finrb 0.0.1 → 0.1.0

data/finrb.gemspec

@@ -2,97 +2,41 @@
 
 SPEC =
   Gem::Specification.new do |s|
-    s.name = 'finrb'
-    s.version = '0.0.1'
-    s.authors = ['Nadir Cohen', 'Martin Bjeldbak Madsen', 'Bill Kranec']
-    s.license = 'LGPL-3.0'
-    s.email = ['nadircs11@gmail.com', 'me@martinbjeldbak.com', 'wkranec@gmail.com']
+    s.name = "finrb"
+    s.version = "0.1.0"
+    s.authors = ["Nadir Cohen", "Martin Bjeldbak Madsen", "Bill Kranec"]
+    s.license = "LGPL-3.0"
+    s.email = ["nadircs11@gmail.com", "me@martinbjeldbak.com", "wkranec@gmail.com"]
     s.platform = Gem::Platform::RUBY
-    s.summary = 'Ruby gem for financial calculations/modeling'
+    s.summary = "Ruby gem for financial calculations/modeling"
 
     s.description = <<~EOF
-      The finrb library (forked from the finance gem) provides a Ruby interface for financial calculations/modeling.
-
-      - Working with interest rates
-      - Mortgage amortization
-      - Cashflows (NPV, IRR, etc.)
-      - Computing bank discount yield (BDY) for a T-bill
-      - Computing money market yield (MMY) for a T-bill
-      - Cash ratio - Liquidity ratios measure the firm's ability to satisfy its short-term obligations as they come due.
-      - Computing Coefficient of variation
-      - Cost of goods sold and ending inventory under three methods (FIFO,LIFO,Weighted average)
-      - Current ratio - Liquidity ratios measure the firm's ability to satisfy its short-term obligations as they come due.
-      - Depreciation Expense Recognition - double-declining balance (DDB), the most common declining balance method, which applies two times the straight-line rate to the declining balance.
-      - Debt ratio - Solvency ratios measure the firm's ability to satisfy its long-term obligations.
-      - Diluted Earnings Per Share
-      - Computing the rate of return for each period
-      - Convert stated annual rate to the effective annual rate
-      - Convert stated annual rate to the effective annual rate with continuous compounding
-      - Bond-equivalent yield (BEY), 2 x the semiannual discount rate
-      - Computing HPR, the holding period return
-      - Equivalent/proportional Interest Rates
-      - Basic Earnings Per Share
-      - Financial leverage - Solvency ratios measure the firm's ability to satisfy its long-term obligations.
-      - Estimate future value (fv)
-      - Estimate future value of an annuity
-      - Estimate future value (fv) of a single sum
-      - Computing the future value of an uneven cash flow series
-      - Geometric mean return
-      - Gross profit margin - Evaluate a company's financial performance
-      - Harmonic mean, average price
-      - Computing HPR, the holding period return
-      - Bond-equivalent yield (BEY), 2 x the semiannual discount rate
-      - Convert holding period return to the effective annual rate
-      - Computing money market yield (MMY) for a T-bill
-      - Computing IRR, the internal rate of return
-      - Calculate the net increase in common shares from the potential exercise of stock options or warrants
-      - Long-term debt-to-equity - Solvency ratios measure the firm's ability to satisfy its long-term obligations.
-      - Computing HPR, the holding period return
-      - Estimate the number of periods
-      - Net profit margin - Evaluate a company's financial performance
-      - Computing NPV, the PV of the cash flows less the initial (time = 0) outlay
-      - Estimate period payment
-      - Estimate present value (pv)
-      - Estimate present value (pv) of an annuity
-      - Estimate present value of a perpetuity
-      - Estimate present value (pv) of a single sum
-      - Computing the present value of an uneven cash flow series
-      - Quick ratio - Liquidity ratios measure the firm's ability to satisfy its short-term obligations as they come due.
-      - Convert a given norminal rate to a continuous compounded rate
-      - Convert a given continuous compounded rate to a norminal rate
-      - Rate of return for a perpetuity
-      - Computing Sampling error
-      - Computing Roy's safety-first ratio
-      - Computing Sharpe Ratio
-      - Depreciation Expense Recognition - Straight-line depreciation (SL) allocates an equal amount of depreciation each year over the asset's useful life
-      - Total debt-to-equity - Solvency ratios measure the firm's ability to satisfy its long-term obligations.
-      - Computing TWRR, the time-weighted rate of return
-      - Calculate weighted average shares - weighted average number of common shares
-      - Weighted mean as a portfolio return
+      The finrb library (forked from the finance gem) provides a Ruby interface for financial calculations/modeling. Working with interest rates, Mortgage amortization, Cashflows (NPV, IRR, etc.) and other basic utilities.
 
     EOF
 
-    s.homepage = 'https://rubygems.org/gems/finrb'
+    s.homepage = "https://rubygems.org/gems/finrb"
 
-    s.required_ruby_version = '>= 3.0'
+    s.required_ruby_version = ">= 3.0"
 
-    s.add_dependency('activesupport')
-    s.add_dependency('business_time')
-    s.add_dependency('flt')
+    s.add_dependency("activesupport")
+    s.add_dependency("business_time")
+    s.add_dependency("flt")
 
-    s.add_development_dependency('minitest')
-    s.add_development_dependency('pry')
-    s.add_development_dependency('rake')
-    s.add_development_dependency('rubocop')
-    s.add_development_dependency('rubocop-minitest')
-    s.add_development_dependency('rubocop-performance')
-    s.add_development_dependency('rubocop-rake')
-    s.add_development_dependency('semver')
-    s.add_development_dependency('solargraph')
+    s.add_development_dependency("minitest")
+    s.add_development_dependency("pry")
+    s.add_development_dependency("rake")
+    s.add_development_dependency("rubocop")
+    s.add_development_dependency("rubocop-minitest")
+    s.add_development_dependency("rubocop-performance")
+    s.add_development_dependency("rubocop-packaging")
+    s.add_development_dependency("rubocop-rake")
+    s.add_development_dependency("semver")
+    s.add_development_dependency("solargraph")
 
     s.files = `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
 
-    s.extra_rdoc_files = ['README.md', 'COPYING', 'COPYING.LESSER', 'CHANGELOG.md']
+    s.extra_rdoc_files = ["README.md", "COPYING", "COPYING.LESSER", "CHANGELOG.md"]
 
-    s.metadata['rubygems_mfa_required'] = 'true'
+    s.metadata["rubygems_mfa_required"] = "true"
   end

data/lib/finrb/amortization.rb

@@ -1,8 +1,8 @@
 # frozen_string_literal: true
 
-require_relative 'cashflows'
-require_relative 'decimal'
-require_relative 'transaction'
+require_relative "cashflows"
+require_relative "decimal"
+require_relative "transaction"
 
 module Finrb
   # the Amortization class provides an interface for working with loan amortizations.
@@ -67,7 +67,7 @@ module Finrb
     #   amt.additional_payments #=> [DecNum('-100.00'), DecNum('-100.00'), ... ]
     # @api public
     def additional_payments
-      @transactions.select(&:payment?).map(&:difference)
+      @transactions.filter_map { |trans| trans.difference if trans.payment? }
     end
 
     # amortize the balance of loan with the given interest rate
@@ -155,7 +155,7 @@ module Finrb
     #   amt.interest[0,6].sum #=> DecNum('5603.74')
     # @api public
     def interest
-      @transactions.select(&:interest?).map(&:amount)
+      @transactions.filter_map { |trans| trans.amount if trans.interest? }
     end
 
     # @return [DecNum] the periodic payment due on a loan
@@ -167,7 +167,7 @@ module Finrb
     #   rate = Rate.new(0.0375, :apr, :duration => (30 * 12))
     #   rate.duration #=> 360
     #   Amortization.payment(200000, rate.monthly, rate.duration) #=> DecNum('-926.23')
-    # @see http://en.wikipedia.org/wiki/Amortization_calculator
+    # @see https://en.wikipedia.org/wiki/Amortization_calculator
     # @api public
     def self.payment(principal, rate, periods)
       if rate.zero?
@@ -185,7 +185,7 @@ module Finrb
     #   amt.payments.sum #=> DecNum('-500163.94')
     # @api public
     def payments
-      @transactions.select(&:payment?).map(&:amount)
+      @transactions.filter_map { |trans| trans.amount if trans.payment? }
     end
   end
 end

data/lib/finrb/cashflows.rb

@@ -1,11 +1,11 @@
 # frozen_string_literal: true
 
-require_relative 'decimal'
-require_relative 'rates'
+require_relative "decimal"
+require_relative "rates"
 
-require 'bigdecimal'
-require 'bigdecimal/newton'
-require 'business_time'
+require "bigdecimal"
+require "bigdecimal/newton"
+require "business_time"
 include Newton
 
 module Finrb
@@ -15,7 +15,7 @@ module Finrb
     # Base class for working with Newton's Method.
     # @api private
     class Function
-      values = { eps: Finrb.config.eps, one: '1.0', two: '2.0', ten: '10.0', zero: '0.0' }
+      values = { eps: Finrb.config.eps, one: "1.0", two: "2.0", ten: "10.0", zero: "0.0" }
 
       values.each do |key, value|
         define_method key do
@@ -43,12 +43,12 @@ module Finrb
     # @param [Numeric] Initial guess rate, Defaults to 1.0
     # @example
     #   [-4000,1200,1410,1875,1050].irr #=> 0.143
-    # @see http://en.wikipedia.org/wiki/Internal_rate_of_return
+    # @see https://en.wikipedia.org/wiki/Internal_rate_of_return
     # @api public
     def irr(guess = nil)
       # Make sure we have a valid sequence of cash flows.
       positives, negatives = partition { |i| i >= 0 }
-      raise(ArgumentError, 'Calculation does not converge.') if positives.empty? || negatives.empty?
+      raise(ArgumentError, "Calculation does not converge.") if positives.empty? || negatives.empty?
 
       func = Function.new(self, :npv)
       rate = [valid(guess)]
@@ -57,7 +57,7 @@ module Finrb
     end
 
     def method_missing(name, *args, &block)
-      return sum if name.to_s == 'sum'
+      return sum if name.to_s == "sum"
 
       super
     end
@@ -67,7 +67,7 @@ module Finrb
     # @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
+    # @see https://en.wikipedia.org/wiki/Net_present_value
     # @api public
     def npv(rate)
       cashflows = map { |entry| Flt::DecNum.new(entry.to_s) }
@@ -97,7 +97,7 @@ module Finrb
       if positives.empty? || negatives.empty?
         raise(
           ArgumentError,
-          'Calculation does not converge. Cashflow needs to have a least one positive and one negative value.'
+          "Calculation does not converge. Cashflow needs to have a least one positive and one negative value."
         )
       end
 
@@ -125,44 +125,43 @@ module Finrb
     end
 
     private
-
-    def date_diff(from, to)
-      if Finrb.config.business_days
-        from.to_date.business_days_until(to)
-      else
-        to - from
+      def date_diff(from, to)
+        if Finrb.config.business_days
+          from.to_date.business_days_until(to)
+        else
+          to - from
+        end
       end
-    end
 
-    def days_in_period
-      if Finrb.config.periodic_compound && Finrb.config.business_days
-        start.to_date.business_days_until(stop).to_f
-      else
-        Flt::DecNum.new(365.days.to_s)
+      def days_in_period
+        if Finrb.config.periodic_compound && Finrb.config.business_days
+          start.to_date.business_days_until(stop).to_f
+        else
+          Flt::DecNum.new(365.days.to_s)
+        end
       end
-    end
 
-    def start
-      @start ||= self[0].date
-    end
+      def start
+        @start ||= self[0].date
+      end
 
-    def stop
-      @stop ||= self[-1].date.to_date
-    end
+      def stop
+        @stop ||= self[-1].date.to_date
+      end
 
-    def valid(guess)
-      if guess.nil?
-        unless Finrb.config.guess.is_a?(Numeric)
-          raise(ArgumentError, 'Invalid Guess. Default guess should be a [Numeric] value.')
-        end
+      def valid(guess)
+        if guess.nil?
+          unless Finrb.config.guess.is_a?(Numeric)
+            raise(ArgumentError, "Invalid Guess. Default guess should be a [Numeric] value.")
+          end
 
-        Finrb.config.guess
-      else
-        raise(ArgumentError, 'Invalid Guess. Use a [Numeric] value.') unless guess.is_a?(Numeric)
+          Finrb.config.guess
+        else
+          raise(ArgumentError, "Invalid Guess. Use a [Numeric] value.") unless guess.is_a?(Numeric)
 
-        guess
-      end.to_f
-    end
+          guess
+        end.to_f
+      end
   end
 end
 

data/lib/finrb/config.rb

@@ -3,7 +3,7 @@
 module Finrb
   include ActiveSupport::Configurable
 
-  default_values = { eps: '1.0e-16', guess: 1.0, business_days: false, periodic_compound: false }
+  default_values = { eps: "1.0e-16", guess: 1.0, business_days: false, periodic_compound: false }
 
   default_values.each do |key, value|
     config.send("#{key.to_sym}=", value)

data/lib/finrb/decimal.rb

@@ -1,7 +1,7 @@
 # frozen_string_literal: true
 
-require 'rubygems'
-require 'flt'
+require "rubygems"
+require "flt"
 include Flt
 
 DecNum.context.define_conversion_from(BigDecimal) do |x, _context|

data/lib/finrb/rates.rb

@@ -1,6 +1,6 @@
 # frozen_string_literal: true
 
-require_relative 'decimal'
+require_relative "decimal"
 
 module Finrb
   # the Rate class provides an interface for working with interest rates.
@@ -17,8 +17,8 @@ module Finrb
     # @option opts [String] :compounds (:monthly) the number of compounding periods per year
     # @example create a 3.5% APR rate
     #   Rate.new(0.035, :apr) #=> Rate(0.035, :apr)
-    # @see http://en.wikipedia.org/wiki/Effective_interest_rate
-    # @see http://en.wikipedia.org/wiki/Nominal_interest_rate
+    # @see https://en.wikipedia.org/wiki/Effective_interest_rate
+    # @see https://en.wikipedia.org/wiki/Nominal_interest_rate
     # @api public
     def initialize(rate, type, opts = {})
       # Default monthly compounding.
@@ -38,7 +38,7 @@ module Finrb
     end
 
     # Accepted rate types
-    TYPES = { apr: 'effective', apy: 'effective', effective: 'effective', nominal: 'nominal' }.freeze
+    TYPES = { apr: "effective", apy: "effective", effective: "effective", nominal: "nominal" }.freeze
 
     # @return [Integer] the duration for which the rate is valid, in months
     # @api public
@@ -149,7 +149,7 @@ module Finrb
     # @param [Numeric] periods the number of compounding periods per year
     # @example
     #   Rate.to_nominal(0.06, 365) #=> DecNum('0.05827')
-    # @see http://www.miniwebtool.com/nominal-interest-rate-calculator/
+    # @see https://www.miniwebtool.com/nominal-interest-rate-calculator/
     # @api public
     def self.to_nominal(rate, periods)
       rate = Flt::DecNum.new(rate.to_s)

data/lib/finrb/transaction.rb

@@ -1,6 +1,6 @@
 # frozen_string_literal: true
 
-require_relative 'decimal'
+require_relative "decimal"
 
 module Finrb
   # the Transaction class provides a general interface for working with individual cash flows.