financial_calculator 2.1.0 → 3.0.0

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: financial_calculator
 version: !ruby/object:Gem::Version
-  version: 2.1.0
+  version: 3.0.0
 platform: ruby
 authors:
 - Mike Falzone
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2018-04-25 00:00:00.000000000 Z
+date: 2018-05-12 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: flt
@@ -122,6 +122,20 @@ dependencies:
     - - ">="
       - !ruby/object:Gem::Version
         version: 0.16.0
+- !ruby/object:Gem::Dependency
+  name: yard
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
 description: The financial calculator library provides a Ruby interface for performing
   common financial calculations (NPV, IRR, etc.).
 email: michael.falzone@gmail.com
@@ -131,34 +145,40 @@ extra_rdoc_files:
 - README.md
 - COPYING
 - COPYING.LESSER
-- HISTORY
+- CHANGELOG.md
 files:
 - ".gitignore"
 - ".rbenv-version"
 - ".travis.yml"
 - ".yardopts"
+- CHANGELOG.md
 - COPYING
 - COPYING.LESSER
 - Gemfile
-- HISTORY
 - README.md
 - Rakefile
 - financial_calculator.gemspec
 - lib/financial_calculator.rb
 - lib/financial_calculator/amortization.rb
-- lib/financial_calculator/cashflows.rb
-- lib/financial_calculator/decimal.rb
+- lib/financial_calculator/irr.rb
+- lib/financial_calculator/npv.rb
+- lib/financial_calculator/pv.rb
 - lib/financial_calculator/rates.rb
 - lib/financial_calculator/transaction.rb
 - lib/financial_calculator/version.rb
+- lib/financial_calculator/xirr.rb
+- lib/financial_calculator/xnpv.rb
 - spec/amortization_spec.rb
-- spec/cashflows_spec.rb
-- spec/decimal_spec.rb
+- spec/irr_spec.rb
+- spec/npv_spec.rb
+- spec/pv_spec.rb
 - spec/rates_spec.rb
 - spec/spec_helper.rb
 - spec/transaction/interest_spec.rb
 - spec/transaction/payment_spec.rb
 - spec/transaction_spec.rb
+- spec/xirr_spec.rb
+- spec/xnpv_spec.rb
 homepage: https://rubygems.org/gems/financial_calculator
 licenses:
 - LGPL-3.0
@@ -185,10 +205,13 @@ specification_version: 4
 summary: A library for financial modelling in Ruby.
 test_files:
 - spec/amortization_spec.rb
-- spec/cashflows_spec.rb
-- spec/decimal_spec.rb
+- spec/irr_spec.rb
+- spec/npv_spec.rb
+- spec/pv_spec.rb
 - spec/rates_spec.rb
 - spec/spec_helper.rb
 - spec/transaction/interest_spec.rb
 - spec/transaction/payment_spec.rb
 - spec/transaction_spec.rb
+- spec/xirr_spec.rb
+- spec/xnpv_spec.rb

data/HISTORY

@@ -1,47 +0,0 @@
-= Version 2.0.0
-23 Jul 2013
-
-* Removed Integer#months, Integer#years, and replaced Numeric#to_d by Numeric#to_s in the interest of Rails compatibility.
-* Converted unit tests from the shoulda framework to minitest.
-* Removed octal numbers in test_cashflow.rb
-* Thanks to @thadd, @bramswenson, and @xpe for their contributions to this release!
-
-= Version 1.1.2
-16 Jun 2012
-
-* Bugfix: Array#irr and Array#xirr check for a valid sequence of cash flows.
-* Bugfix: Integer#months and Integer#years no longer collide with Rails methods.
-
-= Version 1.1.0
-11 Sep 2011
-
-* Added XNPV and XIRR functions, with basic testing.
-* Bugfix: Array#sum no longer collides with the Array#sum defined in Rails.
-* Bugfix: Numeric#amortize now correctly calls Finance::Amortization#new.
-
-= Version 1.0.0 
-20 Jul 2011
-
-* Moved to Ruby 1.9.
-* All classes are now contained within the +Finance+ namespace.  
-* LOTS of additional documentation and examples.
-* Introduced _shoulda_ for unit tests, to make things a little more readable.
-* Bugfix: The +amortize+ Numeric method now accepts a variable number of rates.
-* Some code refactoring and clean-up for a small performance increase.
-
-= Version 0.2.0
-28 Jun 2011
-
-* Added support for adjustable rate mortgages.
-* Added support for additional payments.
-
-= Version 0.1.1
-21 Jun 2011
-
-* Code examples in README now display correctly in the online documentation.
-
-= Version 0.1.0
-21 Jun 2011
-
-* Support for fixed-rate mortgage amortization.
-* NPV, IRR array methods for cash flow analysis.

data/lib/financial_calculator/cashflows.rb

@@ -1,127 +0,0 @@
-require_relative 'decimal'
-require_relative 'rates'
-
-require 'bigdecimal'
-require 'bigdecimal/newton'
-include Newton
-
-module FinancialCalculator
-  # Provides methods for working with cash flows (collections of transactions)
-  # @api public
-  module Cashflow
-    # Base class for working with Newton's Method.
-    # @api private
-    class Function
-      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, function)
-        @transactions = transactions
-        @function = function
-      end
-
-      def values(x)
-        value = @transactions.send(@function, Flt::DecNum.new(x[0].to_s))
-        [ BigDecimal(value.to_s) ]
-      end
-    end
-
-    # calculate the internal rate of return for a sequence of cash flows
-    # @return [DecNum] the internal rate of return
-    # @example
-    #   [-4000,1200,1410,1875,1050].irr #=> 0.143
-    # @see http://en.wikipedia.org/wiki/Internal_rate_of_return
-    # @api public
-    def irr
-      # Make sure we have a valid sequence of cash flows.
-      positives, negatives = self.partition{ |i| i >= 0 }
-      if positives.empty? || negatives.empty?
-        raise ArgumentError, "Calculation does not converge."
-      end
-
-      func = Function.new(self, :npv)
-      rate = [ func.one ]
-      nlsolve( func, rate )
-      rate[0]
-    end
-
-    def method_missing(name, *args, &block)
-      return self.inject(:+) if name.to_s == "sum"
-      super
-    end
-
-    # calculate the net present value of a sequence of cash flows
-    # @return [DecNum] the net present value
-    # @param [Numeric] rate the discount rate to be applied
-    # @example
-    #   [-100.0, 60, 60, 60].npv(0.1) #=> 49.211
-    # @see http://en.wikipedia.org/wiki/Net_present_value
-    # @api public
-    def npv(rate)
-      self.collect! { |entry| Flt::DecNum.new(entry.to_s) }
-
-      rate, total = Flt::DecNum.new(rate.to_s), Flt::DecNum.new(0.to_s)
-      self.each_with_index do |cashflow, index|
-        total += cashflow / (1 + rate) ** index
-      end
-
-      total
-    end
-
-    # calculate the internal rate of return for a sequence of cash flows with dates
-    # @return [Rate] the internal rate of return
-    # @example
-    #   @transactions = []
-    #   @transactions << Transaction.new(-1000, :date => Time.new(1985,01,01))
-    #   @transactions << Transaction.new(  600, :date => Time.new(1990,01,01))
-    #   @transactions << Transaction.new(  600, :date => Time.new(1995,01,01))
-    #   @transactions.xirr(0.6) #=> Rate("0.024851", :apr, :compounds => :annually)
-    # @api public
-    def xirr(iterations=100)
-      # Make sure we have a valid sequence of cash flows.
-      positives, negatives = self.partition{ |t| t.amount >= 0 }
-      if positives.empty? || negatives.empty?
-        raise ArgumentError, "Calculation does not converge."
-      end
-
-      func = Function.new(self, :xnpv)
-      rate = [ func.one ]
-      nlsolve( func, rate )
-      Rate.new(rate[0], :apr, :compounds => :annually)
-    end
-
-    # calculate the net present value of a sequence of cash flows
-    # @return [DecNum]
-    # @example
-    #   @transactions = []
-    #   @transactions << Transaction.new(-1000, :date => Time.new(1985,01,01))
-    #   @transactions << Transaction.new(  600, :date => Time.new(1990,01,01))
-    #   @transactions << Transaction.new(  600, :date => Time.new(1995,01,01))
-    #   @transactions.xnpv(0.6).round(2) #=> -937.41
-    # @api public
-    def xnpv(rate)
-      rate  = Flt::DecNum.new(rate.to_s)
-      start = self[0].date
-
-      self.inject(0) do |sum, t|
-        n = t.amount / ( (1 + rate) ** ((t.date-start) / Flt::DecNum.new(31536000.to_s))) # 365 * 86400
-        sum + n
-      end
-    end
-  end
-end
-
-class Array
-  include FinancialCalculator::Cashflow
-end

data/lib/financial_calculator/decimal.rb

@@ -1,21 +0,0 @@
-require 'rubygems'
-require 'flt'
-include Flt
-
-DecNum.context.define_conversion_from(BigDecimal) do |x, context|
-  DecNum(x.to_s)
-end
-
-DecNum.context.define_conversion_to(BigDecimal) do |x|
-  BigDecimal.new(x.to_s)
-end
-
-class Numeric
-  def to_d
-    if self.instance_of? DecNum
-      self
-    else
-      DecNum self.to_s
-    end
-  end
-end

data/spec/cashflows_spec.rb

@@ -1,66 +0,0 @@
-require_relative 'spec_helper'
-
-shared_examples_for 'the values do not converge' do
-  it 'should raise an ArgumentError' do
-    expect { subject }.to raise_error ArgumentError
-  end
-end
-
-describe "Cashflows" do
-  let(:transactions)  do
-    [
-      Transaction.new(-1000, :date => Time.new(1985, 1, 1)),
-      Transaction.new(  600, :date => Time.new(1990, 1, 1)),
-      Transaction.new(  600, :date => Time.new(1995, 1, 1))
-    ]
-  end
-
-  describe '#irr' do
-    let(:flows)  { [-4000, 1200, 1410, 1875, 1050] }
-    
-    subject { flows.irr.round(3) }
-
-    it { is_expected.to eql D('0.143') }
-
-    context 'when called on an array of Transactions' do
-      let(:flows) { transactions }
-
-      it 'should raise a NoMethodError' do
-        expect { subject }.to raise_error NoMethodError
-      end
-    end
-
-    context 'when the values do not converge' do
-      let(:flows) { [10, 20, 30] }
-      it_behaves_like 'the values do not converge'
-    end
-  end
-
-  describe '#npv' do
-    let(:flows) { [-100.0, 60, 60, 60] }
-
-    subject { flows.npv(0.1).round(3) }
-
-    it { is_expected.to eql D('49.211') }
-  end
-
-  describe '#xirr' do
-    let(:xirr_transactions) { transactions }
-
-    subject { xirr_transactions.xirr.effective.round(6) }
-
-    it { is_expected.to eql D('0.024851') }
-    
-    context 'when the values do not converge' do
-      let(:xirr_transactions) { transactions[1,3] }
-
-      it_behaves_like 'the values do not converge'
-    end
-  end
-
-  describe '#xnpv' do
-    subject { transactions.xnpv(0.6).round(2) }
-
-    it { is_expected.to eql -937.41 }
-  end
-end

data/spec/decimal_spec.rb

@@ -1,24 +0,0 @@
-require_relative 'spec_helper'
-require_relative '../lib/financial_calculator/decimal.rb'
-
-describe "Numeric" do
-  let(:dec_num) { D('12.123') }
-
-  subject { dec_num }
-
-  describe 'it converts to a BigDecimal' do
-    subject { dec_num.convert_to BigDecimal }
-
-    it { is_expected.to be_a BigDecimal }
-  end
-
-  describe '#to_d' do
-    context 'when already a Flt::DecNum' do
-      let(:dec_num) { D('12.123') }
-
-      subject { dec_num.to_d }
-
-      it { is_expected.to be_a Flt::DecNum }
-    end
-  end
-end