ifch
| Crates.io | ifch |
| lib.rs | ifch |
| version | 0.1.0 |
| created_at | 2025-12-10 06:59:10.95558+00 |
| updated_at | 2025-12-10 06:59:10.95558+00 |
| description | A small library of financial calculations to make building financial models easier |
| homepage | |
| repository | https://github.com/i-smith-1/ifch |
| max_upload_size | |
| id | 1977615 |
| size | 35,516 |
Iain Smtih (i-smith-1)
documentation
README
Iain's Financial Calculation Helper Rust Project
Welcome to my Financial Calculation Rust Project! This project provides a set of tools for performing basic financial calculations using the Rust programming language.
Features
- Basic Financial Ratios: Liquidity, Solvency, Profitability, and Activity.
- Time Value of Money Calculations: NPV and IRR for series of cashflows and dates.
- Black-Scholes-Merton Option Pricing: Calculate call and put option prices using the Black-Scholes-Merton model, including support for dividend yield.
- Free Cash Flow to Firm (FCFF) Calculations: Calculate FCFF using different approaches.
- Weighted Average Cost of Capital (WACC) Calculations: Includes functions to calculate WACC and related metrics.
- Valuation Models: Gordon Growth Models for valuation.
- Flexible and Extensible: Easily extend the library to include additional financial models and calculations.
Installation
To use this project, you need to have Rust and Cargo installed on your system. You can install Rust by following the instructions on the official Rust website.
Contributing
Contributions are welcome! Please feel free to submit a pull request or open an issue.
Usage
| Function Name | Category | Arguments | Result | Description |
|---|---|---|---|---|
current_r |
Liquidity | current_assets: f64, current_liabilities: f64 |
f64 |
Calculates the current ratio: $$\frac{\text{current assets}}{\text{current liabilities}}$$ |
quick_r |
Liquidity | current_assets: f64, inventory: f64, current_liabilities: f64 |
f64 |
Calculates the quick ratio: $$\frac{\text{current assets} - \text{inventory}}{\text{current liabilities}}$$ |
acid_r |
Liquidity | cash: f64, inventory: f64, accounts_recievable: f64, current_liabilities: f64 |
f64 |
Calculates the acid-test (quick) ratio: $$\frac{\text{cash} + \text{inventory} + \text{accounts receivable}}{\text{current liabilities}}$$ |
cash_r |
Liquidity | cash_and_equivalents: f64, current_liabilities: f64 |
f64 |
Calculates the cash ratio: $$\frac{\text{cash and equivalents}}{\text{current liabilities}}$$ |
gross_m |
Profitability | gross_profit: f64, revenue: f64 |
f64 |
Calculates the gross margin: $$\frac{\text{gross profit}}{\text{revenue}}$$ |
operating_m |
Profitability | operating_income: f64, revenue: f64 |
f64 |
Calculates the operating margin: $$\frac{\text{operating income}}{\text{revenue}}$$ |
net_m |
Profitability | net_income: f64, revenue: f64 |
f64 |
Calculates the net margin: $$\frac{\text{net income}}{\text{revenue}}$$ |
r_o_a |
Profitability | net_income: f64, total_assets: f64 |
f64 |
Calculates the return on assets: $$\frac{\text{net income}}{\text{total assets}}$$ |
r_o_e |
Profitability | net_income: f64, shareholders_equity: f64 |
f64 |
Calculates the return on equity: $$\frac{\text{net income}}{\text{shareholders' equity}}$$ |
d_t_e |
Leverage | total_debt: f64, shareholders_equity: f64 |
f64 |
Calculates the debt-to-equity ratio: $$\frac{\text{total debt}}{\text{shareholders' equity}}$$ |
d_r |
Leverage | total_debt: f64, total_assets: f64 |
f64 |
Calculates the debt ratio: $$\frac{\text{total debt}}{\text{total assets}}$$ |
ebit_i_c |
Leverage | ebit: f64, interest_expense: f64 |
f64 |
Calculates the EBIT interest coverage ratio: $$\frac{\text{EBIT}}{\text{interest expense}}$$ |
inv_t |
Activity | cost_of_goods_sold: f64, average_inventory: f64 |
f64 |
Calculates the inventory turnover: $$\frac{\text{cost of goods sold}}{\text{average inventory}}$$ |
rec_t |
Activity | revenue: f64, average_accounts_receivable: f64 |
f64 |
Calculates the receivables turnover: $$\frac{\text{revenue}}{\text{average accounts receivable}}$$ |
a_t |
Activity | revenue: f64, total_assets: f64 |
f64 |
Calculates the asset turnover: $$\frac{\text{revenue}}{\text{total assets}}$$ |
p_t_e |
Valuation | share_price: f64, earnings_per_share: f64 |
f64 |
Calculates the price-to-earnings ratio: $$\frac{\text{share price}}{\text{earnings per share}}$$ |
p_t_b |
Valuation | share_price: f64, book_value_per_share: f64 |
f64 |
Calculates the price-to-book ratio: $$\frac{\text{share price}}{\text{book value per share}}$$ |
div_y |
Valuation | annual_dividends_per_share: f64, share_price: f64 |
f64 |
Calculates the dividend yield: $$\frac{\text{annual dividends per share}}{\text{share price}}$$ |
fcff_ni |
FCFF | net_income: f64, non_cash_charges: f64, interest: f64, tax_rate: f64, capex: f64, change_in_working_capital: f64 |
f64 |
Calculates FCFF using net income. |
fcff_cfo |
FCFF | cfo: f64, interest_expense: f64, tax_rate: f64, capex: f64 |
f64 |
Calculates FCFF using cash flow from operations. |
fcff_ebit |
FCFF | ebit: f64, tax_rate: f64, depreciation: f64, capex: f64, change_in_working_capital: f64 |
f64 |
Calculates FCFF using EBIT. |
fcff_ebitda |
FCFF | ebitda: f64, tax_rate: f64, depreciation: f64, capex: f64, change_in_working_capital: f64 |
f64 |
Calculates FCFF using EBITDA. |
wacc_coe |
WACC | coe: f64, we: f64, tax_rate: f64, cod: f64, wd: f64, cop: f64, wp: f64 |
f64 |
Calculates WACC using cost of equity. |
coe |
WACC | rfr: f64, equity_beta: f64, mrp: f64 |
f64 |
Calculates the cost of equity using CAPM. |
wacc_beta |
WACC | equity_beta: f64, rfr: f64, mrp: f64, we: f64, tax_rate: f64, cod: f64, wd: f64, cop: f64, wp: f64 |
f64 |
Calculates WACC using equity beta. |
mrp |
WACC | equity_market_return: f64, rfr: f64 |
f64 |
Calculates the market risk premium. |
equity_beta |
WACC | equity: f64, debt: f64, asset_beta: f64, tax_rate: f64 |
f64 |
Calculates equity beta. |
asset_beta |
WACC | equity: f64, debt: f64, equity_beta: f64, tax_rate: f64 |
f64 |
Calculates asset beta. |
xnpv |
TMV | cashflows: Vec<(f64, &str)>, discount_rate: f64 |
f64 |
Calculates the net present value of a series of cash flows given a discount rate. |
xirr |
TMV | cashflows: Vec<(f64, &str)> |
f64 |
Calculates the internal rate of return for a series of cash flows. |
ggm_p1 |
Valuation Models | cashflow_0: f64, required_rate_of_return: f64, growth_rate: f64 |
Option<f64> |
Calculates the Gordon Growth Model (single-stage). |
ggm_p2 |
Valuation Models | cashflow_0: f64, required_rate_of_return: f64, growth_rate_1: f64, growth_rate_2: f64, periods: u32 |
Option<f64> |
Calculates the Gordon Growth Model (two-stage). |
calc_nd |
BSM | d: f64 |
f64 |
Calculates the cumulative distribution function for a normal distribution. |
bsm |
BSM | s: f64, k: f64, t: f64, r: f64, sigma: f64, q: f64 |
(f64, f64, f64, f64) |
Calculates the Black-Scholes-Merton option pricing for call and put options, returning call price, put price, N(d1), and N(d2). |
License
This project is licensed under the MIT License. See the LICENSE file for details.
Contact
For questions or suggestions, please contact me at i.smith.code@proton.me.