finance 1.1.1 → 1.1.2
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- data/HISTORY +6 -0
- data/lib/finance/cashflows.rb +12 -0
- data/lib/finance/interval.rb +5 -11
- data/test/test_cashflows.rb +3 -0
- metadata +4 -5
- data/lib/finance/gistfile1.rb +0 -25
data/HISTORY
CHANGED
data/lib/finance/cashflows.rb
CHANGED
@@ -44,6 +44,12 @@ module Finance
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44
44
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# @see http://en.wikipedia.org/wiki/Internal_rate_of_return
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45
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# @api public
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46
46
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def irr
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47
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+
# Make sure we have a valid sequence of cash flows.
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48
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+
positives, negatives = self.partition{ |i| i >= 0 }
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49
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+
if positives.empty? || negatives.empty?
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50
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+
raise ArgumentError, "Calculation does not converge."
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51
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+
end
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52
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+
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47
53
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func = Function.new(self, :npv)
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48
54
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rate = [ func.one ]
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49
55
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n = nlsolve( func, rate )
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@@ -83,6 +89,12 @@ module Finance
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83
89
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# @transactions.xirr(0.6) #=> Rate("0.024851", :apr, :compounds => :annually)
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84
90
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# @api public
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85
91
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def xirr(iterations=100)
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92
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+
# Make sure we have a valid sequence of cash flows.
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93
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+
positives, negatives = self.partition{ |t| t.amount >= 0 }
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94
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+
if positives.empty? || negatives.empty?
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95
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+
raise ArgumentError, "Calculation does not converge."
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96
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+
end
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97
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+
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86
98
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func = Function.new(self, :xnpv)
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87
99
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rate = [ func.one ]
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88
100
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n = nlsolve( func, rate )
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data/lib/finance/interval.rb
CHANGED
@@ -1,19 +1,13 @@
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1
1
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class Integer
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2
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-
# convert an integer value representing months into months
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2
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+
# convert an integer value representing months (or years) into months
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3
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# @return [Integer] the number of months
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# @example
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5
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# 360.months #=> 360
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6
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-
# @api public
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7
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-
def months
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8
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-
self
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9
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-
end
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10
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-
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11
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-
# convert an integer value representing years into months
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12
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-
# @return [Integer] the number of months
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13
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-
# @example
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14
6
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# 30.years #=> 360
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15
7
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# @api public
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16
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-
def
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17
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-
self
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8
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+
def method_missing(name, *args, &block)
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9
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+
return self if name.to_s == "months"
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10
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+
return self * 12 if name.to_s == "years"
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11
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+
super
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18
12
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end
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19
13
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end
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data/test/test_cashflows.rb
CHANGED
@@ -11,7 +11,9 @@ class TestCashflows < Test::Unit::TestCase
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11
11
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context "an array of numeric cashflows" do
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12
12
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should "have an Internal Rate of Return" do
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13
13
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assert_equal D("0.143"), [-4000,1200,1410,1875,1050].irr.round(3)
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14
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+
assert_raises(ArgumentError) { [10,20,30].irr }
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14
15
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end
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16
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+
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15
17
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should "have a Net Present Value" do
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16
18
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assert_equal D("49.211"), [-100.0, 60, 60, 60].npv(0.1).round(3)
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17
19
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end
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@@ -26,6 +28,7 @@ class TestCashflows < Test::Unit::TestCase
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26
28
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should "have an Internal Rate of Return" do
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28
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assert_equal D("0.024851"), @xactions.xirr.effective.round(6)
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31
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+
assert_raises(ArgumentError) { @xactions[1,2].xirr }
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29
32
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end
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30
33
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31
34
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should "have a Net Present Value" do
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metadata
CHANGED
@@ -1,7 +1,7 @@
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1
1
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--- !ruby/object:Gem::Specification
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2
2
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name: finance
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3
3
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version: !ruby/object:Gem::Version
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4
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-
version: 1.1.
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4
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+
version: 1.1.2
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5
5
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prerelease:
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6
6
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platform: ruby
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7
7
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authors:
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@@ -9,11 +9,11 @@ authors:
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9
9
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autorequire:
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10
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bindir: bin
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11
11
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cert_chain: []
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12
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-
date: 2012-
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12
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+
date: 2012-06-16 00:00:00.000000000 Z
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13
13
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dependencies:
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14
14
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- !ruby/object:Gem::Dependency
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15
15
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name: flt
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16
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-
requirement: &
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16
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+
requirement: &2152191000 !ruby/object:Gem::Requirement
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17
17
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none: false
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18
18
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requirements:
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19
19
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- - ! '>='
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@@ -21,7 +21,7 @@ dependencies:
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21
21
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version: 1.3.0
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22
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type: :runtime
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23
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prerelease: false
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24
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-
version_requirements: *
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24
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+
version_requirements: *2152191000
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25
25
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description: The finance library provides a Ruby interface for working with interest
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26
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rates, mortgage amortization, and cashflows (NPV, IRR, etc.).
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email: wkranec@gmail.com
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@@ -40,7 +40,6 @@ files:
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40
40
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- lib/finance/amortization.rb
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41
41
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- lib/finance/cashflows.rb
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42
42
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- lib/finance/decimal.rb
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43
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-
- lib/finance/gistfile1.rb
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44
43
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- lib/finance/interval.rb
|
45
44
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- lib/finance/rates.rb
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46
45
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- lib/finance/transaction.rb
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data/lib/finance/gistfile1.rb
DELETED
@@ -1,25 +0,0 @@
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1
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-
require_relative 'cashflows'
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2
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-
require_relative 'transaction'
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3
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-
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4
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-
require 'time'
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5
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-
include Finance
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6
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-
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7
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-
trans = [
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8
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-
Transaction.new(-1000, :date => Time.parse("2011-01-01")),
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9
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-
Transaction.new(100, :date => Time.parse("2011-02-11")),
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10
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-
Transaction.new(100, :date => Time.parse("2011-03-11")),
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11
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-
Transaction.new(100, :date => Time.parse("2011-04-11")),
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12
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-
Transaction.new(100, :date => Time.parse("2011-05-11")),
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13
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-
Transaction.new(100, :date => Time.parse("2011-06-11")),
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14
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-
Transaction.new(100, :date => Time.parse("2011-07-11")),
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15
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-
Transaction.new(100, :date => Time.parse("2011-08-11")),
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-
Transaction.new(100, :date => Time.parse("2011-09-11")),
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17
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-
Transaction.new(100, :date => Time.parse("2011-10-11")),
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18
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-
Transaction.new(100, :date => Time.parse("2011-11-11")),
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19
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-
Transaction.new(100, :date => Time.parse("2011-12-11")),
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20
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-
Transaction.new(100, :date => Time.parse("2012-01-11"))
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-
# Transaction.new(-100, :date => Time.parse("2011-01-11")),
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-
# Transaction.new(150, :date => Time.parse("2012-01-11"))
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23
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-
]
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24
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-
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25
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-
puts trans.xirr.effective.round(9)
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