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
ADDED
@@ -0,0 +1,15 @@
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---
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!binary "U0hBMQ==":
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metadata.gz: !binary |-
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data.tar.gz: !binary |-
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SHA512:
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metadata.gz: !binary |-
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data.tar.gz: !binary |-
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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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-
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-
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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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-
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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
CHANGED
@@ -1,8 +1,7 @@
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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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@@ -14,7 +13,6 @@ dependencies:
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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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@@ -22,7 +20,6 @@ dependencies:
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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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@@ -39,26 +36,25 @@ files:
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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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