Module: Xirr::Base

Included in:
Bisection, Brent, NewtonMethod, RtSafe, RtSafeC
Defined in:
lib/xirr/base.rb

Overview

Shared numerics for the solver classes: the net present value of a cashflow, its derivative, and the discounting timeline. Each solver includes this and is constructed with the Cashflow it works on.

Instance Attribute Summary collapse

Instance Method Summary collapse

Instance Attribute Details

#cf ⇒ Object (readonly)

Returns the value of attribute cf.



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# File 'lib/xirr/base.rb', line 8

def cf
  @cf
end

Instance Method Details

#initialize(cf) ⇒ Object

Parameters:

  • cf (Cashflow) —

    the cashflow to solve



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# File 'lib/xirr/base.rb', line 11

def initialize(cf)
  @cf = cf
end

#periods_from_start(date) ⇒ Float

Periods (years, with the default period) from the first transaction to date.

Parameters:

  • date (Date)

Returns:

  • (Float) 


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# File 'lib/xirr/base.rb', line 18

def periods_from_start(date)
  (date - cf.min_date) / cf.period
end

#xnpv(rate) ⇒ Float

Net present value of the cashflow at rate: Σ amount / (1 + rate)^t.

Parameters:

  • rate (Float)

Returns:

  • (Float) 


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# File 'lib/xirr/base.rb', line 25

def xnpv(rate)
  r = rate.to_f
  flows.inject(0.0) { |sum, (t, amount)| sum + amount / (1 + r)**t }
end

#xnpv_derivative(rate) ⇒ Float

Derivative of #xnpv with respect to rate: Σ -t · amount / (1 + rate)^(t+1).

Parameters:

  • rate (Float)

Returns:

  • (Float) 


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# File 'lib/xirr/base.rb', line 33

def xnpv_derivative(rate)
  r = rate.to_f
  flows.inject(0.0) { |sum, (t, amount)| sum + (-t * amount / (1 + r)**(t + 1)) }
end