finrb 0.0.1

data/lib/finrb.rb

@@ -0,0 +1,23 @@
+# frozen_string_literal: true
+
+require 'active_support/configurable'
+require 'finrb/config'
+require 'finrb/decimal'
+require 'finrb/cashflows'
+require 'finrb/utils'
+
+class FinrbError < StandardError; end
+
+# The *Finrb* module adheres to the following conventions for
+# financial calculations:
+#
+#  * Positive values represent cash inflows (money received); negative
+#    values represent cash outflows (payments).
+#  * *principal* represents the outstanding balance of a loan or annuity.
+#  * *rate* represents the interest rate _per period_.
+module Finrb
+  autoload :Amortization, 'finrb/amortization'
+  autoload :Rate,         'finrb/rates'
+  autoload :Transaction,  'finrb/transaction'
+  autoload :Utils,        'finrb/utils'
+end

metadata

@@ -0,0 +1,306 @@
+--- !ruby/object:Gem::Specification
+name: finrb
+version: !ruby/object:Gem::Version
+  version: 0.0.1
+platform: ruby
+authors:
+- Nadir Cohen
+- Martin Bjeldbak Madsen
+- Bill Kranec
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2022-08-05 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: activesupport
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: business_time
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: flt
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: minitest
+  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'
+- !ruby/object:Gem::Dependency
+  name: pry
+  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'
+- !ruby/object:Gem::Dependency
+  name: rake
+  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'
+- !ruby/object:Gem::Dependency
+  name: rubocop
+  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'
+- !ruby/object:Gem::Dependency
+  name: rubocop-minitest
+  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'
+- !ruby/object:Gem::Dependency
+  name: rubocop-performance
+  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'
+- !ruby/object:Gem::Dependency
+  name: rubocop-rake
+  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'
+- !ruby/object:Gem::Dependency
+  name: semver
+  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'
+- !ruby/object:Gem::Dependency
+  name: solargraph
+  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 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
+
+email:
+- nadircs11@gmail.com
+- me@martinbjeldbak.com
+- wkranec@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files:
+- README.md
+- COPYING
+- COPYING.LESSER
+- CHANGELOG.md
+files:
+- ".dockerignore"
+- ".gitattributes"
+- ".gitignore"
+- ".rubocop.yml"
+- ".ruby-version"
+- ".semver"
+- ".travis.yml"
+- ".yardopts"
+- CHANGELOG.md
+- COPYING
+- COPYING.LESSER
+- Dockerfile
+- Gemfile
+- Gemfile.lock
+- README.md
+- Rakefile
+- docs/.gitkeep
+- docs/api.md
+- finrb.gemspec
+- lib/finrb.rb
+- lib/finrb/amortization.rb
+- lib/finrb/cashflows.rb
+- lib/finrb/config.rb
+- lib/finrb/decimal.rb
+- lib/finrb/rates.rb
+- lib/finrb/transaction.rb
+- lib/finrb/utils.rb
+homepage: https://rubygems.org/gems/finrb
+licenses:
+- LGPL-3.0
+metadata:
+  rubygems_mfa_required: 'true'
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '3.0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.3.7
+signing_key: 
+specification_version: 4
+summary: Ruby gem for financial calculations/modeling
+test_files: []