xirr_newton_calculator 0.0.5 → 0.0.6
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- checksums.yaml +15 -0
 - data/lib/xirr_newton_calculator.rb +15 -15
 - metadata +4 -8
 
    
        checksums.yaml
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         @@ -20,10 +20,10 @@ class XirrNewtonCalculator 
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                @max_iteration = max_iteration
         
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              end
         
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              def calculate
         
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              def calculate(eps = EPS)
         
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                f(@x_n)
         
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                @max_iteration.times do
         
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                  break if @f_xn.abs <  
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                  break if @f_xn.abs < eps
         
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                  @x_n = next_value(@x_n)
         
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                end
         
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                @x_n
         
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         @@ -31,21 +31,21 @@ class XirrNewtonCalculator 
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              private 
         
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                # Argument X_n
         
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                # Returns X_n+1
         
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                def next_value(x)
         
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                  x - f(x) / dfdx(x)
         
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                end
         
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                def dfdx(x)
         
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                  @flows[1..-1].inject(0) do |result, flow|
         
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                    result += flow[:amount] * (-flow[:diff_date]) / ((1.0 + x) ** (flow[:diff_date] + 1.0))
         
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                  end
         
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                end
         
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              end
         
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                def f(x)
         
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                  @f_xn = @flows.inject(0) do |result, flow|
         
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                    result += flow[:amount] / ((1.0 + x) ** flow[:diff_date])
         
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                  end
         
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                end
         
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              end
         
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            end
         
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        metadata
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            --- !ruby/object:Gem::Specification
         
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            name: xirr_newton_calculator
         
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            version: !ruby/object:Gem::Version
         
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              version: 0.0. 
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              prerelease: 
         
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              version: 0.0.6
         
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            platform: ruby
         
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            authors:
         
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            - JP Colomer
         
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            - !ruby/object:Gem::Dependency
         
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              name: rspec
         
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              requirement: !ruby/object:Gem::Requirement
         
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                none: false
         
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                requirements:
         
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                - - ! '>='
         
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                  - !ruby/object:Gem::Version
         
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              type: :development
         
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              prerelease: false
         
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              version_requirements: !ruby/object:Gem::Requirement
         
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                none: false
         
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                requirements:
         
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                - - ! '>='
         
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                  - !ruby/object:Gem::Version
         
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            homepage: 
         
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            licenses:
         
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            - MIT
         
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            metadata: {}
         
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            post_install_message: 
         
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            rdoc_options: []
         
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            require_paths:
         
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            - lib
         
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            required_ruby_version: !ruby/object:Gem::Requirement
         
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              none: false
         
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              requirements:
         
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              - - ! '>='
         
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                - !ruby/object:Gem::Version
         
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                  version: '1.9'
         
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            required_rubygems_version: !ruby/object:Gem::Requirement
         
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              none: false
         
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              requirements:
         
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              - - ! '>='
         
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                - !ruby/object:Gem::Version
         
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                  version: '0'
         
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            requirements: []
         
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            rubyforge_project: 
         
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            rubygems_version: 1. 
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            rubygems_version: 2.1.5
         
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            signing_key: 
         
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            specification_version:  
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            specification_version: 4
         
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            summary: a library to calculate xirr on Ruby.
         
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            test_files: []
         
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