def test_2(self):
cr = tuple(Project(300000, 14000, 0, 20).cash_flows)
ed = tuple(Project(220000, 21000, 0, 20).cash_flows) + (CashFlow(
8, 35000), CashFlow(16, 35000))
i = EfInt(0.05)
self.assertAlmostEqual(pw(cr, i), 474470.94479555974)
self.assertAlmostEqual(pw(ed, i), 521429.6981340426)
self.assertAlmostEqual(aw(cr, i), 38072.77615720737)
self.assertAlmostEqual(aw(ed, i), 41840.86801633675)
self.assertLess(pw(cr, i), pw(ed, i))
self.assertLess(aw(cr, i), aw(ed, i))
def test_2(self):
i = NomInt(0.07, 2)
self.assertAlmostEqual(pw(Bond(100, 0, 2, 3 / 12).cash_flows, i),
98.2946374365981)
self.assertAlmostEqual(pw(Bond(100, 0, 2, 5 / 12).cash_flows, i),
97.17391685967232)
self.assertAlmostEqual(pw(Bond(100, 0, 2, 3).cash_flows, i),
81.35006443077528)
self.assertAlmostEqual(
pw(Bond.from_rate(100, NomInt(0.04, 2), 2, 3).cash_flows, i),
92.00717047033226)
self.assertAlmostEqual(
pw(Bond.from_rate(100, NomInt(0.06, 2), 2, 3.25).cash_flows, i),
95.94840994600501)
def test_projects(self):
self.assertAlmostEqual(
pw(Project(-20000, 4000 - 1000, 4000, 10).cash_flows, EfInt(0.05)),
5620.857801717468)
self.assertAlmostEqual(
aw(Project(-20000, 4000 - 1000, 4000, 10).cash_flows, EfInt(0.05)),
727.9268005526942)
def test_1(self):
i, n = 0.05, 6
y = pw(Project(-700, 370, 0, n).cash_flows, EfInt(i))
self.assertAlmostEqual(y, 1178.006064888955)
self.assertAlmostEqual(y * fp(i, n), 1578.6407921875)
self.assertAlmostEqual(y * fp(i, 4), 1431.8737344104306)
self.assertAlmostEqual(
np.float_(
fsolve(lambda x: y - x * pf(i, 1) - 5 * x * pf(i, 3),
np.array(0))), 223.464034554222)
i, n = 0.09, 6
y = pw(Project(-700, 370, 0, n).cash_flows, EfInt(i))
self.assertAlmostEqual(y, 959.7898783854448)
self.assertAlmostEqual(y * fp(i, n), 1609.6637114243001)
self.assertAlmostEqual(y * fp(i, 4), 1354.821741793031)
self.assertAlmostEqual(
np.float_(
fsolve(lambda x: y - x * pf(i, 1) - 5 * x * pf(i, 3),
np.array(0))), 200.862256010023)
def test_5(self):
y = fsolve(
lambda y_: pw(
Bond.from_rate(100, NomInt(0.07, 2), 2, 7.5).cash_flows,
NomInt(y_, 2)) * fp(y_ / 2, 0.5) - 108, np.array(0.1))
b = lambda cr: pw(
Bond.from_rate(1000, NomInt(cr, 2), 2, 9).cash_flows, NomInt(y, 2))
cur_cr = np.ceil(
np.float_(
fsolve(lambda cr: 9500000 / 2 -
(4400 * b(cr)), np.array(0.1))) / 0.0025) * 0.0025
self.assertAlmostEqual(cur_cr, 0.0725)
self.assertAlmostEqual(np.float_(4400 * b(cur_cr)), 4802235.185695503)
cur_cr = np.ceil(
np.float_(
fsolve(lambda cr: 9500000 / 2 / (1 - 0.008) -
(4400 * b(cr)), np.array(0.1))) / 0.0025) * 0.0025
self.assertAlmostEqual(cur_cr, 0.0725)
self.assertAlmostEqual(np.float_(4400 * b(cur_cr) * (1 - 0.008)),
4763817.304209939)
def test_3(self):
self.assertAlmostEqual(
yield_(
Bond.from_rate(100, NomInt(0.07, 2), 2, 3).cash_flows, 100,
EfInt(0)).to_nom(2).rate, 0.07)
self.assertAlmostEqual(
pw(
Bond.from_rate(100, NomInt(0.04, 2), 2, 3).cash_flows,
NomInt(0.05, 2)) + 100 * 0.04 / 2, 99.24593731921009)
self.assertAlmostEqual(
yield_(
Bond.from_rate(100, NomInt(0.03, 2), 2, 2.25).cash_flows, 100,
EfInt(0)).to_nom(2).rate, 0.026754568040623247)
self.assertAlmostEqual(
pw(
Bond.from_rate(100, NomInt(0.07, 2), 2, 2.25).cash_flows,
NomInt(0.05, 2)), 102.65033622528411)
self.assertAlmostEqual(
np.float_(
fsolve(
lambda c: pw(
Bond.from_rate(100, NomInt(c, 2), 2, 2.25).cash_flows,
NomInt(0.03, 2)) - 114, np.array(0.1)), ),
0.10627047075771787)