def calc_compounding ( _rate, _periods, _principal, _contribution, _delta, _inflation ) :
in_rate = 0.01 * _rate
in_delta = 0.01 * _delta
in_contrib = -1* _contribution
in_princ = -1* _principal
in_inflation = 0.01* inflation
print("rate %g, periods %g, principal %g, contribution %g, delta %g, inflation %g" %( _rate, _periods, in_princ, in_contrib, _delta, _inflation))
cf1 = np.array([round(np.fv(in_rate, i, in_contrib, in_princ, when='end'),2) for i in range(1,periods+1)])
cf2 = np.array([round(np.fv((in_rate-in_delta), i, in_contrib, in_princ, when='end'),2) for i in range(1,periods+1)])
if _inflation == 0:
return(np.subtract(cf1,cf2))
else:
diff = np.subtract(cf1,cf2)
return np.array([round(np.pv(in_inflation, i, 0, (-1*diff[i])),2) for i in range(_periods)])
def portfolio_return_calc(age, investment, risk_portfolio, investor):
portfolio_attr = []
portfolio_list = Portfolio.objects.filter(name=risk_portfolio)
stock_list = Investment.objects.filter(portfolios__name=risk_portfolio)
stock_name = []
stock_info_list = []
for stock in stock_list:
stock_name.append(stock.name)
stock_description = {
'name': stock.name,
'info': stock.description}
stock_info_list.append(stock_description)
for portfolio in portfolio_list:
portfolio_attr.append(portfolio.name)
portfolio_attr.append(portfolio.expected_return)
inv_return = numpy.fv((float(portfolio_attr[1]) / 12), ((65 - (int(age))) * 12), -(int(investment)), -investment)
investment_return = '{:20,.2f}'.format(float(inv_return))
inv_rt = '{:.20}'.format(inv_return)
data2 = {'stocksp': {'stock1p': 25, 'stock2p': 25, 'stock3p': 20, 'stock4p': 20, 'stock5p': 10},
'stocksn': {'stock1n': stock_name[0], 'stock2n': stock_name[1], 'stock3n': stock_name[2],
'stock4n': stock_name[3], 'stock5n': stock_name[4]},
'portfolio': portfolio_attr[0],
'expected': portfolio_attr[1],
'return': investment_return, 'stock_list': stock_info_list}
investor.portfolio_name = risk_portfolio
investor.expected_return = inv_rt
investor.save()
return data2
def demo_age_calc(age):
percent_month = (float(4000) * .70)
investment_month = (float(4000) - float(percent_month))
inv_return = numpy.fv((.058 / 12), ((65 - (int(age))) * 12), -(int(investment_month)), -investment_month)
investment_return = '{:20,.2f}'.format(float(inv_return))
vistior_age = {'investment': investment_month, 'age': age, 'return': investment_return,
"percent_mon": percent_month}
return vistior_age
def fuli(self):
d1 = [np.fv(0.2, i, -1.4, -1.4) for i in range(1, 40)]
# print(d1)
d2 = [np.fv(0.15, i, -1.4, -1.4) for i in range(1, 40)]
d3 = [np.fv(0.1, i, -1.4, -1.4) for i in range(1, 40)]
d4 = [np.fv(0.05, i, -1.4, -1.4) for i in range(1, 40)]
df = pd.DataFrame(columns=['d1','d2','d3','d4'])
df['d1']=d1
df['d2']=d2
df['d3']=d3
df['d4']=d4
#print(df.tail())
#df.plot()
#plt.show()
#
#plt.savefig('data/fv1.png')
#self.plot_style(df)
self.style_color(df)
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)
Näide 1
Mis on tulevikuväärtus 100€ alginvesteeringu korral 10 aasta pärast, kui
aastane intressimäär on 3.5% ning me lisame igal kuu alguses (lõpus)
investeeringule 100€?
------------------------------------------------------------------------------
"""
print("Näide 1\n-------\n")
RATE = 0.035 / 12 # 3.5% aastas, 3.5%/12 perioodis
PERIOD = 10*12 # 10 aastat
PAYMENT = -100 # maksame 100€ kuus, '-' tähendab raha väljavoolu
PRESENT_VALUE = -100 # alginvesteering 100€, '-' tähendab raha väljavoolu
FV_1 = np.fv(RATE, PERIOD, PAYMENT, PRESENT_VALUE, when='end')
FV_2 = np.fv(RATE, PERIOD, PAYMENT, PRESENT_VALUE, when='begin')
print("Kuu lõpus makstes koguneb 10 aastaga %.2f€." % FV_1)
print("Kuu alguses makstes koguneb 10 aastaga %.2f€." % FV_2)
"""
Sisestades intressimäära järjendina, saame võrrelda erinevate
määrade korral saadavaid tulemusi.
"""
RATES = np.array([0.02, 0.03, 0.035, 0.04, 0.045])
FUTURE_VALUES = np.fv(RATES/12, PERIOD, PAYMENT, PRESENT_VALUE, when='end')
for rate, fv in zip(RATES, FUTURE_VALUES):
print("Intressimäära {0:.1f}% korral on tulevikuväärtus {1:.2f}€."
.format(rate*100, fv)
import numpy as np from matplotlib.pyplot import plot, show print "Future value", np.fv(0.03/4, 5 * 4, -10, -1000) fvals = [] for i in xrange(1, 10): fvals.append(np.fv(.03/4, i * 4, -10, -1000)) plot(fvals, 'bo') show()
def generate_price_df(ticker,financialreportingdf,stockpricedf,discountrate,marginrate):
dfprice = pd.DataFrame(columns =['ticker','annualgrowthrate','lasteps','futureeps'])
#print(financialreportingdf)
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))
#print(futureeps,annualgrowthrate,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']
#print(dfprice[['futureeps','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.head(1).values[0]
dfprice['lastshareprice'] = pd.to_numeric(dfprice['lastshareprice'], errors='coerce')
difference = dfprice['marginprice'] - dfprice['lastshareprice']
if difference[0] < -30:
dfprice['decision'] = 'SELL'
elif difference[0] < 30 and difference[0] >= -30:
dfprice['decision'] = 'HOLD'
elif difference[0] >= 30:
dfprice['decision'] = 'BUY'
return dfprice
import numpy as np
print(np.fv(0.05 / 12, 10 * 12, -100, -100))
'''
numpy.fv(rate, nper, pmt, pv[, when='end'])
#参数：
rate：每一期的利率（rate of interest）。数值或矩阵(M, )。
nper：期数。
pmt：payment。
pv：present value，现值。
when：{{‘begin’, 1}, {‘end’, 0}}, {string, int}, optional.
'''
def test_fv(self):
assert_equal(np.fv(0.075, 20, -2000, 0, 0), 86609.362673042924)
def sta001(k, nyear, xd):
return round(np.fv(k, nyear, -xd, -xd))
print u"金融函数" # fv函数计算所谓的终值（future value），即基于一些假设给出的某个金融资产在未来某一 # 时间点的价值。 # pv函数计算现值（present value），即金融资产当前的价值。 # npv函数返回的是净现值（net present value），即按折现率计算的净现金流之和。 # pmt函数根据本金和利率计算每期需支付的金额。 # irr函数计算内部收益率（internal rate of return）。内部收益率是是净现值为0时的有效利 # 率，不考虑通胀因素。 # mirr函数计算修正后内部收益率（modified internal rate of return），是内部收益率的改进 # 版本。 # nper函数计算定期付款的期数。 # rate函数计算利率（rate of interest）。 print u"终值" #fv函数参数为利率，参数，每期支付金额，现值 print "Future value",np.fv(0.03/4, 5*4,-10,1000) print u"现值" #pv函数参数为利率，参数，每期支付金额，终值 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
import numpy as np np.fv(0.05 / 12, 10 * 12, -100, -100) a = np.array((0.05, 0.06, 0.07)) / 12 np.fv(a, 10 * 12, -100, -100)
# @version : Python3.6 # @Time : 2017/4/25 15:07 # @Author : Jianyang-Hu # @contact : [email protected] # @File : finfunc_0425.py # @Software: PyCharm """ fv终值 pv现值 npv净现值 pmt利息 irr内部收益率 mirr修正后neibushouyil nper期数 rate利率 """ import numpy as np from numpy import * from matplotlib.pyplot import plot, show print("Future value", np.fv(0.03 / 4, 5 * 4, -10, -1000)) fvales = [] for i in range(1, 20): fvales.append(np.fv(0.03 / 4, i * 4, -10, -1000)) plot(fvales, "bo") show() print("Present value:", np.pv(0.03 / 4, 5 * 4, -10, 1376.09633204))
#!/usr/bin/python import numpy print "Future value", numpy.fv(0.03/4, 5 * 4, -10, -1000)
def test_fv_decimal(self):
assert_equal(
np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), 0, 0),
Decimal('86609.36267304300040536731624'))
#!/usr/bin/python3 # !coding=utf-8 ''' 金融计算 ''' import numpy as np # 终值 = np.fv(利率, 期数, 每期支付, 现值) # 将1000元以1%的年利率存入银行5年，每年加存100元， # 到期后本息合计多少钱？ fv = np.fv(0.01, 5, -100, -1000) print(round(fv, 2)) # 现值 = np.pv(利率, 期数, 每期支付, 终值) # 将多少钱以1%的年利率存入银行5年，每年加存100元， # 到期后本息合计fv元？ pv = np.pv(0.01, 5, -100, fv) print(pv) # 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])
def sta001(k, nyear, xd):
d2 = np.fv(k, nyear, -xd, -xd)
d2 = round(d2)
# print(nyear,d2)
return d2
import numpy as np a = np.fv(0.06 / 12, 12 * 5, 5000, 0, when='end') print(5000 * 36) print(a)
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_fv(self):
assert_almost_equal(np.fv(0.075, 20, -2000, 0, 0), 86609.36, 2)
# Anual rate (4.5%) to month
rate = (4.5 / 100) / 12
# Number of periods (15 years) to month
nper = 15 * 12
# Monthly investment ($200) out of cash payment
pmt = -200
# Present Value ($50.227,88)
pv = -50227.88
# When will be made the investment each Month
# 'begin' = 1 , 'end' = 0
when = 'begin'
# The result represent the future amound that will be receive after 15 years
# if today is invested the PV (-$50.000), with an investment of $200 at the
# begining of each month
fv = np.fv(rate, nper, pmt, pv, when)
print('FV: {fvv:,.2f}$'.format(fvv=fv))
# As it is an return of investment the result is positive ($149.553)
# Future Value
# Anual rate (5%) to month
rate = (5 / 100) / 12
# Number of periods (10 years) to month
nper = 10 * 12
# Monthly investment ($100) out of cash payment
pmt = -100
# Present Value ($100)
pv = -100
# When will be made the investment each Month
# 'begin' = 1 , 'end' = 0
when = 'end'
@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)
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 sta001(k, nyear, xd):
d2 = np.fv(k, nyear, -xd, -xd);
d2 = round(d2)
return d2
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_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_fv(self):
assert_equal(np.fv(0.075, 20, -2000, 0, 0), 86609.362673042924)
def test_fv_decimal(self):
assert_equal(np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), 0, 0),
Decimal('86609.36267304300040536731624'))
def test_fv(self):
assert_almost_equal(np.fv(.10,12,-100,100),1824.59, 2)
def test_fv(self):
assert_almost_equal(np.fv(0.075, 20, -2000,0,0),
86609.36, 2)
# -*- 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)