solver 0.0.0 → 0.1.0

data/VERSION

@@ -1 +1 @@
-0.0.0
+0.1.0

data/lib/solver.rb

@@ -9,4 +9,4 @@ require 'solver/secant'
 require 'solver/rfsecant'
 # TODO: Crenshaw/Secant method
 require 'solver/psolver'
-# require 'solver/tvmsolver'
+require 'solver/tvm'

data/lib/solver/tvm.rb

@@ -0,0 +1,72 @@
+module Flt::Solver
+
+  # A Time-Value-of-Money solver
+  # 
+  # Example:
+  #   tvm = TVM.new(Tolerance(3, :decimals), Float.context)
+  #   puts tvm.solve(:t=>240, :m0=>10000, :m=>0, :i=>3, :p=>12).inspect # => {:pmt=>-55.45975978539105}
+  #   
+  class TVM
+
+    def initialize(tol, context=Float.context)
+      @context = context
+      @var_descriptions = {
+        :m=>'money value at time t',
+        :t=>'time',
+        :m0=>'initial money value',
+        :pmt=>'payment per time unit',
+        :i=>'percent interest per year',
+        :p=>'numer of time units per year'
+      }
+      @vars = @var_descriptions.keys
+      vars = @vars
+      tvm = self
+      @solver = PSolver.new(context, tol) do |m, t, m0, pmt, i, p|
+        tvm.equation(m, t, m0, pmt, i, p)
+      end
+      @solver.default_guesses = 1,2
+      @one = @context.Num(1)
+    end
+
+    def parameter_descriptions
+      @var_descriptions
+    end
+
+    # Parameters:
+    #  :t time in periods
+    #  :p number of periods per year
+    #  :i percent yearly interest rate
+    #  :pmt payment per period
+    #  :m0 initial value
+    #  :m value at time :t
+    def solve(parameters)
+      nil_vars = @vars.select{|var| parameters[var].nil?}
+      raise "Too many unknowns" if nil_vars.size>1
+      raise "Nothing to solve" if nil_vars.empty?
+      var = nil_vars.first
+      # determine sensible initial value? => parameters[var] = initial_value
+      {var=>@solver.root(var, parameters)}
+    end
+
+    def value(parameters)
+      @solver.equation_value(paramters)
+    end
+
+    def equation(m, t, m0, pmt, i, p)
+      i /= 100
+      i /= p
+      n = -t
+      k = @context.exp(lnp1(i)*n) # (i+1)**n
+      # Equation: -m*k = m0 + pmt*(1-k)/i
+      m0 + pmt*(@one-k)/i + m*k
+    end
+
+    # ln(x+1)
+    def lnp1(x)
+      v = x + 1
+      (v == 1) ? x : (x*@context.ln(v) / (v - 1))
+    end
+
+  end # TVM
+
+end # Flt::Solver

data/solver.gemspec

@@ -5,7 +5,7 @@
 
 Gem::Specification.new do |s|
   s.name = %q{solver}
-  s.version = "0.0.0"
+  s.version = "0.1.0"
 
   s.required_rubygems_version = Gem::Requirement.new(">= 0") if s.respond_to? :required_rubygems_version=
   s.authors = ["Javier Goizueta"]
@@ -29,12 +29,14 @@ Gem::Specification.new do |s|
      "lib/solver/psolver.rb",
      "lib/solver/rfsecant.rb",
      "lib/solver/secant.rb",
+     "lib/solver/tvm.rb",
      "solver.gemspec",
      "test/helper.rb",
      "test/test_function.rb",
      "test/test_psolver.rb",
      "test/test_rfsecant.rb",
-     "test/test_secant.rb"
+     "test/test_secant.rb",
+     "test/test_tvm.rb"
   ]
   s.homepage = %q{http://github.com/jgoizueta/solver}
   s.rdoc_options = ["--charset=UTF-8"]
@@ -47,7 +49,8 @@ Gem::Specification.new do |s|
      "test/test_function.rb",
      "test/test_psolver.rb",
      "test/test_rfsecant.rb",
-     "test/test_secant.rb"
+     "test/test_secant.rb",
+     "test/test_tvm.rb"
   ]
 
   if s.respond_to? :specification_version then

data/test/test_tvm.rb

@@ -0,0 +1,58 @@
+require 'helper'
+require 'flt/float'
+require 'flt/tolerance'
+
+include Flt
+
+class TestTVM < Test::Unit::TestCase
+  
+  context "The TVM class" do
+    
+    context "using Float arithmetic" do
+    
+      setup do
+        @context = Float.context
+        @tolerance = Flt.Tolerance(3,:decimals)
+        @delta = 5E-4        
+        @tvm = Flt::Solver::TVM.new(@tolerance, @context)
+      end
+      
+      should "solve correclty for :pmt" do
+        sol = @tvm.solve(:t=>240, :m0=>10000, :m=>0, :i=>3, :p=>12)
+        assert_equal [:pmt], sol.keys
+        assert_in_delta -55.45975978539105, sol[:pmt], @delta
+      end
+
+      should "solve correclty for :t" do
+        sol = @tvm.solve(:pmt=>-55.45975978539105, :m0=>10000, :m=>0, :i=>3, :p=>12)
+        assert_equal [:t], sol.keys
+        assert_in_delta 240, sol[:t], @delta
+      end
+  
+    end
+    
+  end
+
+  context "using DecNum arithmetic" do
+  
+    setup do
+      @context = Float.context
+      @tolerance = Flt.Tolerance(3,:decimals)
+      @delta = 5E-4        
+      @tvm = Flt::Solver::TVM.new(@tolerance, @context)
+    end
+
+    should "solve correclty for :pmt" do
+      sol = @tvm.solve(:t=>240, :m0=>10000, :m=>0, :i=>3, :p=>12)
+      assert_equal [:pmt], sol.keys
+      assert_in_delta @context.Num('-55.45975978539105'), sol[:pmt], @delta
+    end
+
+    should "solve correclty for :t" do
+      sol = @tvm.solve(:pmt=>-55.45975978539105, :m0=>10000, :m=>0, :i=>3, :p=>12)
+      assert_equal [:t], sol.keys
+      assert_in_delta 240, sol[:t], @delta
+    end
+  
+  end
+end

metadata

@@ -4,9 +4,9 @@ version: !ruby/object:Gem::Version
   prerelease: false
   segments: 
   - 0
+  - 1
   - 0
-  - 0
-  version: 0.0.0
+  version: 0.1.0
 platform: ruby
 authors: 
 - Javier Goizueta
@@ -67,12 +67,14 @@ files:
 - lib/solver/psolver.rb
 - lib/solver/rfsecant.rb
 - lib/solver/secant.rb
+- lib/solver/tvm.rb
 - solver.gemspec
 - test/helper.rb
 - test/test_function.rb
 - test/test_psolver.rb
 - test/test_rfsecant.rb
 - test/test_secant.rb
+- test/test_tvm.rb
 has_rdoc: true
 homepage: http://github.com/jgoizueta/solver
 licenses: []
@@ -113,3 +115,4 @@ test_files:
 - test/test_psolver.rb
 - test/test_rfsecant.rb
 - test/test_secant.rb
+- test/test_tvm.rb