rfinancial

A financial crate mimicking numpy_financial in Python.

Latest Updates

• Error handling
  • Breaking changes - all return type <T> is changed to Result<T>

Next Updates

• Logging

Modules

Initial Working Version

• fv - future value
• pmt - payment against loan principal plus interest
• nper - number of periodic payments
• ipmt - interest portion of a payment
• ppmt - payment against loan principal
• pv - present value
• rate - rate of interest per period
• irr - internal rate of return
• npv - net present value of a cash flow series
• mirr - modified internal rate of return

To Be Added

• amortization

Planned Improvements

• Edge cases testing
• Default arguments
• Performance benchmarking
• Function-based solution
  • now is struct-based solution for my other project

Tests

• All or almost test cases are tested against numpy_financial's result with some exceptions
• numpy_financial has some its own issues

Examples

use rfinancial::*;

// fv
let fv = FutureValue::from_tuple((0.075, 30, -2000.0, 0.0, WhenType::End));
println!("\n{:#?}'s fv is {:?}", fv, fv.get());

// pmt
let pmt = Payment::from_tuple((0.08 / 12.0, 60, 15000.0, 0.0, WhenType::End));
println!("\n{:#?}'s pmt is {:?}", pmt, pmt.get());

// nper
let nper = NumberPeriod::from_tuple((0.075, -2000.0, 0.0, 100000.0, WhenType::End));
println!("\n{:#?}'s nper is {:?}", nper, nper.get());

// ipmt
let ipmt = InterestPayment::from_tuple((0.1 / 12.0, 1, 24, 2000.0, 0.0, WhenType::End));
println!("\n{:#?}'s ipmt is {:?}", ipmt, ipmt.get());

// ppmt
let ppmt = PrincipalPayment::from_tuple((0.1 / 12.0, 1, 24, 2000.0, 0.0, WhenType::End));
println!("\n{:#?}'s ppmt is {:?}", ppmt, ppmt.get());

// pv
let pv = PresentValue::from_tuple((0.075, 20, -2000.0, 0.0, WhenType::End));
println!("\n{:#?}'s pv is {}:?", pv, pv.get());

// rate
let rate = Rate::from_tuple((10, 0.0, -3500.0, 10000.0, WhenType::End, 0.1, 1e-6, 100));
println!("\n{:#?}'s rate is {:?}", rate, rate.get());

// irr
let values: Vec<f64> = vec![-150000.0, 15000.0, 25000.0, 35000.0, 45000.0, 60000.0];
let irr = InternalRateReturn::from_vec(values);
println!("\n{:#?}'s irr is {:?}", irr, irr.get());

// npv
let tup = (vec![-15000.0, 1500.0, 2500.0, 3500.0, 4500.0, 6000.0], 0.05);
let npv = NetPresentValue::from_tuple(tup);
println!("\n{:#?}'s npv is {:?}", npv, npv.get());

// mirr
let tup = (vec![100.0, 200.0, -50.0, 300.00, -200.0], 0.05, 0.06);
let mirr = ModifiedIRR::from_tuple(tup);
println!("\n{:#?}'s mirr is {:?}", mirr, mirr.get());

Future Works

• Add more functions
• Add more test cases

Contributions

• Use the crate and feedback
• Submit pull request or issues though the GitHub repository