination of compounding and the periodic
+withdrawals, the "average" rate of return is neither simply 0.73/4 nor (1.73)^0.25-1.
+
+```ruby
+Exonio.irr([-100, 39, 59, 55, 20]) # ==> 0.28095
+```
+
+So, the internal rate of return is 28.09%
+
 ### IPMT
 
 What is the interest part of a payment in the 8th period (i.e., 8th month),
@@ -65,6 +81,14 @@ Exonio.nper(0.07 / 12, -150, 8000) # ==> 64.07334877066185
 
 So, over 64 months would be required to pay off the loan.
 
+### NPV
+
+Calculates the Net Present Value of an investment
+
+```ruby
+Exonio.npv(0.281, [-100, 39, 59, 55, 29]) # ==> -0.00661872883563408
+```
+
 ### PMT
 
 What is the monthly payment needed to pay off a $200,000 loan in 15
@@ -103,6 +127,20 @@ Exonio.rate(12 * 3, 2_500, -50_000) # ==> 0.036006853458478955
 
 So, the rate applied is 3.60%.
 
+## Statistical formulas
+
+### Sum
+```ruby
+Exonio.sum([1, 2, 3, 4, 5]) # ==> 15
+```
+### Mean
+```ruby
+Exonio.mean([1, 2, 3, 4, 5]) # ==> 3.0
+```
+### Median
+```ruby
+Exonio.median([1, 2, 3, 6, 5, 4]) # ==> 3.5
+```
 ## TODO
 
 There's a lot of formulas to be implemented, including:
@@ -113,9 +151,7 @@ There's a lot of formulas to be implemented, including:
 * AMORLINC
 * DB
 * DDB
-* IRR
 * MIRR
-* NPV
 * PPMT
 * SLN
 * SYD
@@ -139,3 +175,4 @@ Exonio is released under the MIT License.
 A special thanks goes to the python [NumPy project](http://www.numpy.org/), which was the source for most
 of the formulas.
 
+

data/exonio.gemspec

@@ -19,7 +19,7 @@ Gem::Specification.new do |spec|
   spec.require_paths = ["lib"]
 
   spec.add_development_dependency "bundler", "~> 1.11"
-  spec.add_development_dependency "rake", "~> 10.0"
+  spec.add_development_dependency "rake", "~> 13.0"
   spec.add_development_dependency "rspec", "~> 3.0"
   spec.add_development_dependency "pry-byebug", "~> 3.3.0"
 end

data/lib/exonio.rb

@@ -1,6 +1,14 @@
-require "exonio/version"
-require "exonio/financial"
+require 'bigdecimal'
+require 'bigdecimal/newton'
+require "bigdecimal/util"
+
+require 'exonio/version'
+require 'exonio/financial'
+require 'exonio/statistical'
+require 'exonio/helpers/irr_helper'
 
 module Exonio
+  extend Newton
   extend Financial
+  extend Statistical
 end

data/lib/exonio/financial.rb

@@ -50,8 +50,8 @@ module Exonio
     # constant-amount periodic payments and a constant interest rate.
     #
     # @param rate [Float] The interest rate as decimal (not per cent) per period
-    # @param pmt [Float] The number of payments to be made
-    # @param pv [Float] The present value
+    # @param pmt [Float] The payment amount made each period
+    # @param pv [Float] The present value of the payments
     # @param fv [Float] The future value remaining after the final payment has been made
     # @param end_or_begining [Integer] Whether payments are due at the end (0) or
     #   beggining (1) of each period
@@ -62,6 +62,8 @@ module Exonio
     #   Exonio.nper(0.07 / 12, -150, 8000) # ==> 64.07334877066185
     #
     def nper(rate, pmt, pv, fv = 0, end_or_beginning = 0)
+      return (-pv - fv) / pmt if rate.zero?
+
       z = pmt * (1 + rate * end_or_beginning) / rate
       temp = Math.log((-fv + z) / (pv + z))
 
@@ -144,6 +146,45 @@ module Exonio
       next_guess
     end
 
+    # Calculates the net present value of an investment based on a
+    # series of periodic cash flows and a discount rate.
+    #
+    # @param discount [Float] The discount rate of the investment over one period
+    # @param cashflows [Array] The first future cash flow + additional future cash flows
+    #
+    # @return [Float]
+    #
+    # @example
+    #   Exonio.npv(0.281, [-100, 39, 59, 55, 20]) # ==> -0.00661872883563408
+    #
+    def npv(discount, cashflows)
+      total = 0
+
+      cashflows.each_with_index do |cashflow, index|
+        total += (cashflow.to_f / (1 + discount.to_f) ** (index + 1))
+      end
+
+      total
+    end
+
+    # Calculates the internal rate of return on an investment based on a
+    # series of periodic cash flows.
+    #
+    # @param cashflows [Array] An array containing the income or payments
+    # associated with the investment
+    #
+    # @return [Float]
+    #
+    # @example
+    #   Exonio.irr([-100, 39, 59, 55, 20]) # ==> 0.28094842116...
+    #
+    def irr(values)
+      func = Helpers::IrrHelper.new(values)
+      guess = [ func.eps ]
+      nlsolve( func, guess)
+      guess[0]
+    end
+
     private
 
     # This method was borrowed from the NumPy rate formula

data/lib/exonio/helpers/irr_helper.rb

@@ -0,0 +1,28 @@
+module Exonio
+  module Helpers
+    class IrrHelper
+      values = {
+        eps: '1.0e-16',
+        one: '1.0',
+        two: '2.0',
+        ten: '10.0',
+        zero: '0.0'
+      }
+
+      values.each do |key, value|
+        define_method key do
+          BigDecimal(value)
+        end
+      end
+
+      def initialize(transactions)
+        @transactions = transactions
+      end
+
+      def values(x)
+        value = Exonio.npv(x[0].to_f, @transactions)
+        [ value.to_d ]
+      end
+    end
+  end
+end

data/lib/exonio/statistical.rb

@@ -0,0 +1,41 @@
+module Exonio
+  module Statistical
+
+    # Sum of all numbers
+    #
+    # @param numbers_ary [array] and array of numbers to sum all elements
+    #
+    # @return [float]
+    #
+    # @example
+    #   Exonio.sum([1,2,3,4,5]) # => 15
+    def sum(numbers_ary)
+      numbers_ary.inject(0, :+)
+    end
+
+    # Simple mean formula: sum elements and / by length
+    #
+    # @param numbers_ary [array] an array of numbers to calculate the mean
+    #
+    # @return [float]
+    #
+    # @example
+    #   Exonio.mean([1,2,3,4,5]) # => 3.0
+    def mean(numbers_ary)
+      numbers_ary.inject(0) { |sum, i| sum + i }.to_f / numbers_ary.size
+    end
+
+    # Median formula
+    # @param numbers_ary [array] an array of numbers
+    #
+    # @return [float]
+    #
+    # @example
+    #   Exonio.median([1,2,3,4,5]) # => 3.0
+    def median(numbers_ary)
+      numbers_ary.sort!
+      len = numbers_ary.length
+      (numbers_ary[(len - 1) / 2] + numbers_ary[len / 2]) / 2.0
+    end
+  end
+end

data/lib/exonio/version.rb

@@ -1,3 +1,3 @@
 module Exonio
-  VERSION = "0.4.1"
+  VERSION = "0.5.4"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: exonio
 version: !ruby/object:Gem::Version
-  version: 0.4.1
+  version: 0.5.4
 platform: ruby
 authors:
 - Rafael Izidoro
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2016-02-11 00:00:00.000000000 Z
+date: 2020-05-29 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -30,14 +30,14 @@ dependencies:
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '10.0'
+        version: '13.0'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '10.0'
+        version: '13.0'
 - !ruby/object:Gem::Dependency
   name: rspec
   requirement: !ruby/object:Gem::Requirement
@@ -88,6 +88,8 @@ files:
 - exonio.gemspec
 - lib/exonio.rb
 - lib/exonio/financial.rb
+- lib/exonio/helpers/irr_helper.rb
+- lib/exonio/statistical.rb
 - lib/exonio/version.rb
 homepage: http://github.com/noverde/exonio
 licenses: []
@@ -107,8 +109,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubyforge_project: 
-rubygems_version: 2.5.1
+rubygems_version: 3.0.3
 signing_key: 
 specification_version: 4
 summary: Excel usefull formulas written in Ruby