def get_rate_savings(self):
return (rate(
self.freq * self.num_of_years,
-self.reg_dep,
-self.ini_dep,
self.fin_bal,
self.dep_when,
) * self.freq * 100)
def getGrowthRate(nper, pv, fv):
if isinstance(pv, str):
pv = float(pv.replace(',', ''))
if isinstance(fv, str):
fv = float(fv.replace(',', ''))
return np.rate(nper - 1, 0, -pv, fv)
def get_rate_loans(self):
return (rate(
self.freq * self.num_of_years,
-self.reg_pmt,
self.loan,
0,
self.pmt_when,
) * self.freq * 100)
def FuturePricing(ticker, data_table, discount_rate, margin_rate):
df = pd.DataFrame.from_dict(data_table)
years = 10
margin_price = 0
fv = float(df['Diluted Normalized EPS'].iloc[0]) # last EPS
pv = float(df['Diluted Normalized EPS'].iloc[-1]) # first EPS
annual_growth_rate = np.rate(5, 0, -pv, fv)
future_eps = abs(np.fv(annual_growth_rate, years, 0, pv))
# Finding the P/E Ratio
selected_stock_df = dr.DataReader(ticker,
data_source='yahoo',
start=(dt.now() -
relativedelta(years=5)),
end=dt.now())
selected_stock_df['year'] = pd.DatetimeIndex(selected_stock_df.index).year
gframe = selected_stock_df.groupby('year').head(1).set_index(
'year').iloc[::-1]
df.set_index('Year', inplace=True)
price_by_year = pd.DataFrame()
price_by_year['Close'] = gframe['Close']
price_by_year['EPS'] = df['Diluted Normalized EPS'].astype(float)
price_by_year['P/E Ratio'] = price_by_year['Close'] / price_by_year['EPS']
pe_ratio = price_by_year['P/E Ratio'].min()
FV = future_eps * pe_ratio
PV = abs(np.pv(discount_rate, years, 0, FV))
if FV > 0:
margin_price = PV * (1 - margin_rate)
last_share_price = selected_stock_df.Close.tail(1).values[0]
decision = np.where(last_share_price < margin_price, 'COMPRAR', 'VENDER')
answer = [
dict(annual_growth_rate=np.round(annual_growth_rate, 2),
last_eps=np.round(fv, 2),
future_eps=np.round(future_eps, 2),
pe_ratio=np.round(pe_ratio, 2),
FV=np.round(FV, 2),
PV=np.round(PV, 2),
margin_price=np.round(margin_price, 2),
last_share_price=np.round(last_share_price, 2),
decision=decision)
]
return answer
def BONDS2():
r = 0.09 # Coupon rate = 9%
par = 1000 # Par value = $1,000
C = r * par # Annual coupon = $90
frequency = 1
t = 14 # Years left to maturity = 14
nper = t * frequency
pv = 850.46 # Selling price = $850.46
YTM = (np.rate(nper = nper, pmt = C, pv = pv, fv = par))
print("""Answer 2:
The Yield to maturity is: {:,.2f}%\n""".format(YTM*100))
def average_capital_plus_interest_by_actualInterest(PV,mouth_rate,nper):
year_actual_Interest=mouth_rate*PV*nper
FV=PV+year_actual_Interest
PMT=FV/nper
EIR=np.rate(nper,-PMT,PV,0)*12
actual_mouth_rate=EIR/12
for i in range(1, nper + 1):
PPMT = np.ppmt(actual_mouth_rate, i, nper, PV)
IPMT = np.ipmt(actual_mouth_rate, i, nper, PV)
yield i,-PPMT,-IPMT,PMT
if i == nper:
yield year_actual_Interest,round(EIR,4)
def equal_capital_equal_interest(PV,mouth_rate,nper,Sum_interest=0):
PPMT = PV / nper
IPMT = PV * mouth_rate
PMT=PPMT+IPMT
EIR = np.rate(nper, -PMT, PV, 0) * 12
for i in range(1, nper + 1):
left_capital = PV - PPMT * (i - 1) #求出剩余本金
Sum_interest += IPMT
actual_mouth_RATE = IPMT / left_capital
yield i,round(left_capital,1),round(PPMT,1), round(IPMT,1), round(PMT,1),round(actual_mouth_RATE,4)
if i == nper:
yield Sum_interest, round(EIR,4)
def test_rate_nan(self, number_type):
# Rate will return NaN, if newton raphson method's change or diff was not able to become
# less than default tolerance value i.e. 1e-6 in max iterations possible,
rate = np.rate(number_type(12.0), number_type('400.0'),
number_type('10000.0'), number_type(0))
assert_equal(np.nan, float(rate))
rate = np.rate(number_type(12.0), number_type('-400.0'),
number_type('10000.0'), number_type(20000))
assert_equal(np.nan, float(rate))
# begin
rate = np.rate(number_type(12.0), number_type('400.0'),
number_type('10000.0'), number_type(20000), 1)
assert_equal(np.nan, float(rate))
rate = np.rate(number_type(12.0), number_type('400.0'),
number_type('10000.0'), number_type(20000), 'begin')
assert_equal(np.nan, float(rate))
# end
rate = np.rate(number_type(12.0), number_type('400.0'),
number_type('10000.0'), number_type(0))
assert_equal(np.nan, float(rate))
rate = np.rate(number_type(12.0), number_type('400.0'),
number_type('10000.0'), number_type(0), 'end')
assert_equal(np.nan, float(rate))
def DCF7():
m = 30 # duration of mortgage loan = 30 years
n = m * 12 # Because we are considering monthly payments, we need to multiply m by number of months in a year = 360
r = 0.8 # interest rate = 80%
TP = 2800000 # Total Price = $2,800,000
MP = TP * r # Mortgage loan price = 80% of Total Price = $2,240,000
P = 17000 # Monthly Payment = $17,000
rate = np.rate(nper=n,pmt=P,pv=MP,fv=0,when='end')*12
APR = rate
EAR = ((1 + (APR/12))**(12))-1
print("""Answer 7:
a) The APR on this loan is: {0:,.2f}%
b) The EAR is: {1:,.2f}%\n""".format(APR*100, EAR*100))
def equal_capital_equal_interest(PV,mouth_rate,nper,Sum_interest=0,returned_capital=0):
PPMT = PV / nper
IPMT = PV * mouth_rate
PMT=PPMT+IPMT
EIR = np.rate(nper, -PMT, PV, 0) * 12
for i in range(1, nper + 1):
returned_capital += PPMT # 求出已还本金
left_capital = PV - returned_capital # 求出剩余本金
Sum_interest += IPMT
actual_mouth_rate = IPMT / (left_capital + PPMT)
Sum_money = PV + Sum_interest
yield '第'+str(i)+'期',round(PPMT,1), round(IPMT,1), round(PMT,1),round(left_capital,1),"%.2f%%" % (actual_mouth_rate * 100)
if i == nper:
yield "还款总额："+str(round(Sum_money,1)),"总利息："+str(round(Sum_interest,1)),"年利率："+str("%.2f%%" % (EIR * 100))
def cal_annual_rate_3(first_money, total_years, per_save, time_interval, last_total_money):
'''
def rate(nper, pmt, pv, fv, when='end', guess=None, tol=None, maxiter=100):
...
参数 —— 计算利率
nper ：期数
pmt ：每期的存款/贷款金额
pv ：当前的存款/贷款金额
fv ：future value
'''
result = np.rate(total_years * 12 / time_interval, -per_save, -first_money, last_total_money)
print("\n\n{:^70}\n\n".format("定投利率计算器"))
print("初期存款为 {}，然后每 {} 个月都会存 {} ，那么 {} 年后能拿到 {}，则年化利率为 {}%。".format(first_money, time_interval, per_save, total_years, last_total_money, r(result * 12 / time_interval * 100)))
def generate_price_df(ticker, financialreportingdf, stockpricedf, discountrate,
marginrate):
dfprice = pd.DataFrame(
columns=['ticker', 'annualgrowthrate', 'lasteps', 'futureeps'])
pd.options.display.float_format = '{:20,.2f}'.format
# Find EPS Annual Compounded Growth Rate
# annualgrowthrate = financialreportingdf.epsgrowth.mean() #growth rate
try:
print(financialreportingdf.eps.iloc[0])
print(financialreportingdf.eps.iloc[-1])
annualgrowthrate = np.rate(5, 0, -1 * financialreportingdf.eps.iloc[0],
financialreportingdf.eps.iloc[-1])
print(annualgrowthrate)
# Non Conservative
lasteps = financialreportingdf.eps.tail(1).values[0] #presentvalue
# conservative
# lasteps = financialreportingdf.eps.mean()
years = 10 #period
futureeps = abs(np.fv(annualgrowthrate, years, 0, lasteps))
dfprice.loc[0] = [ticker, annualgrowthrate, lasteps, futureeps]
except:
print('eps does not exist')
dfprice.set_index('ticker', inplace=True)
#conservative
dfprice['peratio'] = findMinimumEPS(stockpricedf, financialreportingdf)
dfprice['FV'] = dfprice['futureeps'] * dfprice['peratio']
dfprice['PV'] = abs(np.pv(discountrate, years, 0, fv=dfprice['FV']))
if dfprice['FV'].values[0] > 0:
dfprice['marginprice'] = dfprice['PV'] * (1 - marginrate)
else:
dfprice['marginprice'] = 0
dfprice['lastshareprice'] = stockpricedf.Close.tail(1).values[0]
dfprice['decision'] = np.where(
(dfprice['lastshareprice'] < dfprice['marginprice']), 'BUY', 'SELL')
return dfprice
def npfin_practice():
# pv：年利率3%，按季度付息，每月付10，5年后获取1376.09633204，求现值
val_pv = np.pv(rate=0.03 / 4, nper=4 * 5, pmt=-10, fv=1376.09633204)
print('年利率3%，按季度付息，每月付10，5年后获取1376.09633204，现值:\t{:.2f}'.format(-val_pv))
# fv：年利率3%，按季度付息，本金1000，每月付10，求5年后的终值
val_fv = np.fv(rate=0.03 / 4, nper=4 * 5, pmt=-10, pv=-1000)
print('年利率3%，按季度付息，本金1000，每月付10，终值:\t{:.2f}'.format(val_fv))
# fvals = []
# for i in range(1, 11):
# fvals.append(np.fv(rate=0.03/4, nper=4*i, pmt=-10, pv=-1000))
# plt.plot(fvals, 'bo')
# plt.title('年利率3%，按季度付息，本金1000，每月付10，1-10年后的终值')
# plt.show()
# pmt：年利率1%，贷款1000万，求每月的分期付款
val_pmt = np.pmt(rate=0.01 / 12, nper=12 * 30, pv=10000000)
print('年利率1%，贷款1000万，每月的分期付款：\t{:.2f}'.format(-val_pmt))
# nper：年利率10%，贷款9000，每月付款100，求付款期数
val_nper = np.nper(rate=0.10 / 12, pmt=-100, pv=9000)
print('年利率10%，贷款9000，每月付款100，付款期数：\t{:.2f}'.format(val_nper))
# irr：现金流[-100, 38, 48, 90, 17, 36]，求内部收益率
val_irr = np.irr(values=[-100, 38, 48, 90, 17, 36])
print('现金流[-100, 38, 48, 90, 17, 36]，内部收益率：\t{:.0f}%'.format(100 *
val_irr))
# mirr：现金流[-100, 38, 48, 90, 17, 36]，投资成本3%，现金再投资收益率3%，求修正内部收益率
val_mirr = np.mirr(values=[-100, 38, 48, 90, 17, 36],
finance_rate=0.03,
reinvest_rate=0.03)
print('现金流[-100, 38, 48, 90, 17, 36]，投资成本3%，现金再投资收益率3%，求修正内部收益率：\t{:.0f}%'\
.format(100 * val_mirr))
# rate：贷款9000，每月付100，贷款167个月，求利率
val_rate = 12 * np.rate(nper=167, pmt=-100, pv=9000, fv=0)
print('贷款9000，每月付100，贷款167个月，利率：\t{:.0f}%'.format(100 * val_rate))
# npv：随机在0-100之间取5个数作为现金流，利率3%，求净现值
cashflows = np.random.randint(100, size=5)
cashflows = np.insert(cashflows, 0, -100)
print('Cashflows: {}'.format(cashflows))
val_npv = np.npv(rate=0.03, values=cashflows)
print('利率3%，上述现金流下，净现值：\t{:.2f}'.format(val_npv))
def get_descriptor(self, data):
contract_connection_model = ContractConnection(eth_conn, MODEL_ADDRESS, ABI_PATH)
contract_model = contract_connection_model.contract.functions
loan_data = data.get("loanData")
descriptor = {}
descriptor["first_obligation"] = "0"
descriptor["total_obligation"] = "0"
descriptor["duration"] = "0"
descriptor["interest_rate"] = "0"
descriptor["punitive_interest_rate"] = "0"
descriptor["frequency"] = "0"
descriptor["installments"] = "0"
if loan_data:
contract_model.validate(loan_data).call()
first_obligation_amount, first_obligation_time = contract_model.simFirstObligation(loan_data).call()
total_obligation = contract_model.simTotalObligation(loan_data).call()
duration = contract_model.simDuration(loan_data).call()
descriptor["first_obligation"] = str(first_obligation_amount)
descriptor["total_obligation"] = str(total_obligation)
descriptor["duration"] = str(duration)
descriptor["punitive_interest_rate"] = str(contract_model.simPunitiveInterestRate(loan_data).call())
descriptor["frequency"] = str(contract_model.simFrequency(loan_data).call())
descriptor["installments"] = str(contract_model.simInstallments(loan_data).call())
periodic_rate = np.rate(
int(descriptor["installments"]),
int(descriptor["first_obligation"]),
-int(data["amount"]),
0,
maxiter=9999999999999
)
annual_rate = float(periodic_rate) * (86400 * 360) / int(descriptor["frequency"])
perc_rate = annual_rate * 100
perc_rate_round = round(perc_rate, 2)
descriptor["interest_rate"] = str(perc_rate_round)
return descriptor
def annual_interest_rate(self, monthly_payment, requested_loan):
"""
https://www.vertex42.com/ExcelArticles/amortization-calculation.html
The formula for calculating the annual interest rate is shown below.
i = n*((r+1)**(p/n)-1)
Where:
i = annual interest rate
n = 1 for annual compound period
p = number of payment periods per year
r is the function call of np.rate
"""
annual_rate = float(
((np.rate(12 * self.years, -monthly_payment, requested_loan, 0) +
1)**12 - 1) * 100)
return annual_rate
def hpbymonth(financeamount, flat_interest_perannum, tenor):
intsallment = round(
financeamount * (1 + flat_interest_perannum / 12 * tenor) / tenor, 6)
eir_PerYr = np.rate(tenor, intsallment, -financeamount,
fv=0) * 12 # 0.1299999999
for i in range(tenor + 1):
if i == 0:
accuprincpay = round(float(financeamount), 6)
payschedule.append(
'Period,PrincPay,IntPay,installment,PrincBalance,Eir')
payschedule.append([i, 0, 0, 0, financeamount, eir_PerYr / 12])
else:
pp = np.ppmt(eir_PerYr / 12, i, tenor, -financeamount)
ip = np.ipmt(eir_PerYr / 12, i, tenor, -financeamount)
accuprincpay = round(accuprincpay - pp, 6)
payschedule.append(
[i, pp, ip * 1, intsallment, accuprincpay, eir_PerYr / 12])
return payschedule
def rate(nper, pmt, pv, fv=0, when=0, guess=0.1, maxiter=100, *args, **kwargs):
""" The interest rate needed to pay off the loan in full for a given period of time
:param nper: Number of periods
:param pmt: Amount paid per period
:param pv: Present Value
:param fv: Future Value, if not assigned 0 is assumed
:param when: 0 or 1. When the payment is made (Default: the payment is made at the end of the period)
:param guess: An assumption of what you think the rate should be
:param maxiter: maximum number of iterations
:return:
"""
return np.rate(nper=float(nper),
pmt=float(pmt),
pv=float(pv),
fv=float(fv),
when=int(when),
guess=float(guess),
maxiter=int(maxiter))
def generate_price_df(ticker, financialreportingdf, stockpricedf, discountrate,
marginrate):
dfprice = pd.DataFrame(
columns=['ticker', 'annualgrowthrate', 'lasteps', 'futureeps'])
pd.options.display.float_format = '{:20,.2f}'.format
# Find EPS Annual Compounded Growth Rate
# annualgrowthrate = financialreportingdf.epsgrowth.mean() #growth rate
print(financialreportingdf.eps.iloc[0])
print(financialreportingdf.eps.iloc[-1])
annualgrowthrate = np.rate(5, 0, -1 * financialreportingdf.eps.iloc[0],
financialreportingdf.eps.iloc[-1])
print(annualgrowthrate)
# Estimate stock price 10 years from now (Stock Price EPS * Average PE)
# Non Conservative
lasteps = financialreportingdf.eps.tail(1).values[0] #presentvalue
# conservative
# lasteps = financialreportingdf.eps.mean()
years = 10 #period
futureeps = abs(np.fv(annualgrowthrate, years, 0, lasteps))
dfprice.loc[0] = [ticker, annualgrowthrate, lasteps, futureeps]
dfprice.set_index('ticker', inplace=True)
dfprice['lastshareprice'] = stockpricedf.Close.tail(1).values[0]
# Non conservative
#dfprice['peratio'] = dfprice['lastshareprice']/dfprice['lasteps']
#conservative
dfprice['peratio'] = findMinimumEPS(stockpricedf, financialreportingdf)
dfprice['futureshareprice'] = dfprice['futureeps'] * dfprice['peratio']
dfprice['presentshareprice'] = abs(
np.pv(discountrate, years, 0, fv=dfprice['futureshareprice']))
dfprice['marginalizedprice'] = dfprice['presentshareprice'] * (1 -
marginrate)
return dfprice
def should_refinance(self, new_interest, current_n, costs):
"""
Return wether or not a loan should be refinance based on:
-new interest rate
-current_n = time lapsed since loan origination
-cost = the total cost of originating a new lona (title insurance,etc)
"""
current_payment = self.payment
current_interest = self.interest
fv_after_current_n = np.fv(current_interest,current_n,-current_payment,\
self.principal)
payment_after_refinancing = np.pmt(new_interest,
self.maturity - current_n,
-fv_after_current_n)
payment_difference = -current_payment - payment_after_refinancing
irr = np.rate(self.maturity - current_n, -payment_difference, -costs,
0)
if irr > new_interest:
return True
else:
return False
def test_when(self):
# begin
assert_almost_equal(np.rate(10, 20, -3500, 10000, 1), np.rate(10, 20, -3500, 10000, "begin"), 4)
# end
assert_almost_equal(np.rate(10, 20, -3500, 10000), np.rate(10, 20, -3500, 10000, "end"), 4)
assert_almost_equal(np.rate(10, 20, -3500, 10000, 0), np.rate(10, 20, -3500, 10000, "end"), 4)
# begin
assert_almost_equal(np.pv(0.07, 20, 12000, 0, 1), np.pv(0.07, 20, 12000, 0, "begin"), 2)
# end
assert_almost_equal(np.pv(0.07, 20, 12000, 0), np.pv(0.07, 20, 12000, 0, "end"), 2)
assert_almost_equal(np.pv(0.07, 20, 12000, 0, 0), np.pv(0.07, 20, 12000, 0, "end"), 2)
# begin
assert_almost_equal(np.fv(0.075, 20, -2000, 0, 1), np.fv(0.075, 20, -2000, 0, "begin"), 4)
# end
assert_almost_equal(np.fv(0.075, 20, -2000, 0), np.fv(0.075, 20, -2000, 0, "end"), 4)
assert_almost_equal(np.fv(0.075, 20, -2000, 0, 0), np.fv(0.075, 20, -2000, 0, "end"), 4)
# begin
assert_almost_equal(np.pmt(0.08 / 12, 5 * 12, 15000.0, 0, 1), np.pmt(0.08 / 12, 5 * 12, 15000.0, 0, "begin"), 4)
# end
assert_almost_equal(np.pmt(0.08 / 12, 5 * 12, 15000.0, 0), np.pmt(0.08 / 12, 5 * 12, 15000.0, 0, "end"), 4)
assert_almost_equal(np.pmt(0.08 / 12, 5 * 12, 15000.0, 0, 0), np.pmt(0.08 / 12, 5 * 12, 15000.0, 0, "end"), 4)
# begin
assert_almost_equal(np.ppmt(0.1 / 12, 1, 60, 55000, 0, 1), np.ppmt(0.1 / 12, 1, 60, 55000, 0, "begin"), 4)
# end
assert_almost_equal(np.ppmt(0.1 / 12, 1, 60, 55000, 0), np.ppmt(0.1 / 12, 1, 60, 55000, 0, "end"), 4)
assert_almost_equal(np.ppmt(0.1 / 12, 1, 60, 55000, 0, 0), np.ppmt(0.1 / 12, 1, 60, 55000, 0, "end"), 4)
# begin
assert_almost_equal(np.ipmt(0.1 / 12, 1, 24, 2000, 0, 1), np.ipmt(0.1 / 12, 1, 24, 2000, 0, "begin"), 4)
# end
assert_almost_equal(np.ipmt(0.1 / 12, 1, 24, 2000, 0), np.ipmt(0.1 / 12, 1, 24, 2000, 0, "end"), 4)
assert_almost_equal(np.ipmt(0.1 / 12, 1, 24, 2000, 0, 0), np.ipmt(0.1 / 12, 1, 24, 2000, 0, "end"), 4)
# begin
assert_almost_equal(np.nper(0.075, -2000, 0, 100000.0, 1), np.nper(0.075, -2000, 0, 100000.0, "begin"), 4)
# end
assert_almost_equal(np.nper(0.075, -2000, 0, 100000.0), np.nper(0.075, -2000, 0, 100000.0, "end"), 4)
assert_almost_equal(np.nper(0.075, -2000, 0, 100000.0, 0), np.nper(0.075, -2000, 0, 100000.0, "end"), 4)
# 净现值 = np.npv(利率, 现金流) # 将1000元以1%的年利率存入银行5年，每年加存100元， # 相当于一次性存入多少钱？ npv = np.npv(0.01, [-1000, -100, -100, -100, -100, -100]) print(round(npv, 2)) fv = np.fv(0.01, 5, 0, npv) print(round(fv, 2)) # 内部收益率 = np.irr(现金流) # 将1000元存入银行5年，以后逐年提现100元、200元、 # 300元、400元、500元，银行利率达到多少，可在最后 # 一次提现后偿清全部本息，即净现值为0元？ irr = np.irr([-1000, 100, 200, 300, 400, 500]) print(round(irr, 2)) npv = np.npv(irr, [-1000, 100, 200, 300, 400, 500]) print(npv) # 每期支付 = np.pmt(利率, 期数, 现值) # 以1%的年利率从银行贷款1000元，分5年还清， # 平均每年还多少钱？ pmt = np.pmt(0.01, 5, 1000) print(round(pmt, 2)) # 期数 = np.nper(利率, 每期支付, 现值) # 以1%的年利率从银行贷款1000元，平均每年还pmt元， # 多少年还清？ nper = np.nper(0.01, pmt, 1000) print(int(nper)) # 利率 = np.rate(期数, 每期支付, 现值, 终值) # 从银行贷款1000元，平均每年还pmt元，nper年还清， # 年利率多少？ rate = np.rate(nper, pmt, 1000, 0) print(round(rate, 2))
def test_rate(self):
assert_almost_equal(np.rate(12,-100,1000,100,1,.01), 0.01996455, 3)
def tvmm(pval=None, fval=None, pmt=None, nrate=None, nper=None, due=0, pyr=1, noprint=True):
"""Computes the missing argument (set to ``None``) in a model relating the
present value, the future value, the periodic payment, the number of
compounding periods and the nominal interest rate in a cashflow.
Args:
pval (float, list): Present value.
fval (float, list): Future value.
pmt (float, list): Periodic payment.
nrate (float, list): Nominal interest rate per year.
nper (int, list): Number of compounding periods.
due (int): When payments are due.
pyr (int, list): number of periods per year.
noprint (bool): prints enhanced output
Returns:
Argument set to None in the function call.
**Details**
The ``tvmmm`` function computes and returns the missing value (``pmt``, ``fval``,
``pval``, ``nper``, ``nrate``) in a model relating a finite sequence of payments
made at the beginning or at the end of each period, a present value, a future value,
and a nominal interest rate. The time intervals between consecutive payments are
assumed to be equal. For internal computations, the effective interest rate per
period is calculated as ``nrate / pyr``.
**Examples**
This example shows how to find different values for a loan of 5000, with a
monthly payment of 130 at the end of the month, a life of 48 periods, and a
interest rate of 0.94 per month (equivalent to a nominal interest
rate of 11.32%). For a loan, the future value is 0.
* Monthly payments: Note that the parameter ``pmt`` is set to ``None``.
>>> tvmm(pval=5000, nrate=11.32, nper=48, fval=0, pyr=12) # doctest: +ELLIPSIS
-130.00...
When the parameter ``noprint`` is set to ``False``, a user friendly table with
the data computed by the function is print.
>>> tvmm(pval=5000, nrate=11.32, nper=48, fval=0, pyr=12, noprint=False) # doctest: +ELLIPSIS
Present Value: ....... 5000.00
Future Value: ........ 0.00
Payment: ............. -130.01
Due: ................. END
No. of Periods: ...... 48.00
Compoundings per Year: 12
Nominal Rate: ....... 11.32
Effective Rate: ..... 11.93
Periodic Rate: ...... 0.94
* Future value:
>>> tvmm(pval=5000, nrate=11.32, nper=48, pmt=pmt, fval=None, pyr=12) # doctest: +ELLIPSIS
-0.0...
* Present value:
>>> tvmm(nrate=11.32, nper=48, pmt=pmt, fval = 0.0, pval=None, pyr=12) # doctest: +ELLIPSIS
5000...
All the arguments support lists as inputs. When a argument is a list and the
``noprint`` is set to ``False``, a table with the data is print.
>>> tvmm(pval=[5, 500, 5], nrate=11.32, nper=48, fval=0, pyr=12, noprint=False) # doctest: +ELLIPSIS
# pval fval pmt nper nrate erate prate due
------------------------------------------------------
0 5.00 0.00 -0.13 48.00 11.32 11.93 0.94 END
1 500.00 0.00 -0.13 48.00 11.32 11.93 0.94 END
2 5.00 0.00 -0.13 48.00 11.32 11.93 0.94 END
* Interest rate:
>>> tvmm(pval=5000, nper=48, pmt=pmt, fval = 0.0, pyr=12) # doctest: +ELLIPSIS
11.32...
* Number of periods:
>>> tvmm(pval=5000, nrate=11.32/12, pmt=pmt, fval=0.0) # doctest: +ELLIPSIS
48.0...
"""
#pylint: disable=too-many-arguments
#pylint: disable=too-many-branches
numnone = 0
numnone += 1 if pval is None else 0
numnone += 1 if fval is None else 0
numnone += 1 if nper is None else 0
numnone += 1 if pmt is None else 0
numnone += 1 if nrate is None else 0
if numnone > 1:
raise ValueError('One of the params must be set to None')
if numnone == 0:
pmt = None
if pmt == 0.0:
pmt = 0.0000001
nrate = numpy.array(nrate)
if pval is None:
result = numpy.pv(rate=nrate/100/pyr, nper=nper, fv=fval, pmt=pmt, when=due)
elif fval is None:
result = numpy.fv(rate=nrate/100/pyr, nper=nper, pv=pval, pmt=pmt, when=due)
elif nper is None:
result = numpy.nper(rate=nrate/100/pyr, pv=pval, fv=fval, pmt=pmt, when=due)
elif pmt is None:
result = numpy.pmt(rate=nrate/100/pyr, nper=nper, pv=pval, fv=fval, when=due)
else:
result = numpy.rate(pv=pval, nper=nper, fv=fval, pmt=pmt, when=due) * 100 * pyr
if noprint is True:
if isinstance(result, numpy.ndarray):
return result.tolist()
return result
nrate = nrate.tolist()
if pval is None:
pval = result
elif fval is None:
fval = result
elif nper is None:
nper = result
elif pmt is None:
pmt = result
else:
nrate = result
params = _vars2list([pval, fval, nper, pmt, nrate])
pval = params[0]
fval = params[1]
nper = params[2]
pmt = params[3]
nrate = params[4]
# raise ValueError(nrate.__repr__())
erate, prate = iconv(nrate=nrate, pyr=pyr)
if len(pval) == 1:
if pval is not None:
print('Present Value: ....... {:8.2f}'.format(pval[0]))
if fval is not None:
print('Future Value: ........ {:8.2f}'.format(fval[0]))
if pmt is not None:
print('Payment: ............. {:8.2f}'.format(pmt[0]))
if due is not None:
print('Due: ................. {:s}'.format('END' if due == 0 else 'BEG'))
print('No. of Periods: ...... {:8.2f}'.format(nper[0]))
print('Compoundings per Year: {:>5d}'.format(pyr))
print('Nominal Rate: ....... {:8.2f}'.format(nrate[0]))
print('Effective Rate: ..... {:8.2f}'.format(erate))
print('Periodic Rate: ...... {:8.2f}'.format(prate))
else:
if due == 0:
sdue = 'END'
txtpmt = []
for item, _ in enumerate(pval):
txtpmt.append(pmt[item][-1])
else:
sdue = 'BEG'
txtpmt = []
for item, _ in enumerate(pval):
txtpmt.append(pmt[item][0])
maxlen = 5
for value1, value2, value3, value4 in zip(pval, fval, txtpmt, nper):
maxlen = max(maxlen, len('{:1.2f}'.format(value1)))
maxlen = max(maxlen, len('{:1.2f}'.format(value2)))
maxlen = max(maxlen, len('{:1.2f}'.format(value3)))
maxlen = max(maxlen, len('{:1.2f}'.format(value4)))
len_aux = len('{:d}'.format(len(pval)))
fmt_num = ' {:' + '{:d}'.format(maxlen) + '.2f}'
fmt_num = '{:<' + '{:d}'.format(len_aux) + 'd}' + fmt_num * 7 + ' {:3s}'
# fmt_shr = '{:' + '{:d}'.format(len_aux) + 's}'
fmt_hdr = ' {:>' + '{:d}'.format(maxlen) + 's}'
fmt_hdr = '{:' + '{:d}'.format(len_aux) + 's}' + fmt_hdr * 7 + ' due'
txt = fmt_hdr.format('#', 'pval', 'fval', 'pmt', 'nper', 'nrate', 'erate', 'prate')
print(txt)
print('-' * len_aux + '-' * maxlen * 7 + '-' * 7 + '----')
for item, _ in enumerate(pval):
print(fmt_num.format(item,
pval[item],
fval[item],
txtpmt[item],
nper[item],
nrate[item],
erate[item],
prate[item],
sdue))
print "Present value",np.pv(0.03/4,5*4,-10,1376.09633204) #npv参数为利率和一个表示现金流的数组. cashflows = np.random.randint(100,size=5) cashflows = np.insert(cashflows,0,-100) print "Cashflows",cashflows print "Net present value",np.npv(0.03,cashflows) print u"内部收益率" print "Internal rate of return",np.irr([-100, 38, 48,90 ,17,36]) print u"分期付款" #pmt输入为利率和期数,总价，输出每期钱数 print "Payment",np.pmt(0.10/12,12*30,100000) #nper参数为贷款利率，固定的月供和贷款额，输出付款期数 print "Number of payments", np.nper(0.10/12,-100,9000) #rate参数为付款期数，每期付款资金，现值和终值计算利率 print "Interest rate",12*np.rate(167,-100,9000,0) print u"窗函数" #bartlett函数可以计算巴特利特窗 window = np.bartlett(42) print "bartlett",window #blackman函数返回布莱克曼窗。该函数唯一的参数为输出点的数量。如果数量 #为0或小于0，则返回一个空数组。 window = np.blackman(10) print "blackman",window # hamming函数返回汉明窗。该函数唯一的参数为输出点的数量。如果数量为0或 # 小于0，则返回一个空数组。 window = np.hamming(42) print "hamming",window # kaiser函数返回凯泽窗。该函数的第一个参 # 数为输出点的数量。如果数量为0或小于0，则返回一个空数组。第二个参数为β值。
def test_rate(self):
assert_almost_equal(np.rate(48,-50,2000,50,0,0),0.0080529819239056, 16)
def test_when(self):
# begin
assert_equal(np.rate(10, 20, -3500, 10000, 1),
np.rate(10, 20, -3500, 10000, 'begin'))
# end
assert_equal(np.rate(10, 20, -3500, 10000),
np.rate(10, 20, -3500, 10000, 'end'))
assert_equal(np.rate(10, 20, -3500, 10000, 0),
np.rate(10, 20, -3500, 10000, 'end'))
# begin
assert_equal(np.pv(0.07, 20, 12000, 0, 1),
np.pv(0.07, 20, 12000, 0, 'begin'))
# end
assert_equal(np.pv(0.07, 20, 12000, 0),
np.pv(0.07, 20, 12000, 0, 'end'))
assert_equal(np.pv(0.07, 20, 12000, 0, 0),
np.pv(0.07, 20, 12000, 0, 'end'))
# begin
assert_equal(np.fv(0.075, 20, -2000, 0, 1),
np.fv(0.075, 20, -2000, 0, 'begin'))
# end
assert_equal(np.fv(0.075, 20, -2000, 0),
np.fv(0.075, 20, -2000, 0, 'end'))
assert_equal(np.fv(0.075, 20, -2000, 0, 0),
np.fv(0.075, 20, -2000, 0, 'end'))
# begin
assert_equal(np.pmt(0.08 / 12, 5 * 12, 15000., 0, 1),
np.pmt(0.08 / 12, 5 * 12, 15000., 0, 'begin'))
# end
assert_equal(np.pmt(0.08 / 12, 5 * 12, 15000., 0),
np.pmt(0.08 / 12, 5 * 12, 15000., 0, 'end'))
assert_equal(np.pmt(0.08 / 12, 5 * 12, 15000., 0, 0),
np.pmt(0.08 / 12, 5 * 12, 15000., 0, 'end'))
# begin
assert_equal(np.ppmt(0.1 / 12, 1, 60, 55000, 0, 1),
np.ppmt(0.1 / 12, 1, 60, 55000, 0, 'begin'))
# end
assert_equal(np.ppmt(0.1 / 12, 1, 60, 55000, 0),
np.ppmt(0.1 / 12, 1, 60, 55000, 0, 'end'))
assert_equal(np.ppmt(0.1 / 12, 1, 60, 55000, 0, 0),
np.ppmt(0.1 / 12, 1, 60, 55000, 0, 'end'))
# begin
assert_equal(np.ipmt(0.1 / 12, 1, 24, 2000, 0, 1),
np.ipmt(0.1 / 12, 1, 24, 2000, 0, 'begin'))
# end
assert_equal(np.ipmt(0.1 / 12, 1, 24, 2000, 0),
np.ipmt(0.1 / 12, 1, 24, 2000, 0, 'end'))
assert_equal(np.ipmt(0.1 / 12, 1, 24, 2000, 0, 0),
np.ipmt(0.1 / 12, 1, 24, 2000, 0, 'end'))
# begin
assert_equal(np.nper(0.075, -2000, 0, 100000., 1),
np.nper(0.075, -2000, 0, 100000., 'begin'))
# end
assert_equal(np.nper(0.075, -2000, 0, 100000.),
np.nper(0.075, -2000, 0, 100000., 'end'))
assert_equal(np.nper(0.075, -2000, 0, 100000., 0),
np.nper(0.075, -2000, 0, 100000., 'end'))
def test_rate(self):
assert_almost_equal(np.rate(10,0,-3500,10000),
0.1107, 4)
def test_rate(self):
# Note Gnumeric truncates Nper is it is not an integer
# OO Does not truncate and uses the fractional part in the calculation
# OO behavior
assert_almost_equal(np.rate(12.9,-100,1000, 0),.0388, 4)
def calc_yield(nper, pmt, pv, fv):
return np.rate(nper, pmt, pv, fv)
def calcYTM(self):
self.ytm = 2*np.rate(2*self.mat, 0.5*self.par*self.cr, -1*self.pr, self.par)
print "Bond's YTM = %0.2f%%" % (self.ytm*100)
def test_rate(self):
# Gnumeric behavior
assert_almost_equal(np.rate(12.9,-100,1000, 0),.0292, 4)
def test_decimal_with_when(self):
"""POJO.Test that decimals are still supported if the when argument is passed"""
# begin
assert_equal(
np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'),
Decimal('10000'), Decimal('1')),
np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'),
Decimal('10000'), 'begin'))
# end
assert_equal(
np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'),
Decimal('10000')),
np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'),
Decimal('10000'), 'end'))
assert_equal(
np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'),
Decimal('10000'), Decimal('0')),
np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'),
Decimal('10000'), 'end'))
# begin
assert_equal(
np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'),
Decimal('0'), Decimal('1')),
np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'),
Decimal('0'), 'begin'))
# end
assert_equal(
np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'),
Decimal('0')),
np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'),
Decimal('0'), 'end'))
assert_equal(
np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'),
Decimal('0'), Decimal('0')),
np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'),
Decimal('0'), 'end'))
# begin
assert_equal(
np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'),
Decimal('0'), Decimal('1')),
np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'),
Decimal('0'), 'begin'))
# end
assert_equal(
np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'),
Decimal('0')),
np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'),
Decimal('0'), 'end'))
assert_equal(
np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'),
Decimal('0'), Decimal('0')),
np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'),
Decimal('0'), 'end'))
# begin
assert_equal(
np.pmt(
Decimal('0.08') / Decimal('12'),
Decimal('5') * Decimal('12'), Decimal('15000.'), Decimal('0'),
Decimal('1')),
np.pmt(
Decimal('0.08') / Decimal('12'),
Decimal('5') * Decimal('12'), Decimal('15000.'), Decimal('0'),
'begin'))
# end
assert_equal(
np.pmt(
Decimal('0.08') / Decimal('12'),
Decimal('5') * Decimal('12'), Decimal('15000.'), Decimal('0')),
np.pmt(
Decimal('0.08') / Decimal('12'),
Decimal('5') * Decimal('12'), Decimal('15000.'), Decimal('0'),
'end'))
assert_equal(
np.pmt(
Decimal('0.08') / Decimal('12'),
Decimal('5') * Decimal('12'), Decimal('15000.'), Decimal('0'),
Decimal('0')),
np.pmt(
Decimal('0.08') / Decimal('12'),
Decimal('5') * Decimal('12'), Decimal('15000.'), Decimal('0'),
'end'))
# begin
assert_equal(
np.ppmt(
Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'),
Decimal('55000'), Decimal('0'), Decimal('1')),
np.ppmt(
Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'),
Decimal('55000'), Decimal('0'), 'begin'))
# end
assert_equal(
np.ppmt(
Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'),
Decimal('55000'), Decimal('0')),
np.ppmt(
Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'),
Decimal('55000'), Decimal('0'), 'end'))
assert_equal(
np.ppmt(
Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'),
Decimal('55000'), Decimal('0'), Decimal('0')),
np.ppmt(
Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'),
Decimal('55000'), Decimal('0'), 'end'))
# begin
assert_equal(
np.ipmt(
Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'),
Decimal('2000'), Decimal('0'), Decimal('1')).flat[0],
np.ipmt(
Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'),
Decimal('2000'), Decimal('0'), 'begin').flat[0])
# end
assert_equal(
np.ipmt(
Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'),
Decimal('2000'), Decimal('0')).flat[0],
np.ipmt(
Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'),
Decimal('2000'), Decimal('0'), 'end').flat[0])
assert_equal(
np.ipmt(
Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'),
Decimal('2000'), Decimal('0'), Decimal('0')).flat[0],
np.ipmt(
Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'),
Decimal('2000'), Decimal('0'), 'end').flat[0])
def test_rate_decimal(self):
rate = np.rate(Decimal('10'), Decimal('0'), Decimal('-3500'),
Decimal('10000'))
assert_equal(Decimal('0.1106908537142689284704528100'), rate)
* intressimäära ühe perioodi kohta.
Parameetrite tüübid on:
* nper : skalaar või järjend
Perioodide arv
* pmt : skalaar või järjend
Makse suurus
* fv : skalaar või järjend, valikuline
Tulevikuväärtus
* pv : skalaar või järjend, valikuline
Hetkeväärtus
* when : string 'begin' või 'end', valikultine
Millal makse sooritama peab (alguses või lõpus)
Näide 4
Millise aastase intressimäära juures koguneb 10 aasta jooksul 15000€, kui
me hoiustame iga kuu 100€?
------------------------------------------------------------------------------
"""
print("\nNäide 4\n-------\n")
PERIOD = 10*12 # 10 aastat igakuise maksega
PAYMENT = -100 # maksame 100€ kuus, '-' tähendab raha väljavoolu
PV = 0 # laenu suurus
FV = 15000
rate = np.rate(PERIOD, PAYMENT, PV, FV)
print("{0}€ kogunemiseks peab aastane intressimäär olema {1:.2f}%."
.format(FV, 100*12*rate))
def test_rate(self):
# +- .001
# assert_almost_equal(np.rate(12,-100,1000),0.0292285,3)
# needs 4 values default should assume fv = 0
assert_almost_equal(np.rate(12,-100,1000,100),0.01623133, 3)
def get_LoanInfo(loan_number):
#loan_number = '1213498'
server = '10.203.1.105\\alpha'
database = 'test_yang'
username = '******'
password = '******'
cnxn = pyodbc.connect('DRIVER={ODBC Driver 13 for SQL Server};SERVER='+server+';DATABASE='+database+';UID='+username+';PWD='+ password)
query = """
select LoanNum, FstNm, LstNm, IntRate, FICOScore, HmSt, LoanAmt,b.savings,a.AmortTerm
from REPORTS_LS_DM.dbo.Secondary as a
inner join [lsprodreports].Reports.dbo.vw_Loan_Info as b
on a.loanNum = b.loan_number
where LoanNum = 'aaaaaaaa'
and b.loan_number = 'aaaaaaaa'
"""
query = query.replace('aaaaaaaa',loan_number)
queryResult = sql.read_sql(query, cnxn)
queryResult.loc[len(queryResult)] = ["LoanNum","FstNm","LstNm","IntRate","Fico","State","Amt","savings","Term"]
if len(queryResult) > 1 :
principal = queryResult["LoanAmt"][0]
interest_rate = queryResult["IntRate"][0]/100
term = queryResult["AmortTerm"][0]
per = np.arange(term) + 1
ipmt = np.ipmt(interest_rate/12, per, term, principal)
ppmt = np.ppmt(interest_rate/12, per, term, principal)
pmt = np.pmt(interest_rate/12, term, principal)
saving = queryResult["savings"][0]
PrepaymentStartYear = 3
principal1 = principal
ipmt1 = []
ppmt1 = []
pmt1 = []
lastPaymentMonth = 0
for payment in per:
index = payment - 1
if payment> PrepaymentStartYear * 12:
total_pay = -pmt + saving
InterestPayment = principal1 * interest_rate /12
else:
total_pay = -pmt
InterestPayment = principal1 * interest_rate /12
if total_pay>=principal1:
total_pay = principal1 + InterestPayment
if lastPaymentMonth==0: lastPaymentMonth = payment
PrincipalPayment = total_pay - InterestPayment
principal1 = principal1 - PrincipalPayment
ipmt1 = np.append(ipmt1,InterestPayment)
ppmt1 = np.append(ppmt1,PrincipalPayment)
pmt1 = np.append(pmt1,total_pay)
total_int_saved ="$"+ str( round(ipmt.sum() *-1 - ipmt1.sum() ,0)).replace(".0","")
erate1 = str(round(np.rate (lastPaymentMonth,(principal + ipmt1.sum())/lastPaymentMonth, -principal,0 )*12*100 , 2))
erate2 = str(round(np.rate (term,(principal + ipmt1.sum())/30/12, -principal,0 )*12*100,2))
lastPaymentYear = str(round(lastPaymentMonth/12,1))
lastPaymentMonth = str(lastPaymentMonth)
return queryResult,total_int_saved,erate1,erate2,lastPaymentYear,lastPaymentMonth
else:
return queryResult, '0.0','0.0','0.0','1900','01'
def test_rate_decimal(self):
rate = np.rate(Decimal('10'), Decimal('0'), Decimal('-3500'), Decimal('10000'))
assert_equal(Decimal('0.1106908537142689284704528100'), rate)
def single_rate(pv, n, rate, fv, pmt):
np.rate(n, pmt, pv, fv, when = 'end')
def test_decimal_with_when(self):
"""Test that decimals are still supported if the when argument is passed"""
# begin
assert_equal(np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'), Decimal('10000'), Decimal('1')),
np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'), Decimal('10000'), 'begin'))
# end
assert_equal(np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'), Decimal('10000')),
np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'), Decimal('10000'), 'end'))
assert_equal(np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'), Decimal('10000'), Decimal('0')),
np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'), Decimal('10000'), 'end'))
# begin
assert_equal(np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0'), Decimal('1')),
np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0'), 'begin'))
# end
assert_equal(np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0')),
np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0'), 'end'))
assert_equal(np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0'), Decimal('0')),
np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0'), 'end'))
# begin
assert_equal(np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), Decimal('0'), Decimal('1')),
np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), Decimal('0'), 'begin'))
# end
assert_equal(np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), Decimal('0')),
np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), Decimal('0'), 'end'))
assert_equal(np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), Decimal('0'), Decimal('0')),
np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), Decimal('0'), 'end'))
# begin
assert_equal(np.pmt(Decimal('0.08') / Decimal('12'), Decimal('5') * Decimal('12'), Decimal('15000.'),
Decimal('0'), Decimal('1')),
np.pmt(Decimal('0.08') / Decimal('12'), Decimal('5') * Decimal('12'), Decimal('15000.'),
Decimal('0'), 'begin'))
# end
assert_equal(np.pmt(Decimal('0.08') / Decimal('12'), Decimal('5') * Decimal('12'), Decimal('15000.'),
Decimal('0')),
np.pmt(Decimal('0.08') / Decimal('12'), Decimal('5') * Decimal('12'), Decimal('15000.'),
Decimal('0'), 'end'))
assert_equal(np.pmt(Decimal('0.08') / Decimal('12'), Decimal('5') * Decimal('12'), Decimal('15000.'),
Decimal('0'), Decimal('0')),
np.pmt(Decimal('0.08') / Decimal('12'), Decimal('5') * Decimal('12'), Decimal('15000.'),
Decimal('0'), 'end'))
# begin
assert_equal(np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000'),
Decimal('0'), Decimal('1')),
np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000'),
Decimal('0'), 'begin'))
# end
assert_equal(np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000'),
Decimal('0')),
np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000'),
Decimal('0'), 'end'))
assert_equal(np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000'),
Decimal('0'), Decimal('0')),
np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000'),
Decimal('0'), 'end'))
# begin
assert_equal(np.ipmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'), Decimal('2000'),
Decimal('0'), Decimal('1')).flat[0],
np.ipmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'), Decimal('2000'),
Decimal('0'), 'begin').flat[0])
# end
assert_equal(np.ipmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'), Decimal('2000'),
Decimal('0')).flat[0],
np.ipmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'), Decimal('2000'),
Decimal('0'), 'end').flat[0])
assert_equal(np.ipmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'), Decimal('2000'),
Decimal('0'), Decimal('0')).flat[0],
np.ipmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'), Decimal('2000'),
Decimal('0'), 'end').flat[0])
def test_when(self):
#begin
assert_almost_equal(np.rate(10, 20, -3500, 10000, 1),
np.rate(10, 20, -3500, 10000, 'begin'), 4)
#end
assert_almost_equal(np.rate(10, 20, -3500, 10000),
np.rate(10, 20, -3500, 10000, 'end'), 4)
assert_almost_equal(np.rate(10, 20, -3500, 10000, 0),
np.rate(10, 20, -3500, 10000, 'end'), 4)
# begin
assert_almost_equal(np.pv(0.07, 20, 12000, 0, 1),
np.pv(0.07, 20, 12000, 0, 'begin'), 2)
# end
assert_almost_equal(np.pv(0.07, 20, 12000, 0),
np.pv(0.07, 20, 12000, 0, 'end'), 2)
assert_almost_equal(np.pv(0.07, 20, 12000, 0, 0),
np.pv(0.07, 20, 12000, 0, 'end'), 2)
# begin
assert_almost_equal(np.fv(0.075, 20, -2000, 0, 1),
np.fv(0.075, 20, -2000, 0, 'begin'), 4)
# end
assert_almost_equal(np.fv(0.075, 20, -2000, 0),
np.fv(0.075, 20, -2000, 0, 'end'), 4)
assert_almost_equal(np.fv(0.075, 20, -2000, 0, 0),
np.fv(0.075, 20, -2000, 0, 'end'), 4)
# begin
assert_almost_equal(np.pmt(0.08 / 12, 5 * 12, 15000., 0, 1),
np.pmt(0.08 / 12, 5 * 12, 15000., 0, 'begin'), 4)
# end
assert_almost_equal(np.pmt(0.08 / 12, 5 * 12, 15000., 0),
np.pmt(0.08 / 12, 5 * 12, 15000., 0, 'end'), 4)
assert_almost_equal(np.pmt(0.08 / 12, 5 * 12, 15000., 0, 0),
np.pmt(0.08 / 12, 5 * 12, 15000., 0, 'end'), 4)
# begin
assert_almost_equal(np.ppmt(0.1 / 12, 1, 60, 55000, 0, 1),
np.ppmt(0.1 / 12, 1, 60, 55000, 0, 'begin'), 4)
# end
assert_almost_equal(np.ppmt(0.1 / 12, 1, 60, 55000, 0),
np.ppmt(0.1 / 12, 1, 60, 55000, 0, 'end'), 4)
assert_almost_equal(np.ppmt(0.1 / 12, 1, 60, 55000, 0, 0),
np.ppmt(0.1 / 12, 1, 60, 55000, 0, 'end'), 4)
# begin
assert_almost_equal(np.ipmt(0.1 / 12, 1, 24, 2000, 0, 1),
np.ipmt(0.1 / 12, 1, 24, 2000, 0, 'begin'), 4)
# end
assert_almost_equal(np.ipmt(0.1 / 12, 1, 24, 2000, 0),
np.ipmt(0.1 / 12, 1, 24, 2000, 0, 'end'), 4)
assert_almost_equal(np.ipmt(0.1 / 12, 1, 24, 2000, 0, 0),
np.ipmt(0.1 / 12, 1, 24, 2000, 0, 'end'), 4)
# begin
assert_almost_equal(np.nper(0.075, -2000, 0, 100000., 1),
np.nper(0.075, -2000, 0, 100000., 'begin'), 4)
# end
assert_almost_equal(np.nper(0.075, -2000, 0, 100000.),
np.nper(0.075, -2000, 0, 100000., 'end'), 4)
assert_almost_equal(np.nper(0.075, -2000, 0, 100000., 0),
np.nper(0.075, -2000, 0, 100000., 'end'), 4)
def test_rate(self):
assert_almost_equal(np.rate(10, 0, -3500, 10000), 0.1107, 4)
import numpy rate = [1, 2, 3] per = 1 pmt = [1, 2] nper = [1, 2, 2] pv = [1, 2, 4] fv = [1, 2, 4] numpy.rate(nper, pmt, pv, fv, when='end', guess=0.1, tol=1e-06, maxiter=100)
print("Question 3:")
print(round(FixedIncome.fv(rate=.04 / 12, nper=120, pv=1000000, pmt=14000), 2))
print("Question 4:")
print(round(FixedIncome.pvp(rate=.0300, pmt=10, growth=.1200), 2))
print("Question 5:")
pmt = 1000
pv = 0
i = 1
while (i <= 30):
discount = 1 / ((1 + .0350)**i)
if (i == 1):
pv += pmt * discount
elif (i <= 5):
pmt = pmt * 1.1
pv += pmt * discount
else:
pv += pmt * discount
i += 1
print(round(pv, 2))
print("Question 6:")
fv_ann = FixedIncome.pv(rate=.0300, nper=25, pmt=10000, fv=0)
pv_ann = FixedIncome.pv(rate=.0300, nper=20, pmt=0, fv=fv_ann)
print(round(pv_ann, 2))
print("Question 7:")
print(2 * np.rate(nper=40, pmt=30, pv=-893.22, fv=1000))
# print(2*FixedIncome.rate(nper=40, pmt=30, present_value=-893.22, future_value=1000))
@author: ESAccount24
"""
# -*- coding: utf-8 -*-
"""
Created on Sat Sep 26 11:34:21 2015
@author: ESAccount24
"""
#financial institutions
import numpy as np
import scipy.optimize as sp
def myfnc(x):
return np.pv(x,2,0,125.44)+100.0
futval=np.fv(0.12,2,0,-100.0)
print futval
prval=np.pv(0.12,2,0,125.44)
print prval
nperiods=np.nper(0.12,0,-100.0,125.44)
print nperiods
intrate=np.rate(2,0,-100,125.44)
print intrate
initialRateGuess=0.134
#goalseek
#find interest rate that satisfies euqation connecting pv, fv, and nper
print sp.fsolve(myfnc,initialRateGuess)