xirr 0.1.1 → 0.2.1

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data/CHANGE_LOG.md

@@ -0,0 +1,13 @@
+## Version 0.2.1
+
+* Output is rounded to default precision.
+
+## Version 0.2.0
+
+* Added Newton Method, but Bisection is still the default.
+* Added new configs: precision, iteration limit.
+* Raises a simple error if iteration limit is reached.
+* Output is now BigDecimal.
+* Fixed calculation of Bisection#npv
+* Amounts in Transactions are now converted to Float
+* Transactions now take Date Argument as Date instead of Time.

data/README.md

@@ -1,8 +1,8 @@
 # Xirr
-[![Build Status](https://travis-ci.org/tubedude/xirr.svg)](https://travis-ci.org/tubedude/xirr)[![Coverage Status](https://img.shields.io/coveralls/tubedude/xirr.svg)](https://coveralls.io/r/tubedude/xirr)[![Code Climate](https://codeclimate.com/github/tubedude/xirr/badges/gpa.svg)](https://codeclimate.com/github/tubedude/xirr)
+[![Build Status](https://travis-ci.org/tubedude/xirr.svg)](https://travis-ci.org/tubedude/xirr)[![Coverage Status](https://img.shields.io/coveralls/tubedude/xirr.svg)](https://coveralls.io/r/tubedude/xirr)[![Code Climate](https://codeclimate.com/github/tubedude/xirr/badges/gpa.svg)](https://codeclimate.com/github/tubedude/xirr)[![Dependency Status](https://gemnasium.com/tubedude/xirr.svg)](https://gemnasium.com/tubedude/xirr)
 
-This is a simple gem to calculate XIRR on Bisection Method based on this gist http://puneinvestor.wordpress.com/2013/10/01/calculate-xirr-in-ruby-bisection-method/
-and ont Finance gem https://github.com/wkranec/finance
+
+This is a gem to calculate XIRR on Bisection Method or Newton Method.
 
 ## Installation
 
@@ -24,11 +24,30 @@ Or install it yourself as:
     include Xirr
     
     cf = Cashflow.new
-    cf << Transaction.new(-1000,  date: '2014-01-01'.to_time(:utc))
-    cf << Transaction.new(-2000,  date: '2014-03-01'.to_time(:utc))
-    cf << Transaction.new( 4500, date: '2015-12-01'.to_time(:utc))
+    cf << Transaction.new(-1000,  date: '2014-01-01'.to_date)
+    cf << Transaction.new(-2000,  date: '2014-03-01'.to_date)
+    cf << Transaction.new( 4500, date: '2015-12-01'.to_date)
     cf.xirr
-    # 0.25159694345042327 # [Float]
+    # 0.25159694345042327 # [BigDecimal]
+
+## Configuration
+
+    # intializer/xirr.rb
+    
+    Xirr.configure do |config|
+      config.eps = '1.0e-12'
+      config.days_in_year = 365.25
+    end
+
+
+## Documentation
+
+http://rubydoc.info/github/tubedude/xirr/master/frames
+
+## Thanks
+
+http://puneinvestor.wordpress.com/2013/10/01/calculate-xirr-in-ruby-bisection-method/
+https://github.com/wkranec/finance
 
 ## Contributing
 

data/lib/xirr.rb

@@ -1,13 +1,17 @@
 require 'xirr/version'
+require 'bigdecimal'
 require 'active_support/configurable'
+require 'active_support/concern'
 require 'xirr/config'
-require 'xirr/main'
+require 'xirr/base'
+require 'xirr/bisection'
+require 'xirr/newton_method'
 
 # @abstract adds a {Xirr::Cashflow} and {Xirr::Transaction} classes to calculate IRR of irregular transactions.
 # Calculates Xirr
 module Xirr
 
-  autoload :Transaction,  'xirr/transaction'
-  autoload :Cashflow,     'xirr/cashflow'
+  autoload :Transaction, 'xirr/transaction'
+  autoload :Cashflow, 'xirr/cashflow'
 
 end

data/lib/xirr/base.rb

@@ -0,0 +1,37 @@
+module Xirr
+
+  # Precision for BigDecimal
+  PRECISION = Xirr.config.precision.to_i
+  # Days in a year
+  DAYS_IN_YEAR = Xirr.config.days_in_year.to_f
+  # Epsilon: error margin
+  EPS = Xirr.config.eps
+
+  #  Base module for XIRR calculation Methods
+  module Base
+    extend ActiveSupport::Concern
+    attr_reader :cf
+
+    # @param cf [Cashflow]
+    # Must provide the calling Cashflow in order to calculate
+    def initialize(cf)
+      @cf = cf
+    end
+
+    # Calculates days until last transaction
+    # @return [Rational]
+    # @param date [Date]
+    def t_in_days(date)
+      (date - cf.min_date) / Xirr::DAYS_IN_YEAR
+    end
+
+    # Net Present Value funtion that will be used to reduce the cashflow
+    # @param rate [BigDecimal]
+    def xnpv(rate)
+      cf.inject(0) do |sum, t|
+        sum += t.amount / (1 + rate) ** t_in_days(t.date)
+      end
+    end
+
+  end
+end

data/lib/xirr/bisection.rb

@@ -0,0 +1,59 @@
+module Xirr
+
+  # Methods that will be included in Cashflow to calculate XIRR
+  class Bisection
+    include Base
+
+    # Calculates yearly Internal Rate of Return
+    # @return [BigDecimal]
+    # @param midpoint [Float]
+    # An initial guess rate will override the {Cashflow#irr_guess}
+    def xirr(midpoint = nil)
+
+      # Raises error if Cashflow is not valid
+      cf.valid?
+
+      # Bisection method finding the rate to zero nfv
+
+      # Initial values
+      left = BigDecimal.new -0.99, Xirr::PRECISION
+      right = BigDecimal.new 9.99, Xirr::PRECISION
+      eps = Xirr::EPS
+      midpoint ||= cf.irr_guess
+      limit = Xirr.config.iteration_limit.to_i
+      runs = 0
+
+      # Loops until difference is within error margin
+      while ((right-left).abs > eps) do
+
+        raise 'Did not converge' if runs == limit
+        runs += 1
+        npv_positive?(midpoint) ? right = midpoint : left = midpoint
+        midpoint = format_irr(left, right)
+
+      end
+
+      return midpoint.round Xirr::PRECISION
+
+    end
+
+    private
+
+    # @param midpoint [Float]
+    # @return [Bolean]
+    # Returns true if result is to the right ot the range
+    def npv_positive?(midpoint)
+      xnpv(midpoint) > 0
+    end
+
+    # @param left [Float]
+    # @param right [Float]
+    # @return [Float] IRR of the Cashflow
+    def format_irr(left, right)
+      irr = (right+left) / 2
+    end
+
+  end
+
+end
+

data/lib/xirr/cashflow.rb

@@ -3,17 +3,15 @@ module Xirr
   # Expands [Array] to store a set of transactions which will be used to calculate the XIRR
   # @note A Cashflow should consist of at least two transactions, one positive and one negative.
   class Cashflow < Array
-    include Xirr::Main
 
-    # @api public
     # @param args [Transaction]
     # @example Creating a Cashflow
     #   cf = Cashflow.new
-    #   cf << Transaction.new( 1000, date: '2013-01-01'.to_time(:utc))
-    #   cf << Transaction.new(-1234, date: '2013-03-31'.to_time(:utc))
+    #   cf << Transaction.new( 1000, date: '2013-01-01'.to_date)
+    #   cf << Transaction.new(-1234, date: '2013-03-31'.to_date)
     #   Or
-    #   cf = Cashflow.new Transaction.new( 1000, date: '2013-01-01'.to_time(:utc)), Transaction.new(-1234, date: '2013-03-31'.to_time(:utc))
-    def initialize(*args) # :nodoc:
+    #   cf = Cashflow.new Transaction.new( 1000, date: '2013-01-01'.to_date), Transaction.new(-1234, date: '2013-03-31'.to_date)
+    def initialize(*args)
       args.each { |a| self << a }
       self.flatten!
     end
@@ -36,13 +34,13 @@ module Xirr
 
     # @return [Float]
     # Sums all amounts in a cashflow
-    def sum # :nodoc:
+    def sum
       self.map(&:amount).sum
     end
 
     # Last investment date
     # @return [Time]
-    def max_date # :nodoc:
+    def max_date
       @max_date ||= self.map(&:date).max
     end
 
@@ -52,6 +50,20 @@ module Xirr
       ((multiple ** (1 / years_of_investment)) - 1).round(3)
     end
 
+    # @param guess [Float]
+    # @param method [Symbol]
+    # @return [Float]
+    # Finds the XIRR according to the method provided. Default to Bisection
+    def xirr(guess = nil, method = Xirr.config.default_method)
+      method == :bisection ? Bisection.new(self).xirr(guess) : NewtonMethod.new(self).xirr(guess)
+    end
+
+    # First investment date
+    # @return [Time]
+    def min_date
+      @min_date ||= self.map(&:date).min
+    end
+
     private
 
     # @api private
@@ -69,7 +81,7 @@ module Xirr
     #   [100,100,-300] and [-100,-100,300] returns 1.5
     # @api private
     # @return [Float]
-    def multiple # :nodoc:
+    def multiple
       result = positives.sum(&:amount) / -negatives.sum(&:amount)
       first_transaction_direction > 0 ? result : 1 / result
     end
@@ -77,15 +89,9 @@ module Xirr
     # @api private
     # Counts how many years from first to last transaction in the cashflow
     # @return
-    def years_of_investment # :nodoc:
-      (max_date - min_date) / (365 * 24 * 60 * 60).to_f
-    end
-
-    # @api private
-    # First investment date
-    # @return [Time]
-    def min_date # :nodoc:
-      @min_date ||= self.map(&:date).min
+    def years_of_investment
+      (max_date - min_date) / (365).to_f
+      # (max_date - min_date) / (365 * 24 * 60 * 60).to_f
     end
 
     # @api private
@@ -93,7 +99,7 @@ module Xirr
     # @see #negatives
     # @see #split_transactions
     # Finds all transactions income from Cashflow
-    def positives # :nodoc:
+    def positives
       split_transactions
       @positives
     end
@@ -103,7 +109,7 @@ module Xirr
     # @see #positives
     # @see #split_transactions
     # Finds all transactions investments from Cashflow
-    def negatives # :nodoc:
+    def negatives
       split_transactions
       @negatives
     end
@@ -112,14 +118,14 @@ module Xirr
     # @see #positives
     # @see #negatives
     # Uses partition to separate the investment transactions Negatives and the income transactions (Positives)
-    def split_transactions # :nodoc:
+    def split_transactions
       @negatives, @positives = self.partition { |x| x.amount >= 0 } # Inverted as negative amount is good
     end
 
     # @api private
     # @return [String]
     # Error message depending on the missing transaction
-    def invalid_message # :nodoc:
+    def invalid_message
       return 'No positive transaction' if positives.empty?
       return 'No negatives transaction' if negatives.empty?
     end

data/lib/xirr/config.rb

@@ -5,6 +5,8 @@ module Xirr
   default_values = {
       eps: '1.0e-12',
       days_in_year: 365,
+      iteration_limit: 100,
+      precision: 6
   }
 
   # Iterates trhough default values and sets in config

data/lib/xirr/newton_method.rb

@@ -0,0 +1,54 @@
+require 'bigdecimal/newton'
+include Newton
+
+module Xirr
+  # Class to calculate IRR using Newton Method
+  class NewtonMethod
+    include Base
+
+    # Base class for working with Newton's Method.
+    # @api private
+    class Function
+      values = {
+          eps: Xirr::EPS,
+          one: "1.0",
+          two: "2.0",
+          ten: "10.0",
+          zero: "0.0"
+      }
+
+      # define default values
+      values.each do |key, value|
+        define_method key do
+          BigDecimal.new(value, Xirr::PRECISION)
+        end
+      end
+
+      # @param transactions [Cashflow]
+      # @param function [Symbol]
+      # Initializes the Function with the Cashflow it will use as data source and the funcion to reduce it.
+      def initialize(transactions, function)
+        @transactions = transactions
+        @function = function
+      end
+
+      # Necessary for #nlsolve
+      # @param x [BigDecimal]
+      def values(x)
+        value = @transactions.send(@function, BigDecimal.new(x[0].to_s, Xirr::PRECISION))
+        [BigDecimal.new(value.to_s, Xirr::PRECISION)]
+      end
+    end
+
+    # Calculates XIRR using Newton method
+    # @return [BigDecimal]
+    # @param guess [Float]
+    def xirr(guess=nil)
+      func = Function.new(self, :xnpv)
+      rate = [guess || cf.irr_guess.to_f]
+      nlsolve(func, rate)
+      rate[0].round Xirr::PRECISION
+    end
+
+  end
+end

data/lib/xirr/transaction.rb

@@ -6,9 +6,12 @@ module Xirr
     attr_accessor :date
 
     # @example
-    #   Transaction.new -1000, date: Time.now
+    #   Transaction.new -1000, date: Date.now
+    # @param amount [Numeric]
+    # @param opts [Hash]
+    # @note Don't forget to add date: [Date] in the opts hash.
     def initialize(amount, opts={})
-      @amount = amount
+      @amount = amount.to_f
 
       # Set optional attributes..
       opts.each do |key, value|
@@ -17,10 +20,10 @@ module Xirr
     end
 
     # Sets the amount
-    # @param value [Float, Integer]
+    # @param value [Numeric]
     # @return [Float]
     def amount=(value)
-      @amount = value.to_f || 0
+      @amount = value.to_f || 0.0
     end
 
     # @return [String]

data/lib/xirr/version.rb

@@ -1,4 +1,4 @@
 module Xirr
   # Version of the Gem
-  VERSION = "0.1.1"
+  VERSION = "0.2.1"
 end

data/test/test_cashflow.rb

@@ -2,29 +2,76 @@ require_relative 'test_helper'
 
 describe 'Cashflows' do
 
-  describe 'an array of Transactions' do
+  describe 'of a good investment' do
     before(:all) do
-      @xactions = Cashflow.new
-      @xactions << Transaction.new( 1000, date: '1985-01-01'.to_time(:utc))
-      @xactions << Transaction.new( -600, date: '1990-01-01'.to_time(:utc))
-      @xactions << Transaction.new(-6000, date: '1995-01-01'.to_time(:utc))
+      @cf = Cashflow.new
+      @cf << Transaction.new(1000, date: '1985-01-01'.to_date)
+      @cf << Transaction.new(-600, date: '1990-01-01'.to_date)
+      @cf << Transaction.new(-6000, date: '1995-01-01'.to_date)
     end
 
-    it 'haves an Internal Rate of Return' do
-      assert_equal '0.225683'.to_f, @xactions.xirr.round(6)
+    it 'has an Internal Rate of Return on Bisection Method' do
+      assert_equal '0.225683'.to_f, @cf.xirr
+    end
+
+    it 'has an Internal Rate of Return on Bisection Method using a Guess' do
+      assert_equal '0.225683'.to_f, @cf.xirr(0.15)
+    end
+
+    it 'has an Internal Rate of Return on Newton Method' do
+      assert_equal '0.225683'.to_f, @cf.xirr(nil, :newton_method)
     end
 
     it 'has an educated guess' do
-      assert_equal '0.196'.to_f, @xactions.irr_guess.round(6)
+      assert_equal '0.208'.to_f, @cf.irr_guess
+    end
+  end
+  describe 'an invalid array of Transactions' do
+    it 'should have an Internal Rate of Return' do
+      @cf = Cashflow.new
+      @cf << Transaction.new(-600, date: '1990-01-01'.to_date)
+      @cf << Transaction.new(-600, date: '1995-01-01'.to_date)
+      assert_raises(ArgumentError) { @cf.valid? }
+    end
+  end
+  describe 'of a bad investment' do
+    before(:all) do
+      @cf = Cashflow.new
+      @cf << Transaction.new(1000, date: '1985-01-01'.to_date)
+      @cf << Transaction.new(-600, date: '1990-01-01'.to_date)
+      @cf << Transaction.new(-200, date: '1995-01-01'.to_date)
+    end
+
+    it 'has an Internal Rate of Return on Bisection Method' do
+      assert_equal '-0.034592'.to_f, @cf.xirr
+    end
+
+    it 'has an Internal Rate of Return on Newton Method' do
+      assert true, @cf.xirr(nil, :newton_method).nan?
     end
 
-    describe 'an invalid array of Transactions' do
-      it 'should have an Internal Rate of Return' do
-        @xactions = Cashflow.new
-        @xactions << Transaction.new(-600, date: '1990-01-01'.to_time(:utc))
-        @xactions << Transaction.new(-600, date: '1995-01-01'.to_time(:utc))
-        assert_raises(ArgumentError) { @xactions.valid? }
-      end
+    it 'has an educated guess' do
+      assert_equal -0.022, @cf.irr_guess
+    end
+
+  end
+  describe 'of a long investment' do
+    before(:all) do
+      @cf = Cashflow.new
+      @cf << Transaction.new(-1000, date: Date.new(1957, 1, 1))
+      @cf << Transaction.new(390000, date: Date.new(2013, 1, 1))
+    end
+
+    it 'has an Internal Rate of Return on Bisection Method' do
+      assert_equal '0.112339'.to_f, @cf.xirr
+    end
+
+    it 'has an Internal Rate of Return on Newton Method' do
+      assert_equal '0.112339'.to_f, @cf.xirr(nil, :newton_method)
+    end
+
+    it 'has an educated guess' do
+      assert_equal 0.112, @cf.irr_guess.round(6)
     end
 
   end

data/test/test_helper.rb

@@ -7,7 +7,9 @@ require 'minitest/spec'
 require 'active_support/all'
 
 require 'xirr/config.rb'
-require 'xirr/main.rb'
+require 'xirr/base.rb'
+require 'xirr/bisection.rb'
+require 'xirr/newton_method.rb'
 require 'xirr/cashflow.rb'
 require 'xirr/transaction.rb'
 include Xirr

data/test/test_transactions.rb

@@ -0,0 +1,13 @@
+require_relative 'test_helper'
+
+describe 'Transaction' do
+  before(:all) do
+    @t = Transaction.new(1000, date: Date.today)
+  end
+  it 'converts amount to float' do
+    assert true, @t.amount.kind_of?(Float)
+  end
+  it 'retreives the date' do
+    assert_equal Date.today, @t.date
+  end
+end

data/xirr.gemspec

@@ -4,26 +4,26 @@ $LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
 require 'xirr/version'
 
 Gem::Specification.new do |spec|
-  spec.name          = 'xirr'
-  spec.version       = Xirr::VERSION
-  spec.authors       = ['tubedude']
-  spec.email         = ['beto@trevisan.me']
-  spec.summary       = %q{Calculates XIRR (Bisection method) of a cashflow}
-  spec.description   = %q{Calculates IRR of a Cashflow, simillar to Excels, XIRR formula, but using the Bisection Method. It was heavily based the much more complete https://github.com/wkranec/finance and http://puneinvestor.wordpress.com/2013/10/01/calculate-xirr-in-ruby-bisection-method/. }
-  spec.homepage      = 'https://github.com/tubedude/xirr'
-  spec.license       = 'MIT'
+  spec.name = 'xirr'
+  spec.version = Xirr::VERSION
+  spec.authors = ['tubedude']
+  spec.email = ['beto@trevisan.me']
+  spec.summary = %q{Calculates XIRR (Bisection and Newton method) of a cashflow}
+  spec.description = %q{Calculates IRR of a Cashflow, simillar to Excels, XIRR formula, but using the Bisection Method and Newton Method.}
+  spec.homepage = 'https://github.com/tubedude/xirr'
+  spec.license = 'MIT'
 
-  spec.files         = `git ls-files -z`.split("\x0")
-  spec.executables   = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
-  spec.test_files    = spec.files.grep(%r{^(test|spec|features)/})
+  spec.files = `git ls-files -z`.split("\x0")
+  spec.executables = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
+  spec.test_files = spec.files.grep(%r{^(test|spec|features)/})
   spec.require_paths = ['lib']
 
   spec.add_development_dependency 'bundler', '~> 1.6'
-  spec.add_development_dependency 'rake','~> 10'
+  spec.add_development_dependency 'rake', '~> 10'
 
   spec.required_ruby_version = '>=1.9'
   spec.add_dependency 'activesupport', '~> 4.0'
-  spec.add_development_dependency 'minitest', '~> 4.7'
-  spec.add_development_dependency 'coveralls','~> 0'
+  spec.add_development_dependency 'minitest', '~> 5.4'
+  spec.add_development_dependency 'coveralls', '~> 0'
 
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: xirr
 version: !ruby/object:Gem::Version
-  version: 0.1.1
+  version: 0.2.1
 platform: ruby
 authors:
 - tubedude
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2014-08-04 00:00:00.000000000 Z
+date: 2014-08-07 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -58,14 +58,14 @@ dependencies:
     requirements:
     - - ~>
       - !ruby/object:Gem::Version
-        version: '4.7'
+        version: '5.4'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - ~>
       - !ruby/object:Gem::Version
-        version: '4.7'
+        version: '5.4'
 - !ruby/object:Gem::Dependency
   name: coveralls
   requirement: !ruby/object:Gem::Requirement
@@ -80,9 +80,8 @@ dependencies:
     - - ~>
       - !ruby/object:Gem::Version
         version: '0'
-description: 'Calculates IRR of a Cashflow, simillar to Excels, XIRR formula, but
-  using the Bisection Method. It was heavily based the much more complete https://github.com/wkranec/finance
-  and http://puneinvestor.wordpress.com/2013/10/01/calculate-xirr-in-ruby-bisection-method/. '
+description: Calculates IRR of a Cashflow, simillar to Excels, XIRR formula, but using
+  the Bisection Method and Newton Method.
 email:
 - beto@trevisan.me
 executables: []
@@ -92,18 +91,22 @@ files:
 - .coveralls.yml
 - .gitignore
 - .travis.yml
+- CHANGE_LOG.md
 - Gemfile
 - LICENSE.txt
 - README.md
 - Rakefile
 - lib/xirr.rb
+- lib/xirr/base.rb
+- lib/xirr/bisection.rb
 - lib/xirr/cashflow.rb
 - lib/xirr/config.rb
-- lib/xirr/main.rb
+- lib/xirr/newton_method.rb
 - lib/xirr/transaction.rb
 - lib/xirr/version.rb
 - test/test_cashflow.rb
 - test/test_helper.rb
+- test/test_transactions.rb
 - xirr.gemspec
 homepage: https://github.com/tubedude/xirr
 licenses:
@@ -128,7 +131,8 @@ rubyforge_project:
 rubygems_version: 2.0.14
 signing_key: 
 specification_version: 4
-summary: Calculates XIRR (Bisection method) of a cashflow
+summary: Calculates XIRR (Bisection and Newton method) of a cashflow
 test_files:
 - test/test_cashflow.rb
 - test/test_helper.rb
+- test/test_transactions.rb

data/lib/xirr/main.rb

@@ -1,81 +0,0 @@
-require 'active_support/concern'
-
-module Xirr
-
-  # Methods that will be included in Cashflow to calculate XIRR
-  module Main
-    extend ActiveSupport::Concern
-
-    # Calculates yearly Internal Rate of Return
-    # @return [Float]
-    # @param guess [Float] an initial guess rate that will override the {Cashflow#irr_guess}
-    def xirr(guess = nil)
-
-      # Raises error if Cashflow is not valid
-      self.valid?
-
-      # Bisection method finding the rate to zero nfv
-
-      # Initial values
-      days_in_year = Xirr.config.days_in_year.to_f
-      left = -0.99/days_in_year
-      right = 9.99/days_in_year
-      epsilon = Xirr.config.eps.to_f
-      guess = self.irr_guess.to_f
-
-      # Loops until difference is within error margin
-      while ((right-left).abs > 2 * epsilon) do
-
-        midpoint = guess || (right + left)/2
-        guess = nil
-        nfv_positive?(left, midpoint) ? left = midpoint : right = midpoint
-
-      end
-
-      return format_irr(left, right)
-
-    end
-
-    private
-
-    # @param left [Float]
-    # @param midpoint [Float]
-    # @return [Bolean]
-    # Returns true if result is to the right ot the range
-    def nfv_positive?(left, midpoint)
-      (nfv(left) * nfv(midpoint) > 0)
-    end
-
-    # @param left [Float]
-    # @param right [Float]
-    # @return [Float] IRR of the Cashflow
-    def format_irr(left, right)
-      days_in_year = Xirr.config.days_in_year.to_f
-      # Irr for daily cashflow (not in percentage format)
-      irr = (right+left) / 2
-      # Irr for daily cashflow multiplied by 365 to get yearly return
-      irr = irr * days_in_year
-      # Annualized yield (return) reflecting compounding effect of daily returns
-      irr = (1 + irr / days_in_year) ** days_in_year - 1
-    end
-
-    # Returns the Net future value of the flow given a Rate
-    # @param rate [Float]
-    # @return [Float]
-    def nfv(rate) # :nodoc:
-      self.inject(0) do |nfv,t|
-        nfv = nfv + t.amount * ((1 + rate) ** t_in_days(t.date))
-      end
-    end
-
-    # Calculates days until last transaction
-    # @return [Rational]
-    # @param date [Time]
-    def t_in_days(date)
-      Date.parse(max_date.to_s) - Date.parse(date.to_s)
-    end
-
-  end
-
-end
-