finrb 0.1.1 → 0.1.3

checksums.yaml

@@ -1,7 +1,7 @@
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data/CHANGELOG.md

@@ -1,5 +1,9 @@
 # finrb changelog
 
+## 0.1.2
+
+- refactoring
+
 ## 0.1.1
 
 - documentation additions and fixes

data/lib/finrb/amortization.rb

@@ -21,28 +21,28 @@ module Finrb
   #   extra_payments = 250000.amortize(rate){ |period| period.payment - 150 }
   # @api public
   class Amortization
-    # @return [DecNum] the balance of the loan at the end of the amortization period (usually zero)
+    # @return [Flt::DecNum] the balance of the loan at the end of the amortization period (usually zero)
     # @api public
     attr_reader :balance
-    # @return [DecNum] the required monthly payment.  For loans with more than one rate, returns nil
+    # @return [Flt::DecNum] the required monthly payment.  For loans with more than one rate, returns nil
     # @api public
     attr_reader :payment
-    # @return [DecNum] the principal amount of the loan
+    # @return [Flt::DecNum] the principal amount of the loan
     # @api public
     attr_reader :principal
     # @return [Array] the interest rates used for calculating the amortization
     # @api public
     attr_reader :rates
 
-    # @return [DecNum] the periodic payment due on a loan
-    # @param [DecNum] principal the initial amount of the loan or investment
+    # @return [Flt::DecNum] the periodic payment due on a loan
+    # @param [Flt::DecNum] principal the initial amount of the loan or investment
     # @param [Rate] rate the applicable interest rate (per period)
     # @param [Integer] periods the number of periods needed for repayment
     # @note in most cases, you will probably want to use rate.monthly when calling this function outside of an Amortization instance.
     # @example
     #   rate = Rate.new(0.0375, :apr, :duration => (30 * 12))
     #   rate.duration #=> 360
-    #   Amortization.payment(200000, rate.monthly, rate.duration) #=> DecNum('-926.23')
+    #   Amortization.payment(200000, rate.monthly, rate.duration) #=> Flt::DecNum('-926.23')
     # @see https://en.wikipedia.org/wiki/Amortization_calculator
     # @api public
     def self.payment(principal, rate, periods)
@@ -56,7 +56,7 @@ module Finrb
 
     # create a new Amortization instance
     # @return [Amortization]
-    # @param [DecNum] principal the initial amount of the loan or investment
+    # @param [Flt::DecNum] principal the initial amount of the loan or investment
     # @param [Rate] rates the applicable interest rates
     # @param [Proc] block
     # @api public
@@ -84,7 +84,7 @@ module Finrb
     # @example
     #   rate = Rate.new(0.0375, :apr, :duration => (30 * 12))
     #   amt = 300000.amortize(rate){ |payment| payment.amount-100}
-    #   amt.additional_payments #=> [DecNum('-100.00'), DecNum('-100.00'), ... ]
+    #   amt.additional_payments #=> [Flt::DecNum('-100.00'), Flt::DecNum('-100.00'), ... ]
     # @api public
     def additional_payments
       @transactions.filter_map { |trans| trans.difference if trans.payment? }
@@ -135,7 +135,7 @@ module Finrb
       end
 
       # Add any remaining balance due to rounding error to the last payment.
-      unless @balance.zero?
+      if @balance.nonzero?
         @transactions.reverse.find(&:payment?).amount -= @balance
         @balance = 0
       end
@@ -168,11 +168,11 @@ module Finrb
     # @example find the total cost of interest for a loan
     #   rate = Rate.new(0.0375, :apr, :duration => (30 * 12))
     #   amt = 300000.amortize(rate)
-    #   amt.interest.sum #=> DecNum('200163.94')
+    #   amt.interest.sum #=> Flt::DecNum('200163.94')
     # @example find the total interest charges in the first six months
     #   rate = Rate.new(0.0375, :apr, :duration => (30 * 12))
     #   amt = 300000.amortize(rate)
-    #   amt.interest[0,6].sum #=> DecNum('5603.74')
+    #   amt.interest[0,6].sum #=> Flt::DecNum('5603.74')
     # @api public
     def interest
       @transactions.filter_map { |trans| trans.amount if trans.interest? }
@@ -182,7 +182,7 @@ module Finrb
     # @example find the total payments for a loan
     #   rate = Rate.new(0.0375, :apr, :duration => (30 * 12))
     #   amt = 300000.amortize(rate)
-    #   amt.payments.sum #=> DecNum('-500163.94')
+    #   amt.payments.sum #=> Flt::DecNum('-500163.94')
     # @api public
     def payments
       @transactions.filter_map { |trans| trans.amount if trans.payment? }
@@ -193,7 +193,7 @@ end
 class Numeric
   # @see Amortization#new
   # @api public
-  def amortize(*rates, &block)
-    Finrb::Amortization.new(self, *rates, &block)
+  def amortize(...)
+    Finrb::Amortization.new(self, ...)
   end
 end

data/lib/finrb/cashflows.rb

@@ -7,9 +7,10 @@ require_relative 'rates'
 require 'bigdecimal'
 require 'bigdecimal/newton'
 require 'business_time'
-include Newton
 
 module Finrb
+  include Newton
+
   # Provides methods for working with cash flows (collections of transactions)
   # @api public
   module Cashflow
@@ -30,7 +31,7 @@ module Finrb
       end
 
       def values(x)
-        value = @transactions.send(@function, Flt::DecNum.new(x[0].to_s))
+        value = @transactions.public_send(@function, Flt::DecNum.new(x[0].to_s))
         begin
           [BigDecimal(value.to_s)]
         rescue ArgumentError
@@ -40,7 +41,7 @@ module Finrb
     end
 
     # calculate the internal rate of return for a sequence of cash flows
-    # @return [DecNum] the internal rate of return
+    # @return [Flt::DecNum] the internal rate of return
     # @param [Numeric] guess Initial guess rate, Defaults to 1.0
     # @example
     #   [-4000,1200,1410,1875,1050].irr #=> 0.143
@@ -63,8 +64,12 @@ module Finrb
       super
     end
 
+    def respond_to_missing?(name, include_private = false)
+      name.to_s == 'sum' || super
+    end
+
     # calculate the net present value of a sequence of cash flows
-    # @return [DecNum] the net present value
+    # @return [Flt::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
@@ -109,7 +114,7 @@ module Finrb
     end
 
     # calculate the net present value of a sequence of cash flows
-    # @return [DecNum]
+    # @return [Flt::DecNum]
     # @example
     #   @transactions = []
     #   @transactions << Transaction.new(-1000, :date => Time.new(1985,01,01))

data/lib/finrb/config.rb

@@ -6,6 +6,6 @@ module Finrb
   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)
+    config.__send__("#{key.to_sym}=", value)
   end
 end

data/lib/finrb/decimal.rb

@@ -2,22 +2,21 @@
 
 require 'flt'
 require 'rubygems'
-include Flt
 
-DecNum.context.define_conversion_from(BigDecimal) do |x, _context|
-  DecNum(x.to_s)
+Flt::DecNum.context.define_conversion_from(BigDecimal) do |x, _context|
+  Flt::DecNum(x.to_s)
 end
 
-DecNum.context.define_conversion_to(BigDecimal) do |x|
+Flt::DecNum.context.define_conversion_to(BigDecimal) do |x|
   BigDecimal(x.to_s)
 end
 
 class Numeric
   def to_dec
-    if instance_of?(DecNum)
+    if instance_of?(Flt::DecNum)
       self
     else
-      DecNum(to_s)
+      Flt::DecNum(to_s)
     end
   end
 end

data/lib/finrb/rates.rb

@@ -10,12 +10,14 @@ module Finrb
     include Comparable
     # Accepted rate types
     TYPES = { apr: 'effective', apy: 'effective', effective: 'effective', nominal: 'nominal' }.freeze
+    public_constant :TYPES
+
     # convert a nominal interest rate to an effective interest rate
-    # @return [DecNum] the effective interest rate
+    # @return [Flt::DecNum] the effective interest rate
     # @param [Numeric] rate the nominal interest rate
     # @param [Numeric] periods the number of compounding periods per year
     # @example
-    #   Rate.to_effective(0.05, 4) #=> DecNum('0.05095')
+    #   Rate.to_effective(0.05, 4) #=> Flt::DecNum('0.05095')
     # @api public
     def self.to_effective(rate, periods)
       rate = Flt::DecNum.new(rate.to_s)
@@ -29,11 +31,11 @@ module Finrb
     end
 
     # convert an effective interest rate to a nominal interest rate
-    # @return [DecNum] the nominal interest rate
+    # @return [Flt::DecNum] the nominal interest rate
     # @param [Numeric] rate the effective interest rate
     # @param [Numeric] periods the number of compounding periods per year
     # @example
-    #   Rate.to_nominal(0.06, 365) #=> DecNum('0.05827')
+    #   Rate.to_nominal(0.06, 365) #=> Flt::DecNum('0.05827')
     # @see https://www.miniwebtool.com/nominal-interest-rate-calculator/
     # @api public
     def self.to_nominal(rate, periods)
@@ -65,12 +67,12 @@ module Finrb
 
       # Set optional attributes..
       opts.each do |key, value|
-        send("#{key}=", value)
+        __send__("#{key}=", value)
       end
 
       # Set the rate in the proper way, based on the value of type.
       begin
-        send("#{TYPES.fetch(type)}=", Flt::DecNum.new(rate.to_s))
+        __send__("#{TYPES.fetch(type)}=", Flt::DecNum.new(rate.to_s))
       rescue KeyError
         raise(ArgumentError, "type must be one of #{TYPES.keys.join(', ')}", caller)
       end
@@ -79,10 +81,10 @@ module Finrb
     # @return [Integer] the duration for which the rate is valid, in months
     # @api public
     attr_accessor :duration
-    # @return [DecNum] the effective interest rate
+    # @return [Flt::DecNum] the effective interest rate
     # @api public
     attr_reader :effective
-    # @return [DecNum] the nominal interest rate
+    # @return [Flt::DecNum] the nominal interest rate
     # @api public
     attr_reader :nominal
 
@@ -131,7 +133,7 @@ module Finrb
 
     # set the effective interest rate
     # @return none
-    # @param [DecNum] rate the effective interest rate
+    # @param [Flt::DecNum] rate the effective interest rate
     # @api private
     def effective=(rate)
       @effective = rate
@@ -142,11 +144,11 @@ module Finrb
       "Rate.new(#{apr.round(6)}, :apr)"
     end
 
-    # @return [DecNum] the monthly effective interest rate
+    # @return [Flt::DecNum] the monthly effective interest rate
     # @example
     #   rate = Rate.new(0.15, :nominal)
-    #   rate.apr.round(6) #=> DecNum('0.160755')
-    #   rate.monthly.round(6) #=> DecNum('0.013396')
+    #   rate.apr.round(6) #=> Flt::DecNum('0.160755')
+    #   rate.monthly.round(6) #=> Flt::DecNum('0.013396')
     # @api public
     def monthly
       (effective / 12).round(15)
@@ -154,7 +156,7 @@ module Finrb
 
     # set the nominal interest rate
     # @return none
-    # @param [DecNum] rate the nominal interest rate
+    # @param [Flt::DecNum] rate the nominal interest rate
     # @api private
     def nominal=(rate)
       @nominal = rate

data/lib/finrb/transaction.rb

@@ -6,7 +6,7 @@ module Finrb
   # the Transaction class provides a general interface for working with individual cash flows.
   # @api public
   class Transaction
-    # @return [DecNum] the cash value of the transaction
+    # @return [Flt::DecNum] the cash value of the transaction
     # @api public
     attr_reader :amount
     # @return [Integer] the period number of the transaction
@@ -33,7 +33,7 @@ module Finrb
 
       # Set optional attributes..
       opts.each do |key, value|
-        send("#{key}=", value)
+        __send__("#{key}=", value)
       end
     end
 
@@ -49,12 +49,12 @@ module Finrb
       @amount = Flt::DecNum.new(value.to_s) || 0
     end
 
-    # @return [DecNum] the difference between the original transaction
+    # @return [Flt::DecNum] the difference between the original transaction
     #   amount and the current amount
     # @example
     #   t = Transaction.new(500)
     #   t.amount = 750
-    #   t.difference #=> DecNum('250')
+    #   t.difference #=> Flt::DecNum('250')
     # @api public
     def difference
       @amount - @original

data/lib/finrb/utils.rb

@@ -5,9 +5,9 @@ require_relative 'decimal'
 require 'bigdecimal'
 require 'bigdecimal/newton'
 
-include Newton
-
 module Finrb
+  include Newton
+
   class Utils
     class NlFunctionStub
       attr_accessor :func
@@ -33,9 +33,9 @@ module Finrb
     # @example
     #   Finrb::Utils.bdy(d=1500,f=100000,t=120)
     def self.bdy(d:, f:, t:)
-      d = DecNum(d.to_s)
-      f = DecNum(f.to_s)
-      t = DecNum(t.to_s)
+      d = Flt::DecNum(d.to_s)
+      f = Flt::DecNum(f.to_s)
+      t = Flt::DecNum(t.to_s)
 
       (d * 360 / f / t)
     end
@@ -47,8 +47,8 @@ module Finrb
     # @example
     #   Finrb::Utils.bdy2mmy(bdy=0.045,t=120)
     def self.bdy2mmy(bdy:, t:)
-      bdy = DecNum(bdy.to_s)
-      t = DecNum(t.to_s)
+      bdy = Flt::DecNum(bdy.to_s)
+      t = Flt::DecNum(t.to_s)
 
       (bdy * 360 / (360 - (t * bdy)))
     end
@@ -61,9 +61,9 @@ module Finrb
     # @example
     #   Finrb::Utils.cash_ratio(cash=3000,ms=2000,cl=2000)
     def self.cash_ratio(cash:, ms:, cl:)
-      cash = DecNum(cash.to_s)
-      ms = DecNum(ms.to_s)
-      cl = DecNum(cl.to_s)
+      cash = Flt::DecNum(cash.to_s)
+      ms = Flt::DecNum(ms.to_s)
+      cl = Flt::DecNum(cl.to_s)
 
       ((cash + ms) / cl)
     end
@@ -75,8 +75,8 @@ module Finrb
     # @example
     #   Finrb::Utils.coefficient_variation(sd=0.15,avg=0.39)
     def self.coefficient_variation(sd:, avg:)
-      sd = DecNum(sd.to_s)
-      avg = DecNum(avg.to_s)
+      sd = Flt::DecNum(sd.to_s)
+      avg = Flt::DecNum(avg.to_s)
 
       (sd / avg)
     end
@@ -98,11 +98,11 @@ module Finrb
     # @example
     #   Finrb::Utils.cogs(uinv=2,pinv=2,units=[3,5],price=[3,5],sinv=7,method="WAC")
     def self.cogs(uinv:, pinv:, units:, price:, sinv:, method: 'FIFO')
-      uinv = DecNum(uinv.to_s)
-      pinv = DecNum(pinv.to_s)
-      units = Array.wrap(units).map { |value| DecNum(value.to_s) }
-      price = Array.wrap(price).map { |value| DecNum(value.to_s) }
-      sinv = DecNum(sinv.to_s)
+      uinv = Flt::DecNum(uinv.to_s)
+      pinv = Flt::DecNum(pinv.to_s)
+      units = Array.wrap(units).map { |value| Flt::DecNum(value.to_s) }
+      price = Array.wrap(price).map { |value| Flt::DecNum(value.to_s) }
+      sinv = Flt::DecNum(sinv.to_s)
       method = method.to_s
 
       n = units.size
@@ -200,8 +200,8 @@ module Finrb
     # @example
     #   Finrb::Utils.current_ratio(ca=8000,cl=2000)
     def self.current_ratio(ca:, cl:)
-      ca = DecNum(ca.to_s)
-      cl = DecNum(cl.to_s)
+      ca = Flt::DecNum(ca.to_s)
+      cl = Flt::DecNum(cl.to_s)
 
       (ca / cl)
     end
@@ -214,9 +214,9 @@ module Finrb
     # @example
     #   Finrb::Utils.ddb(cost=1200,rv=200,t=5)
     def self.ddb(cost:, rv:, t:)
-      cost = DecNum(cost.to_s)
-      rv = DecNum(rv.to_s)
-      t = DecNum(t.to_s)
+      cost = Flt::DecNum(cost.to_s)
+      rv = Flt::DecNum(rv.to_s)
+      t = Flt::DecNum(t.to_s)
 
       raise(FinrbError, 't should be larger than 1') if t < 2
 
@@ -246,8 +246,8 @@ module Finrb
     # @example
     #   Finrb::Utils.debt_ratio(td=6000,ta=20000)
     def self.debt_ratio(td:, ta:)
-      td = DecNum(td.to_s)
-      ta = DecNum(ta.to_s)
+      td = Flt::DecNum(td.to_s)
+      ta = Flt::DecNum(ta.to_s)
 
       (td / ta)
     end
@@ -275,15 +275,15 @@ module Finrb
     # @example
     #   Finrb::Utils.diluted_eps(ni=115600,pd=10000,cpd=10000,cdi=42000,tax=0.4,w=200000,cps=40000,cds=60000,iss=2500)
     def self.diluted_eps(ni:, pd:, w:, cpd: 0, cdi: 0, tax: 0, cps: 0, cds: 0, iss: 0)
-      ni = DecNum(ni.to_s)
-      pd = DecNum(pd.to_s)
-      w = DecNum(w.to_s)
-      cpd = DecNum(cpd.to_s)
-      cdi = DecNum(cdi.to_s)
-      tax = DecNum(tax.to_s)
-      cps = DecNum(cps.to_s)
-      cds = DecNum(cds.to_s)
-      iss = DecNum(iss.to_s)
+      ni = Flt::DecNum(ni.to_s)
+      pd = Flt::DecNum(pd.to_s)
+      w = Flt::DecNum(w.to_s)
+      cpd = Flt::DecNum(cpd.to_s)
+      cdi = Flt::DecNum(cdi.to_s)
+      tax = Flt::DecNum(tax.to_s)
+      cps = Flt::DecNum(cps.to_s)
+      cds = Flt::DecNum(cds.to_s)
+      iss = Flt::DecNum(iss.to_s)
 
       basic = (ni - pd) / w
       diluted = (ni - pd + cpd + (cdi * (1 - tax))) / (w + cps + cds + iss)
@@ -303,13 +303,13 @@ module Finrb
     # @example
     #   Finrb::Utils.discount_rate(n=5,pv=0,fv=600,pmt=-100,type=0)
     def self.discount_rate(n:, pv:, fv:, pmt:, type: 0, lower: 0.0001, upper: 100)
-      n = DecNum(n.to_s)
-      pv = DecNum(pv.to_s)
-      fv = DecNum(fv.to_s)
-      pmt = DecNum(pmt.to_s)
-      type = DecNum(type.to_s)
-      lower = DecNum(lower.to_s)
-      upper = DecNum(upper.to_s)
+      n = Flt::DecNum(n.to_s)
+      pv = Flt::DecNum(pv.to_s)
+      fv = Flt::DecNum(fv.to_s)
+      pmt = Flt::DecNum(pmt.to_s)
+      type = Flt::DecNum(type.to_s)
+      lower = Flt::DecNum(lower.to_s)
+      upper = Flt::DecNum(upper.to_s)
 
       nlfunc = NlFunctionStub.new
       nlfunc.func =
@@ -332,8 +332,8 @@ module Finrb
     # @example
     #   Finrb::Utils.ear(0.04,365)
     def self.ear(r:, m:)
-      r = DecNum(r.to_s)
-      m = DecNum(m.to_s)
+      r = Flt::DecNum(r.to_s)
+      m = Flt::DecNum(m.to_s)
 
       ((((r / m) + 1)**m) - 1)
     end
@@ -347,7 +347,7 @@ module Finrb
     # @example
     #   Finrb::Utils.ear_continuous(0.03)
     def self.ear_continuous(r:)
-      r = DecNum(r.to_s)
+      r = Flt::DecNum(r.to_s)
 
       (r.to_dec.exp - 1)
     end
@@ -358,7 +358,7 @@ module Finrb
     # @example
     #   Finrb::Utils.ear2bey(ear=0.08)
     def self.ear2bey(ear:)
-      ear = DecNum(ear.to_s)
+      ear = Flt::DecNum(ear.to_s)
 
       ((((ear + 1)**0.5) - 1) * 2)
     end
@@ -370,8 +370,8 @@ module Finrb
     # @example
     #   Finrb::Utils.ear2hpr(ear=0.05039,t=150)
     def self.ear2hpr(ear:, t:)
-      ear = DecNum(ear.to_s)
-      t = DecNum(t.to_s)
+      ear = Flt::DecNum(ear.to_s)
+      t = Flt::DecNum(t.to_s)
 
       (((ear + 1)**(t / 365)) - 1)
     end
@@ -412,9 +412,9 @@ module Finrb
     #   # monthly proportional interest rate which is equivalent to a simple annual interest
     #   Finrb::Utils.eir(r=0.05,p=12,type='p')
     def self.eir(r:, n: 1, p: 12, type: 'e')
-      r = DecNum(r.to_s)
-      n = DecNum(n.to_s)
-      p = DecNum(p.to_s)
+      r = Flt::DecNum(r.to_s)
+      n = Flt::DecNum(n.to_s)
+      p = Flt::DecNum(p.to_s)
       type = type.to_s
 
       case type
@@ -436,9 +436,9 @@ module Finrb
     # @example
     #   Finrb::Utils.eps(ni=10000,pd=1000,w=11000)
     def self.eps(ni:, pd:, w:)
-      ni = DecNum(ni.to_s)
-      pd = DecNum(pd.to_s)
-      w = DecNum(w.to_s)
+      ni = Flt::DecNum(ni.to_s)
+      pd = Flt::DecNum(pd.to_s)
+      w = Flt::DecNum(w.to_s)
 
       ((ni - pd) / w)
     end
@@ -450,8 +450,8 @@ module Finrb
     # @example
     #   Finrb::Utils.financial_leverage(te=16000,ta=20000)
     def self.financial_leverage(te:, ta:)
-      te = DecNum(te.to_s)
-      ta = DecNum(ta.to_s)
+      te = Flt::DecNum(te.to_s)
+      ta = Flt::DecNum(ta.to_s)
 
       (ta / te)
     end
@@ -466,11 +466,11 @@ module Finrb
     # @example
     #   Finrb::Utils.fv(r=0.07,n=10,pv=1000,pmt=10)
     def self.fv(r:, n:, pv: 0, pmt: 0, type: 0)
-      r = DecNum(r.to_s)
-      n = DecNum(n.to_s)
-      pv = DecNum(pv.to_s)
-      pmt = DecNum(pmt.to_s)
-      type = DecNum(type.to_s)
+      r = Flt::DecNum(r.to_s)
+      n = Flt::DecNum(n.to_s)
+      pv = Flt::DecNum(pv.to_s)
+      pmt = Flt::DecNum(pmt.to_s)
+      type = Flt::DecNum(type.to_s)
 
       if type != 0 && type != 1
         raise(FinrbError, 'Error: type should be 0 or 1!')
@@ -491,10 +491,10 @@ module Finrb
     # @example
     #   Finrb::Utils.fv_annuity(r=0.03,n=12,pmt=-1000,type=1)
     def self.fv_annuity(r:, n:, pmt:, type: 0)
-      r = DecNum(r.to_s)
-      n = DecNum(n.to_s)
-      pmt = DecNum(pmt.to_s)
-      type = DecNum(type.to_s)
+      r = Flt::DecNum(r.to_s)
+      n = Flt::DecNum(n.to_s)
+      pmt = Flt::DecNum(pmt.to_s)
+      type = Flt::DecNum(type.to_s)
 
       if type != 0 && type != 1
         raise(FinrbError, 'Error: type should be 0 or 1!')
@@ -515,9 +515,9 @@ module Finrb
     # @example
     #   Finrb::Utils.fv_simple(r=0.04,n=20,pv=-50000)
     def self.fv_simple(r:, n:, pv:)
-      r = DecNum(r.to_s)
-      n = DecNum(n.to_s)
-      pv = DecNum(pv.to_s)
+      r = Flt::DecNum(r.to_s)
+      n = Flt::DecNum(n.to_s)
+      pv = Flt::DecNum(pv.to_s)
 
       ((pv * ((r + 1)**n)) * -1)
     end
@@ -529,8 +529,8 @@ module Finrb
     # @example
     #   Finrb::Utils.fv_uneven(r=0.1, cf=[-1000, -500, 0, 4000, 3500, 2000])
     def self.fv_uneven(r:, cf:)
-      r = DecNum(r.to_s)
-      cf = Array.wrap(cf).map { |value| DecNum(value.to_s) }
+      r = Flt::DecNum(r.to_s)
+      cf = Array.wrap(cf).map { |value| Flt::DecNum(value.to_s) }
 
       m = cf.size
       sum = 0
@@ -547,7 +547,7 @@ module Finrb
     # @example
     #   Finrb::Utils.geometric_mean(r=[-0.0934, 0.2345, 0.0892])
     def self.geometric_mean(r:)
-      r = Array.wrap(r).map { |value| DecNum(value.to_s) }
+      r = Array.wrap(r).map { |value| Flt::DecNum(value.to_s) }
 
       rs = r.map { |value| value + 1 }
       ((rs.reduce(:*)**(1.to_f / rs.size)) - 1)
@@ -560,8 +560,8 @@ module Finrb
     # @example
     #   Finrb::Utils.gpm(gp=1000,rv=20000)
     def self.gpm(gp:, rv:)
-      gp = DecNum(gp.to_s)
-      rv = DecNum(rv.to_s)
+      gp = Flt::DecNum(gp.to_s)
+      rv = Flt::DecNum(rv.to_s)
 
       (gp / rv)
     end
@@ -571,7 +571,7 @@ module Finrb
     # @example
     #   Finrb::Utils.harmonic_mean(p=[8,9,10])
     def self.harmonic_mean(p:)
-      p = Array.wrap(p).map { |value| DecNum(value.to_s) }
+      p = Array.wrap(p).map { |value| Flt::DecNum(value.to_s) }
 
       (1.to_f / (p.sum { |val| 1.to_f / val } / p.size))
     end
@@ -584,9 +584,9 @@ module Finrb
     # @example
     #   Finrb::Utils.hpr(ev=33,bv=30,cfr=0.5)
     def self.hpr(ev:, bv:, cfr: 0)
-      ev = DecNum(ev.to_s)
-      bv = DecNum(bv.to_s)
-      cfr = DecNum(cfr.to_s)
+      ev = Flt::DecNum(ev.to_s)
+      bv = Flt::DecNum(bv.to_s)
+      cfr = Flt::DecNum(cfr.to_s)
 
       ((ev - bv + cfr) / bv)
     end
@@ -598,8 +598,8 @@ module Finrb
     # @example
     #   Finrb::Utils.hpr2bey(hpr=0.02,t=3)
     def self.hpr2bey(hpr:, t:)
-      hpr = DecNum(hpr.to_s)
-      t = DecNum(t.to_s)
+      hpr = Flt::DecNum(hpr.to_s)
+      t = Flt::DecNum(t.to_s)
 
       ((((hpr + 1)**(6 / t)) - 1) * 2)
     end
@@ -611,8 +611,8 @@ module Finrb
     # @example
     #   Finrb::Utils.hpr2ear(hpr=0.015228,t=120)
     def self.hpr2ear(hpr:, t:)
-      hpr = DecNum(hpr.to_s)
-      t = DecNum(t.to_s)
+      hpr = Flt::DecNum(hpr.to_s)
+      t = Flt::DecNum(t.to_s)
 
       (((hpr + 1)**(365 / t)) - 1)
     end
@@ -624,8 +624,8 @@ module Finrb
     # @example
     #   Finrb::Utils.hpr2mmy(hpr=0.01523,t=120)
     def self.hpr2mmy(hpr:, t:)
-      hpr = DecNum(hpr.to_s)
-      t = DecNum(t.to_s)
+      hpr = Flt::DecNum(hpr.to_s)
+      t = Flt::DecNum(t.to_s)
 
       (hpr * 360 / t)
     end
@@ -636,7 +636,7 @@ module Finrb
     # @example
     #   Finrb::Utils.irr(cf=[-5, 1.6, 2.4, 2.8])
     def self.irr(cf:)
-      cf = Array.wrap(cf).map { |value| DecNum(value.to_s) }
+      cf = Array.wrap(cf).map { |value| Flt::DecNum(value.to_s) }
 
       subcf = cf.drop(1)
       nlfunc = NlFunctionStub.new
@@ -658,9 +658,9 @@ module Finrb
     # @example
     #   Finrb::Utils.iss(amp=20,ep=15,n=10000)
     def self.iss(amp:, ep:, n:)
-      amp = DecNum(amp.to_s)
-      ep = DecNum(ep.to_s)
-      n = DecNum(n.to_s)
+      amp = Flt::DecNum(amp.to_s)
+      ep = Flt::DecNum(ep.to_s)
+      n = Flt::DecNum(n.to_s)
 
       if amp > ep
         ((amp - ep) * n / amp)
@@ -676,8 +676,8 @@ module Finrb
     # @example
     #   Finrb::Utils.lt_d2e(ltd=8000,te=20000)
     def self.lt_d2e(ltd:, te:)
-      ltd = DecNum(ltd.to_s)
-      te = DecNum(te.to_s)
+      ltd = Flt::DecNum(ltd.to_s)
+      te = Flt::DecNum(te.to_s)
 
       (ltd / te)
     end
@@ -689,8 +689,8 @@ module Finrb
     # @example
     #   Finrb::Utils.mmy2hpr(mmy=0.04898,t=150)
     def self.mmy2hpr(mmy:, t:)
-      mmy = DecNum(mmy.to_s)
-      t = DecNum(t.to_s)
+      mmy = Flt::DecNum(mmy.to_s)
+      t = Flt::DecNum(t.to_s)
 
       (mmy * t / 360)
     end
@@ -708,11 +708,11 @@ module Finrb
     # @example
     #   Finrb::Utils.n_period(r=0.1,pv=-10000,fv=60000000,pmt=-50000,type=1)
     def self.n_period(r:, pv:, fv:, pmt:, type: 0)
-      r = DecNum(r.to_s)
-      pv = DecNum(pv.to_s)
-      fv = DecNum(fv.to_s)
-      pmt = DecNum(pmt.to_s)
-      type = DecNum(type.to_s)
+      r = Flt::DecNum(r.to_s)
+      pv = Flt::DecNum(pv.to_s)
+      fv = Flt::DecNum(fv.to_s)
+      pmt = Flt::DecNum(pmt.to_s)
+      type = Flt::DecNum(type.to_s)
 
       if type != 0 && type != 1
         raise(FinrbError, 'Error: type should be 0 or 1!')
@@ -729,8 +729,8 @@ module Finrb
     # @example
     #   Finrb::Utils.npm(ni=8000,rv=20000)
     def self.npm(ni:, rv:)
-      ni = DecNum(ni.to_s)
-      rv = DecNum(rv.to_s)
+      ni = Flt::DecNum(ni.to_s)
+      rv = Flt::DecNum(rv.to_s)
 
       (ni / rv)
     end
@@ -742,8 +742,8 @@ module Finrb
     # @example
     #   Finrb::Utils.npv(r=0.12, cf=[-5, 1.6, 2.4, 2.8])
     def self.npv(r:, cf:)
-      r = DecNum(r.to_s)
-      cf = Array.wrap(cf).map { |value| DecNum(value.to_s) }
+      r = Flt::DecNum(r.to_s)
+      cf = Array.wrap(cf).map { |value| Flt::DecNum(value.to_s) }
 
       subcf = cf.drop(1)
       ((Finrb::Utils.pv_uneven(r: r, cf: subcf) * -1) + cf[0])
@@ -765,11 +765,11 @@ module Finrb
     # @example
     #   Finrb::Utils.pmt(0.08,10,-1000,10,1)
     def self.pmt(r:, n:, pv:, fv:, type: 0)
-      r = DecNum(r.to_s)
-      n = DecNum(n.to_s)
-      pv = DecNum(pv.to_s)
-      fv = DecNum(fv.to_s)
-      type = DecNum(type.to_s)
+      r = Flt::DecNum(r.to_s)
+      n = Flt::DecNum(n.to_s)
+      pv = Flt::DecNum(pv.to_s)
+      fv = Flt::DecNum(fv.to_s)
+      type = Flt::DecNum(type.to_s)
 
       if type != 0 && type != 1
         raise(FinrbError, 'Error: type should be 0 or 1!')
@@ -791,11 +791,11 @@ module Finrb
     # @example
     #   Finrb::Utils.pv(r=0.05,n=20,fv=1000,pmt=10,type=1)
     def self.pv(r:, n:, fv: 0, pmt: 0, type: 0)
-      r = DecNum(r.to_s)
-      n = DecNum(n.to_s)
-      fv = DecNum(fv.to_s)
-      pmt = DecNum(pmt.to_s)
-      type = DecNum(type.to_s)
+      r = Flt::DecNum(r.to_s)
+      n = Flt::DecNum(n.to_s)
+      fv = Flt::DecNum(fv.to_s)
+      pmt = Flt::DecNum(pmt.to_s)
+      type = Flt::DecNum(type.to_s)
 
       if type != 0 && type != 1
         raise(FinrbError, 'Error: type should be 0 or 1!')
@@ -817,10 +817,10 @@ module Finrb
     # @example
     #   Finrb::Utils.pv_annuity(r=0.0425,n=3,pmt=30000)
     def self.pv_annuity(r:, n:, pmt:, type: 0)
-      r = DecNum(r.to_s)
-      n = DecNum(n.to_s)
-      pmt = DecNum(pmt.to_s)
-      type = DecNum(type.to_s)
+      r = Flt::DecNum(r.to_s)
+      n = Flt::DecNum(n.to_s)
+      pmt = Flt::DecNum(pmt.to_s)
+      type = Flt::DecNum(type.to_s)
 
       if type != 0 && type != 1
         raise(FinrbError, 'Error: type should be 0 or 1!')
@@ -845,10 +845,10 @@ module Finrb
     # @example
     #   Finrb::Utils.pv_perpetuity(r=0.1,pmt=1000)
     def self.pv_perpetuity(r:, pmt:, g: 0, type: 0)
-      r = DecNum(r.to_s)
-      pmt = DecNum(pmt.to_s)
-      g = DecNum(g.to_s)
-      type = DecNum(type.to_s)
+      r = Flt::DecNum(r.to_s)
+      pmt = Flt::DecNum(pmt.to_s)
+      g = Flt::DecNum(g.to_s)
+      type = Flt::DecNum(type.to_s)
 
       if type != 0 && type != 1
         raise(FinrbError, 'Error: type should be 0 or 1!')
@@ -871,9 +871,9 @@ module Finrb
     # @example
     #   Finrb::Utils.pv_simple(r=0.03,n=3,fv=1000)
     def self.pv_simple(r:, n:, fv:)
-      r = DecNum(r.to_s)
-      n = DecNum(n.to_s)
-      fv = DecNum(fv.to_s)
+      r = Flt::DecNum(r.to_s)
+      n = Flt::DecNum(n.to_s)
+      fv = Flt::DecNum(fv.to_s)
 
       ((fv / ((r + 1)**n)) * -1)
     end
@@ -885,8 +885,8 @@ module Finrb
     # @example
     #   Finrb::Utils.pv_uneven(r=0.1, cf=[-1000, -500, 0, 4000, 3500, 2000])
     def self.pv_uneven(r:, cf:)
-      r = DecNum(r.to_s)
-      cf = Array.wrap(cf).map { |value| DecNum(value.to_s) }
+      r = Flt::DecNum(r.to_s)
+      cf = Array.wrap(cf).map { |value| Flt::DecNum(value.to_s) }
 
       n = cf.size
       sum = 0
@@ -905,10 +905,10 @@ module Finrb
     # @example
     #   Finrb::Utils.quick_ratio(cash=3000,ms=2000,rc=1000,cl=2000)
     def self.quick_ratio(cash:, ms:, rc:, cl:)
-      cash = DecNum(cash.to_s)
-      ms = DecNum(ms.to_s)
-      rc = DecNum(rc.to_s)
-      cl = DecNum(cl.to_s)
+      cash = Flt::DecNum(cash.to_s)
+      ms = Flt::DecNum(ms.to_s)
+      rc = Flt::DecNum(rc.to_s)
+      cl = Flt::DecNum(cl.to_s)
 
       ((cash + ms + rc) / cl)
     end
@@ -920,8 +920,8 @@ module Finrb
     # @example
     #   Finrb::Utils.r_continuous(r=0.03,m=4)
     def self.r_continuous(r:, m:)
-      r = DecNum(r.to_s)
-      m = DecNum(m.to_s)
+      r = Flt::DecNum(r.to_s)
+      m = Flt::DecNum(m.to_s)
 
       (m * ((r / m) + 1).to_dec.log)
     end
@@ -936,8 +936,8 @@ module Finrb
     # @example
     #   Finrb::Utils.r_norminal(rc=0.03,m=4)
     def self.r_norminal(rc:, m:)
-      rc = DecNum(rc.to_s)
-      m = DecNum(m.to_s)
+      rc = Flt::DecNum(rc.to_s)
+      m = Flt::DecNum(m.to_s)
 
       (m * ((rc / m).to_dec.exp - 1))
     end
@@ -949,8 +949,8 @@ module Finrb
     # @example
     #   Finrb::Utils.r_perpetuity(pmt=4.5,pv=-75)
     def self.r_perpetuity(pmt:, pv:)
-      pmt = DecNum(pmt.to_s)
-      pv = DecNum(pv.to_s)
+      pmt = Flt::DecNum(pmt.to_s)
+      pv = Flt::DecNum(pv.to_s)
 
       (pmt * -1 / pv)
     end
@@ -962,8 +962,8 @@ module Finrb
     # @example
     #   Finrb::Utils.sampling_error(sm=0.45, mu=0.5)
     def self.sampling_error(sm:, mu:)
-      sm = DecNum(sm.to_s)
-      mu = DecNum(mu.to_s)
+      sm = Flt::DecNum(sm.to_s)
+      mu = Flt::DecNum(mu.to_s)
 
       (sm - mu)
     end
@@ -976,9 +976,9 @@ module Finrb
     # @example
     #   Finrb::Utils.sf_ratio(rp=0.09,rl=0.03,sd=0.12)
     def self.sf_ratio(rp:, rl:, sd:)
-      rp = DecNum(rp.to_s)
-      rl = DecNum(rl.to_s)
-      sd = DecNum(sd.to_s)
+      rp = Flt::DecNum(rp.to_s)
+      rl = Flt::DecNum(rl.to_s)
+      sd = Flt::DecNum(sd.to_s)
 
       ((rp - rl) / sd)
     end
@@ -991,9 +991,9 @@ module Finrb
     # @example
     #   Finrb::Utils.sharpe_ratio(rp=0.038,rf=0.015,sd=0.07)
     def self.sharpe_ratio(rp:, rf:, sd:)
-      rp = DecNum(rp.to_s)
-      rf = DecNum(rf.to_s)
-      sd = DecNum(sd.to_s)
+      rp = Flt::DecNum(rp.to_s)
+      rf = Flt::DecNum(rf.to_s)
+      sd = Flt::DecNum(sd.to_s)
 
       ((rp - rf) / sd)
     end
@@ -1006,9 +1006,9 @@ module Finrb
     # @example
     #   Finrb::Utils.slde(cost=1200,rv=200,t=5)
     def self.slde(cost:, rv:, t:)
-      cost = DecNum(cost.to_s)
-      rv = DecNum(rv.to_s)
-      t = DecNum(t.to_s)
+      cost = Flt::DecNum(cost.to_s)
+      rv = Flt::DecNum(rv.to_s)
+      t = Flt::DecNum(t.to_s)
 
       ((cost - rv) / t)
     end
@@ -1020,8 +1020,8 @@ module Finrb
     # @example
     #   Finrb::Utils.total_d2e(td=6000,te=20000)
     def self.total_d2e(td:, te:)
-      td = DecNum(td.to_s)
-      te = DecNum(te.to_s)
+      td = Flt::DecNum(td.to_s)
+      te = Flt::DecNum(te.to_s)
 
       (td / te)
     end
@@ -1034,9 +1034,9 @@ module Finrb
     # @example
     #   Finrb::Utils.twrr(ev=[120,260],bv=[100,240],cfr=[2,4])
     def self.twrr(ev:, bv:, cfr:)
-      ev = Array.wrap(ev).map { |value| DecNum(value.to_s) }
-      bv = Array.wrap(bv).map { |value| DecNum(value.to_s) }
-      cfr = Array.wrap(cfr).map { |value| DecNum(value.to_s) }
+      ev = Array.wrap(ev).map { |value| Flt::DecNum(value.to_s) }
+      bv = Array.wrap(bv).map { |value| Flt::DecNum(value.to_s) }
+      cfr = Array.wrap(cfr).map { |value| Flt::DecNum(value.to_s) }
 
       r = ev.size
       s = bv.size
@@ -1062,8 +1062,8 @@ module Finrb
     # @example
     #   s=[11000,4400,-3000];m=[12,9,4];Finrb::Utils.was(ns=s,nm=m)
     def self.was(ns:, nm:)
-      ns = Array.wrap(ns).map { |value| DecNum(value.to_s) }
-      nm = Array.wrap(nm).map { |value| DecNum(value.to_s) }
+      ns = Array.wrap(ns).map { |value| Flt::DecNum(value.to_s) }
+      nm = Array.wrap(nm).map { |value| Flt::DecNum(value.to_s) }
 
       m = ns.size
       n = nm.size
@@ -1086,12 +1086,12 @@ module Finrb
     # @example
     #   Finrb::Utils.wpr(r=[0.12, 0.07, 0.03],w=[0.5,0.4,0.1])
     def self.wpr(r:, w:)
-      r = Array.wrap(r).map { |value| DecNum(value.to_s) }
-      w = Array.wrap(w).map { |value| DecNum(value.to_s) }
+      r = Array.wrap(r).map { |value| Flt::DecNum(value.to_s) }
+      w = Array.wrap(w).map { |value| Flt::DecNum(value.to_s) }
+
+      # TODO: need to change
+      puts('sum of weights is NOT equal to 1!') if w.sum != 1
 
-      if w.sum != 1
-        puts('sum of weights is NOT equal to 1!') # TODO: need to change
-      end
       r.zip(w).sum { |arr| arr.reduce(:*) }
     end
   end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: finrb
 version: !ruby/object:Gem::Version
-  version: 0.1.1
+  version: 0.1.3
 platform: ruby
 authors:
 - Nadir Cohen
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2023-01-21 00:00:00.000000000 Z
+date: 2023-10-24 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: activesupport
@@ -237,7 +237,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.4.1
+rubygems_version: 3.4.21
 signing_key:
 specification_version: 4
 summary: Ruby gem for financial calculations/modeling