xirr_newton_calculator 0.0.3 → 0.0.4

data/lib/xirr_newton_calculator.rb

@@ -13,7 +13,7 @@ class XirrNewtonCalculator
 
   def initialize(flows, init_rate, max_iteration=1000)
    @flows = flows
-   @x_n = init_rate < 1 ? 1 / (1 + init_rate) : 0.5
+   @x_n = init_rate
    @max_iteration = max_iteration
   end
 
@@ -25,7 +25,7 @@ class XirrNewtonCalculator
     	@x_n = next_value(@x_n)
     	iteration += 1
     end
-    discount_factor_to_irr(@x_n)
+    @x_n
   end
 
   private 
@@ -39,14 +39,14 @@ class XirrNewtonCalculator
   def dfdx(x)
   	@flows[1..-1].inject(0) do |result, flow|
   		diff_date = (Date.parse(flow.date.to_s) - Date.parse(@flows[0].date.to_s))/365
-  		result += flow.amount* diff_date * x.to_f ** (diff_date -1)
+  		result += flow.amount * (-diff_date) / ((1.0 + x) ** (diff_date + 1))
   	end
   end
 
   def f(x)
   	@f_xn = @flows.inject(0) do |result, flow|
       diff_date = (Date.parse(flow.date.to_s) - Date.parse(@flows[0].date.to_s))/365
-  		result += flow.amount * x.to_f ** diff_date 
+  		result += flow.amount / ((1 + x) ** diff_date)
   	end
   end
 

data/spec/xirr_newton_calculator_spec.rb

@@ -68,21 +68,21 @@ describe "XirrNewtonCalculator" do
 
   describe "#f" do 
     it "returns 4 for x = 1" do
-      expect(xirr_calculator.send(:f, 1)).to eq 4
+      expect(xirr_calculator.send(:f, 0.2).round(1)).to eq 2.7
     end
 
     it "returns -9.3 for x = 0.1" do
-      expect(xirr_calculator.send(:f, 0.1).round(1)).to eq -9.3
+      expect(xirr_calculator.send(:f, 0.1).round(1)).to eq 3.3
     end
   end
 
   describe '#dfdx' do
-    it "returns 44.9 for x = 0.1" do
-      expect(xirr_calculator.send(:dfdx, 0.1).round(1)).to eq 44.9
+    it "returns -6.5 for x = 0.1" do
+      expect(xirr_calculator.send(:dfdx, 0.1).round(1)).to eq -6.5
     end
 
-    it "returns 7.3 for x = 1" do
-      expect(xirr_calculator.send(:dfdx, 1).round(1)).to eq 7.3
+    it "returns -3.1 for x = 1" do
+      expect(xirr_calculator.send(:dfdx, 1).round(1)).to eq -3.1
     end
   end
 

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: xirr_newton_calculator
 version: !ruby/object:Gem::Version
-  version: 0.0.3
+  version: 0.0.4
   prerelease: 
 platform: ruby
 authors: