def runLoans(self, economy):
if self.wavgRemTerm <= 0.1:
self.realizedLosses = 0
self.principalPayments = self.loanUPB
self.loanUPB = 0
self.interestIncome = 0
return
self.realizedLosses = self.loanUPB * (self.wavgCDR + economy) / 400
self.loanUPB = self.loanUPB - self.realizedLosses
self.interestIncome = self.loanUPB * self.wavgCoupon / 400
self.principalPayments = -np.ppmt(
self.wavgCoupon / 1200,
60 - self.wavgRemTerm, 60, self.loanUPB) - np.ppmt(
self.wavgCoupon / 1200, 60 - self.wavgRemTerm - 1, 60,
self.loanUPB) - np.ppmt(self.wavgCoupon / 1200, 60 -
self.wavgRemTerm - 2, 60, self.loanUPB)
self.principalPayments += self.loanUPB * self.wavgCPR / 400
if self.loanUPB >= 0.1:
if len(self.loanYield) <= 3:
self.loanYield.append(
(self.interestIncome - self.realizedLosses) / self.loanUPB)
else:
self.loanYield.popleft()
self.loanYield.append(
(self.interestIncome - self.realizedLosses) / self.loanUPB)
self.wavgRemTerm -= 3
self.loanUPB = self.loanUPB - self.principalPayments
def test_broadcast(self):
assert_almost_equal(np.nper(0.075, -2000, 0, 100000.0, [0, 1]),
[21.5449442, 20.76156441], 4)
assert_almost_equal(
np.ipmt(0.1 / 12, list(range(5)), 24, 2000),
[
-17.29165168, -16.66666667, -16.03647345, -15.40102862,
-14.76028842
],
4,
)
assert_almost_equal(
np.ppmt(0.1 / 12, list(range(5)), 24, 2000),
[
-74.998201, -75.62318601, -76.25337923, -76.88882405,
-77.52956425
],
4,
)
assert_almost_equal(
np.ppmt(0.1 / 12, list(range(5)), 24, 2000, 0,
[0, 0, 1, "end", "begin"]),
[
-74.998201, -75.62318601, -75.62318601, -76.88882405,
-76.88882405
],
4,
)
def CPM_calc(startdate, duration, principal, interest, term):
start = datetime.strptime(startdate, '%Y-%m-%d')
if (term == "y"):
amortization = pd.DataFrame(
index=pd.date_range(start, periods=duration +
1, freq="Y").shift(n=start.day, freq="D"))
amortization["payback"] = 0
amortization["interest"] = 0
amortization["principal"] = 0
amortization.principal.iloc[1:amortization.shape[0]] = -np.ppmt(
params["interest"],
amortization.principal.iloc[1:amortization.shape[0]],
params["duration"], params["principal"])
amortization.interest.iloc[1:amortization.shape[0]] = -np.ipmt(
params["interest"],
amortization.interest.iloc[1:amortization.shape[0]],
params["duration"], params["principal"])
amortization.payback.iloc[1:amortization.shape[0]] = -np.pmt(
interest, duration, principal)
amortization.payback = amortization.apply(money_trim, axis=1)
if (term == "q"):
amortization = pd.DataFrame(
index=pd.date_range(start, periods=duration * 4 +
1, freq="q").shift(n=start.day, freq="D"))
amortization["payback"] = 0
amortization["interest"] = 0
amortization["principal"] = 0
amortization.principal.iloc[1:amortization.shape[0]] = -np.ppmt(
params["interest"] / 4,
amortization.principal.iloc[1:amortization.shape[0]],
params["duration"] * 4, params["principal"])
amortization.interest.iloc[1:amortization.shape[0]] = -np.ipmt(
params["interest"] / 4,
amortization.interest.iloc[1:amortization.shape[0]],
params["duration"] * 4, params["principal"])
amortization.payback.iloc[1:amortization.shape[0]] = -np.pmt(
interest / 4, duration * 4, principal)
amortization.payback = amortization.apply(money_trim, axis=1)
if (term == "m"):
amortization = pd.DataFrame(
index=pd.date_range(start, periods=duration * 12 +
1, freq="M").shift(n=start.day, freq="D"))
amortization["payback"] = 0
amortization["interest"] = 0
amortization["principal"] = 0
amortization.principal.iloc[1:amortization.shape[0]] = -np.ppmt(
params["interest"] / 12,
amortization.principal.iloc[1:amortization.shape[0]],
params["duration"] * 12, params["principal"])
amortization.interest.iloc[1:amortization.shape[0]] = -np.ipmt(
params["interest"] / 12,
amortization.interest.iloc[1:amortization.shape[0]],
params["duration"] * 12, params["principal"])
amortization.payback.iloc[1:amortization.shape[0]] = -np.pmt(
interest / 12, duration * 12, principal)
amortization.payback = amortization.apply(money_trim, axis=1)
amortization = amortization.apply(money_trim, axis=0)
return amortization
def test_broadcast_decimal(self):
# Use almost equal because precision is tested in the explicit tests, this test is to ensure
# broadcast with Decimal is not broken.
assert_almost_equal(
np.ipmt(
Decimal("0.1") / Decimal("12"),
list(range(5)),
Decimal("24"),
Decimal("2000"),
),
[
Decimal("-17.29165168"),
Decimal("-16.66666667"),
Decimal("-16.03647345"),
Decimal("-15.40102862"),
Decimal("-14.76028842"),
],
4,
)
assert_almost_equal(
np.ppmt(
Decimal("0.1") / Decimal("12"),
list(range(5)),
Decimal("24"),
Decimal("2000"),
),
[
Decimal("-74.998201"),
Decimal("-75.62318601"),
Decimal("-76.25337923"),
Decimal("-76.88882405"),
Decimal("-77.52956425"),
],
4,
)
assert_almost_equal(
np.ppmt(
Decimal("0.1") / Decimal("12"),
list(range(5)),
Decimal("24"),
Decimal("2000"),
Decimal("0"),
[Decimal("0"),
Decimal("0"),
Decimal("1"), "end", "begin"],
),
[
Decimal("-74.998201"),
Decimal("-75.62318601"),
Decimal("-75.62318601"),
Decimal("-76.88882405"),
Decimal("-76.88882405"),
],
4,
)
def test_broadcast_decimal(self):
# Use almost equal because precision is tested in the explicit tests, this test is to ensure
# broadcast with Decimal is not broken.
assert_almost_equal(np.ipmt(Decimal('0.1') / Decimal('12'), list(range(5)), Decimal('24'), Decimal('2000')),
[Decimal('-17.29165168'), Decimal('-16.66666667'), Decimal('-16.03647345'),
Decimal('-15.40102862'), Decimal('-14.76028842')], 4)
assert_almost_equal(np.ppmt(Decimal('0.1') / Decimal('12'), list(range(5)), Decimal('24'), Decimal('2000')),
[Decimal('-74.998201'), Decimal('-75.62318601'), Decimal('-76.25337923'),
Decimal('-76.88882405'), Decimal('-77.52956425')], 4)
assert_almost_equal(np.ppmt(Decimal('0.1') / Decimal('12'), list(range(5)), Decimal('24'), Decimal('2000'),
Decimal('0'), [Decimal('0'), Decimal('0'), Decimal('1'), 'end', 'begin']),
[Decimal('-74.998201'), Decimal('-75.62318601'), Decimal('-75.62318601'),
Decimal('-76.88882405'), Decimal('-76.88882405')], 4)
def test_broadcast_decimal(self):
# Use almost equal because precision is tested in the explicit tests, this test is to ensure
# broadcast with Decimal is not broken.
assert_almost_equal(np.ipmt(Decimal('0.1') / Decimal('12'), list(range(5)), Decimal('24'), Decimal('2000')),
[Decimal('-17.29165168'), Decimal('-16.66666667'), Decimal('-16.03647345'),
Decimal('-15.40102862'), Decimal('-14.76028842')], 4)
assert_almost_equal(np.ppmt(Decimal('0.1') / Decimal('12'), list(range(5)), Decimal('24'), Decimal('2000')),
[Decimal('-74.998201'), Decimal('-75.62318601'), Decimal('-76.25337923'),
Decimal('-76.88882405'), Decimal('-77.52956425')], 4)
assert_almost_equal(np.ppmt(Decimal('0.1') / Decimal('12'), list(range(5)), Decimal('24'), Decimal('2000'),
Decimal('0'), [Decimal('0'), Decimal('0'), Decimal('1'), 'end', 'begin']),
[Decimal('-74.998201'), Decimal('-75.62318601'), Decimal('-75.62318601'),
Decimal('-76.88882405'), Decimal('-76.88882405')], 4)
def raise_error_because_not_equal():
assert_equal(
round(
np.ppmt(
Decimal('0.23') / Decimal('12'), 1, 60,
Decimal('10000000000')), 8),
Decimal('-90238044.232277036'))
def approve_application(application_id):
''' approve application'''
application = Application.query.get(application_id)
application.status = 3
db.session.add(application)
loan = Loan(
application=application,
principal=application.amount,
outstanding=application.amount,
terms=application.terms,
loan_date=datetime.utcnow(),
borrower=application.borrower,
guarantor=application.guarantor)
db.session.add(loan)
monthly_payment = -np.pmt(rate=loan.terms.rate/100,
nper=loan.terms.installments,
pv=loan.principal)
for month in range(loan.terms.installments):
ipmt = np.ipmt(rate=loan.terms.rate/100, per=month+1,
nper=loan.terms.installments, pv=loan.principal)
ppmt = np.ppmt(rate=loan.terms.rate/100, per=month+1,
nper=loan.terms.installments, pv=loan.principal)
payment = Payment(
loan=loan,
payment=Decimal(monthly_payment),
principal_pmt=-ppmt,
interest_pmt=-ipmt,
scheduled_date=loan.loan_date + timedelta(days=30*(month+1)))
db.session.add(payment)
db.session.commit()
flash('Application has been appproved.')
return redirect(url_for('admin.pending_applications'))
def mortgage(price: int,
downpayment: int,
rate: float,
term_years: int,
interest_only=False) -> pd.DataFrame:
principal = price - downpayment
rate = rate / 12
term = term_years * 12
periods = np.arange(term) + 1
if not interest_only:
full_payments = np.pmt(rate, term, principal) * np.ones_like(periods)
principal_payments = np.ppmt(rate, periods, term, principal)
interest_payments = np.ipmt(rate, periods, term, principal)
else:
full_payments = (principal * rate) * -np.ones_like(periods)
principal_payments = np.zeros_like(periods)
interest_payments = full_payments
debt_balance = (principal + principal_payments.cumsum()).round(2)
return pd.DataFrame(
data=np.array([
debt_balance, full_payments, principal_payments, interest_payments
]).T,
columns=
'debt_balance, full_payments, principal_payments, interest_payments'.
split(', '),
index=pd.date_range(start=datetime.date.today(),
periods=term,
freq='M'))
def edit_periods(ProjectNumber, delete=False):
conn = sqlite3.connect('database.db')
conn.row_factory = sqlite3.Row
cur = conn.cursor()
cur.execute("select StartDate, TypeNumber from LOAN_PROJECT where ProjectNumber = {}".format(ProjectNumber))
project = dict(cur.fetchone())
start_date = datetime.datetime.strptime(project['StartDate'], "%Y-%m-%d")
cur.execute("select * from LOAN_PROJECT_TYPE where TypeNumber = {}".format(project['TypeNumber']))
project_type = dict(cur.fetchone())
temp = project_type['TotalPrinciple']
rate = project_type['InterestRate']/12
for period in range(project_type['NumberOfPeriod']):
if delete:
edit_data('LOAN_PERIOD', [ProjectNumber, period])
else:
due = start_date + relativedelta(months=period+1)
principle = np.ceil(-np.ppmt(rate=rate, per=1, nper=20-period, pv=temp))
interest = np.ceil(temp * rate)
temp -= principle
edit_data('LOAN_PERIOD', [ProjectNumber, period+1, due.strftime("%Y-%m-%d"), int(principle), int(interest)], from_project=True)
conn.commit()
conn.close()
return
def calc_PPMT(df, dts_r, first_due_period):
first_due_month = pd.unique(df[first_due_period].ravel())
df_ppmt = pd.DataFrame()
for f_d_m in first_due_month:
f_d_m_this_n_z = df[(df[first_due_period] == f_d_m)
& (df['Total_Fee_Rate'] > 0)]
for ind_r, date_r in enumerate(dts_r):
#f_d_m_this_n_z[date_r] = 0
f_d_m_this_n_z[date_r] = f_d_m_this_n_z[date_r].where(
(f_d_m_this_n_z[first_due_period] > ind_r) |
(f_d_m_this_n_z['Term_Remain'] < (ind_r - f_d_m + 1)),
np.ppmt(f_d_m_this_n_z['Total_Fee_Rate'] / 12,
(ind_r - f_d_m + 1), f_d_m_this_n_z['Term_Remain'],
((-1) * f_d_m_this_n_z['OutstandingPrincipal'])))
f_d_m_this_z = df[(df[first_due_period] == f_d_m)
& (df['Total_Fee_Rate'] == 0)]
for ind_r, date_r in enumerate(dts_r):
#f_d_m_this_z[date_r] = 0
f_d_m_this_z[date_r] = f_d_m_this_z[date_r].where(
(f_d_m_this_z[first_due_period] > ind_r) |
(f_d_m_this_z['Term_Remain'] <
(ind_r - f_d_m + 1)), f_d_m_this_z['OutstandingPrincipal'] /
f_d_m_this_z['Term_Remain'])
df_ppmt = df_ppmt.append(f_d_m_this_n_z).append(f_d_m_this_z,
ignore_index=True)
return df_ppmt
def calculate_return_specs(self):
"""
Calculate the necessary attributes for the loan repayment process.
Each element is represented by a list of floats and contains the relevant annual values.
"""
sum_xreolisio = 0
for year in range(1, self.loan_period + 1):
self.interest_rate_instalment.append(
-np.pmt(self.annual_interest, self.loan_period,
self.repayment_amount, 0))
self.interest_rate.append(
-np.ppmt(self.annual_interest, year, self.loan_period,
self.repayment_amount))
self.interest.append(self.interest_rate_instalment[year] -
self.interest_rate[year])
if year == 1:
self.interest_subsidy.append(self.repayment_amount *
self.subsidized_interest)
else:
sum_xreolisio = sum_xreolisio + self.interest_rate[year - 1]
endiameso = self.repayment_amount - sum_xreolisio
self.interest_subsidy.append(endiameso *
self.subsidized_interest)
self.interest_paid.append(self.interest[year] -
self.interest_subsidy[year])
self.unpaid.append(self.unpaid[year - 1] -
self.interest_rate[year])
def index():
form = CalcForm()
if form.validate_on_submit():
print(form.data)
interest = (0 if form.interestrate.data is None else
(form.interestrate.data * .01))
years = 30
payments_year = 12
mortgage = int(0 if form.homeprice.data is None else (form.homeprice.data))
downpayment = form.downpayment.data or 0
taxes = form.taxes.data or 0
tax = (taxes / 12)
pmt = -1 * np.pmt(interest / 12, years * payments_year,
mortgage - downpayment) + tax
ipmt = -1 * np.ipmt(interest / payments_year, 1, years * payments_year,
mortgage - downpayment)
ppmt = -1 * np.ppmt(interest / payments_year, 1, years * payments_year,
mortgage - downpayment)
prin_int = ipmt + ppmt
return render_template('index.html',
form=form,
prin_int=prin_int,
pmt=pmt,
tax=tax)
def amortizing_loan(principal=None,
rate=None,
years=None,
amort_years=None,
payment_acct=None,
principal_acct=None,
interest_acct=None):
periods = np.arange(amort_years) + 1
amort_schedule = np.ppmt(rate, periods, amort_years, principal) * -1
int_schedule = np.ipmt(rate, periods, amort_years, principal) * -1
@assert_accounts(payment_acct, principal_acct)
async def amortizing_loan_principal_cfs(clock, balances):
yield principal, principal_acct, payment_acct, 'Initial loan'
await clock.tick(years=1, days=-1)
for period in range(years - 1):
amortization_payment = amort_schedule[period]
yield amortization_payment, payment_acct, principal_acct, 'Amortization payment'
await clock.tick(years=1)
amortization_payment = amort_schedule[period + 1]
yield amortization_payment, payment_acct, principal_acct, 'Amortization payment'
await clock.tick(days=1)
yield balances[
principal_acct] * -1, payment_acct, principal_acct, 'Paydown'
@assert_accounts(payment_acct, interest_acct)
async def amortizing_loan_interest_cfs(clock, balances):
await clock.tick(years=1, days=-1)
for period in range(years):
interest_payment = int_schedule[period]
yield interest_payment, payment_acct, interest_acct, 'Interest payment'
await clock.tick(years=1)
yield amortizing_loan_principal_cfs
yield amortizing_loan_interest_cfs
def test_broadcast(self):
assert_almost_equal(np.nper(0.075,-2000,0,100000.,[0,1]),
[ 21.5449442 , 20.76156441], 4)
assert_almost_equal(np.ipmt(0.1/12,list(range(5)), 24, 2000),
[-17.29165168, -16.66666667, -16.03647345,
-15.40102862, -14.76028842], 4)
assert_almost_equal(np.ppmt(0.1/12,list(range(5)), 24, 2000),
[-74.998201 , -75.62318601, -76.25337923,
-76.88882405, -77.52956425], 4)
assert_almost_equal(np.ppmt(0.1/12,list(range(5)), 24, 2000, 0,
[0,0,1,'end','begin']),
[-74.998201 , -75.62318601, -75.62318601,
-76.88882405, -76.88882405], 4)
def populate_base_mortgage_table(
monthly_breakdown_dict,
mortgage_base_table,
):
"""
Function populates the empy columns in a base mortgage equation in order with Monthly Paymenet,
Interestes Paid at period x, principal paid at period x and the ending balance (or pending balance)
at that particular perdiod.
:param monthly_breakdown_dict: the dictionary with all the mortgage informaiton
:param mortgage_base_table:
:return:
"""
# Populating table with Formulas
mortgage_base_table["Monthly_Payment"] = monthly_breakdown_dict[
"Monthly_Payment"]
mortgage_base_table["Interests_Paid"] = -1 * np.ipmt(
monthly_breakdown_dict["Interest_Rate"] /
monthly_breakdown_dict["Payments_a_year"], mortgage_base_table.index,
monthly_breakdown_dict["Mortgage_lifespan"] *
monthly_breakdown_dict["Payments_a_year"],
monthly_breakdown_dict["Mortgage_value"])
mortgage_base_table["Principal_Paid"] = -1 * np.ppmt(
monthly_breakdown_dict["Interest_Rate"] /
monthly_breakdown_dict["Payments_a_year"], mortgage_base_table.index,
monthly_breakdown_dict["Mortgage_lifespan"] *
monthly_breakdown_dict["Payments_a_year"],
monthly_breakdown_dict["Mortgage_value"])
return mortgage_base_table
def __init__(self, logistic_cost, loan_rate, annual_interest, subsidized_interest, loan_period, grace_period):
self.logistic_cost = logistic_cost #with taxes
self.loan_rate = loan_rate
self.annual_interest = annual_interest
self.subsidized_interest = subsidized_interest
self.loan_period = loan_period
self.grace_period = grace_period
self.own_funds_rate = 1 - self.loan_rate
self.own_fund = self.logistic_cost*self.own_funds_rate
self.loan_fund = self.loan_rate*self.logistic_cost
if self.loan_period == 0:
self.calculate_loan_period()
self.grace_period_tokos = self.annual_interest*self.grace_period*self.loan_fund
self.repayment_amount = self.loan_fund + self.grace_period_tokos
#tok/ki dosi ana etos danismou
self.interest_rate_instalment = []
self.interest_rate_instalment.append(0)
#xreolisio ana etos danismou
self.interest_rate = []
self.interest_rate.append(0)
#tokos
self.interest = []
self.interest.append(0)
#epidotisi tokou
self.interest_subsidy = []
self.interest_subsidy.append(0)
#tokos pliroteos
self.interest_paid = []
self.interest_paid.append(0)
#aneksoflito ipolipo
self.unpaid = []
self.unpaid.append(self.repayment_amount)
sum_xreolisio = 0
for year in range(1, self.loan_period+1):
self.interest_rate_instalment.append(-np.pmt(self.annual_interest, self.loan_period, self.repayment_amount, 0))
self.interest_rate.append(-np.ppmt(self.annual_interest, year, self.loan_period, self.repayment_amount))
self.interest.append(self.interest_rate_instalment[year] - self.interest_rate[year])
if year == 1:
self.interest_subsidy.append(self.repayment_amount*self.subsidized_interest)
else:
sum_xreolisio = sum_xreolisio + self.interest_rate[year-1]
endiameso = self.repayment_amount - sum_xreolisio
self.interest_subsidy.append(endiameso*self.subsidized_interest)
self.interest_paid.append(self.interest[year] - self.interest_subsidy[year])
self.unpaid.append(self.unpaid[year-1] - self.interest_rate[year])
def test_ppmt_decimal(self):
assert_equal(
np.ppmt(
Decimal("0.1") / Decimal("12"),
Decimal("1"),
Decimal("60"),
Decimal("55000"),
),
Decimal("-710.2541257864217612489830917"),
)
def raise_error_because_not_equal():
assert_equal(
round(
np.ppmt(
Decimal("0.23") / Decimal("12"), 1, 60,
Decimal("10000000000")),
8,
),
Decimal("-90238044.232277036"),
)
def calc_int_n_pcp_payment(self, period, additional_payment=0):
ipmt = np.ipmt(rate=self.rate/self.maturity,
per=period,
nper=self.payment_per_year*self.maturity,
pv=self.principal)
ppmt = np.ppmt(rate=self.rate/self.maturity,
per=period,
nper=self.payment_per_year*self.maturity,
pv=self.principal)
return round(ipmt, 2), round(ppmt, 2)
def average_capital_plus_interest(PV,mouth_rate,nper,Sum_interest=0):
for i in range(1, nper + 1):
PPMT = np.ppmt(mouth_rate, i, nper, PV)
IPMT = np.ipmt(mouth_rate, i, nper, PV)
EIR=mouth_rate*12 #有效年化利率
PMT = PPMT + IPMT
Sum_interest+=IPMT
yield i,round(-PPMT,1),round(-IPMT,1),round(-PMT,1)
if i == nper:
yield "总利息："+str(round(-Sum_interest,1)),"实际利率："+str("%.2f%%" % (EIR * 100))
def calculate(self):
"""Calculated annuitet values
@percent_payments = dict with sum we need to pay at current period - for percent of loan
@debt_payments = dict with sum we need to pay at current period - for body of loan
@rest_payments = dict with sum, we still need to pay in next periods
"""
from numpy import ppmt, ipmt, arange
periods = arange(self.mperiods) + 1
principal_repayments = ppmt(rate=self.rate,
per=periods,
nper=self.mperiods,
pv=self.summa)
interest_payments = ipmt(rate=self.rate,
per=periods,
nper=self.mperiods,
pv=self.summa)
date = self.start_date
percent_payment = 0 # (self.summa * self.yrate / 12)
debt_payment = 0
rest_payment = self.summa + abs(interest_payments.sum())
rest_payment_wo_percent = self.summa
percent_payments = OrderedDict({date: percent_payment})
debt_payments = OrderedDict({date: debt_payment})
rest_payments = OrderedDict({date: rest_payment})
rest_payments_wo_percents = OrderedDict(
{date: rest_payment_wo_percent})
for i in range(self.mperiods):
date = lastDayNextMonth(date)
percent_payment = interest_payments[i]
debt_payment = principal_repayments[i]
rest_payment -= abs(percent_payment) + abs(debt_payment)
rest_payment_wo_percent -= abs(debt_payment)
if rest_payment < 0.01:
rest_payment = 0
if rest_payment_wo_percent < 0.01:
rest_payment_wo_percent = 0
percent_payments[date] = percent_payment
debt_payments[date] = debt_payment
rest_payments[date] = rest_payment
rest_payments_wo_percents[date] = rest_payment_wo_percent
self.percent_payments = percent_payments
self.debt_payments = debt_payments
self.rest_payments = rest_payments
self.rest_payments_wo_percents = rest_payments_wo_percents
def get_equity(n):
k = 0
equity_accrued = []
for per in range(nper):
if per != 0 and per % 12 == 0:
nv = pv * (1.07)**(per / 12)
equity_accrued += [nv * k / pv]
p = -np.ppmt(rate, per, nper, pv)
k += p
return equity_accrued[n]
def test_ppmt_special_rate_decimal(self):
# When rounded out to 8 decimal places like the float based test, this should not equal the same value
# as the float, substituted for the decimal
def raise_error_because_not_equal():
assert_equal(
round(np.ppmt(Decimal('0.23') / Decimal('12'), 1, 60, Decimal('10000000000')), 8),
Decimal('-90238044.232277036'))
assert_raises(AssertionError, raise_error_because_not_equal)
assert_equal(np.ppmt(Decimal('0.23') / Decimal('12'), 1, 60, Decimal('10000000000')),
Decimal('-90238044.2322778884413969909'))
def test_ppmt_special_rate_decimal(self):
# When rounded out to 8 decimal places like the float based test, this should not equal the same value
# as the float, substituted for the decimal
def raise_error_because_not_equal():
assert_equal(
round(np.ppmt(Decimal('0.23') / Decimal('12'), 1, 60, Decimal('10000000000')), 8),
Decimal('-90238044.232277036'))
assert_raises(AssertionError, raise_error_because_not_equal)
assert_equal(np.ppmt(Decimal('0.23') / Decimal('12'), 1, 60, Decimal('10000000000')),
Decimal('-90238044.2322778884413969909'))
def _calculate_principal_schedule(self):
if self.tenor == 0:
self.principal_schedule = []
elif self.rate == 0:
num_periods = len(self.loan_periods)
self.principal_schedule = [self.principal / num_periods
] * num_periods
else:
self.principal_schedule = -np.ppmt(
self.rate / 12, self.loan_periods, self.tenor * 12,
self.principal)
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 mort_pmt(df, purchase_date_eom):
#Loops through each region ID
purchase_date_eom = pd.to_datetime(purchase_date_eom)
for i in region_list:
df_region = df[df['RegionID'] == i].reset_index()
df_region = df_region[df_region['date'] >= purchase_date_eom]
#Skips region if data not available beginning on given purchase date
if df_region['date'].iloc[0] != purchase_date_eom:
continue
else:
#Calculate mortgage related components (period, principal, interest, remaining balance)
#Dynamic scalar values
purch_price = df_region[
'Neighborhood_Zhvi_SingleFamilyResidence'].iloc[0]
mort_rate = df_region['mort_rate'].iloc[
0] #Consider adding some refinancing feature
mort_amt = (purch_price * (1 - DOWN_PMT))
#Rolling columns for key mortgage components (period, interest, principal)
df_region.loc[:, 'period'] = np.arange(1, len(df_region) + 1, 1)
df_region.loc[:, 'prin_pmt'] = np.ppmt(mort_rate / 12,
df_region['period'],
YEARS * 12, mort_amt)
df_region.loc[:, 'int_pmt'] = np.ipmt(mort_rate / 12,
df_region['period'],
YEARS * 12, mort_amt)
df_region.loc[:, 'cum_prin'] = df_region['prin_pmt'].cumsum()
#Ensures balance doesn't go above loan amt
df_region.loc[:, 'cum_prin'] = df_region['cum_prin'].clip(
lower=-mort_amt)
df_region.loc[:, 'mort_balance'] = mort_amt + df_region['cum_prin']
#Calculate depreciation and after-sale taxes
df_region.loc[:, 'cum_deprec'] = (
purch_price / (-27.5 * 12)
) * df_region['period'] #Depreciation limit set at 27.5 years
#Ensures principal, interest payments go to zero when paid and depreciation doesn't exceed purchase price
df_region.loc[:, 'cum_deprec'] = np.where(
df_region['cum_deprec'] <= -purch_price, -purch_price,
df_region['cum_deprec'])
df_region.loc[:, 'prin_pmt'] = np.where(
df_region['mort_balance'].shift(1) == 0, 0,
df_region['prin_pmt'])
df_region.loc[:, 'int_pmt'] = np.where(
df_region['mort_balance'].shift(1) == 0, 0,
df_region['int_pmt'])
#Filters out relevant columns
df_region.loc[:,
'book_value'] = purch_price + df_region['cum_deprec']
df_region = df_region[[
'date', 'RegionID', 'period', 'prin_pmt', 'int_pmt',
'cum_prin', 'mort_balance', 'cum_deprec', 'book_value'
]]
mort_df_list.append(df_region)
def add_oleary_amortization_info(self):
"""Calculate monthly principal and interest payment.
Use those to calculate the accumulated principle at a given time"""
self.oleary_df['oleary_principal_payment'] = np.ppmt(
self.c.oleary_rate / 12, self.oleary_df.index,
self.c.oleary_payment_years * 12, self.c.oleary_principal)
self.oleary_df['oleary_interest_payment'] = np.ipmt(
self.c.oleary_rate / 12, self.oleary_df.index,
self.c.oleary_payment_years * 12, self.c.oleary_principal)
self.oleary_df['oleary_cumulative_principal'] = self.oleary_df[
'oleary_principal_payment'].abs().cumsum()
def add_castle_amortization_info(self):
"""Calculate monthly principal and interest payment for the new 'Castle' we are buying.
Use those to calculate the accumulated principle at a given time"""
self.main_df['castle_principal_payment'] = np.ppmt(
self.c.castle_rate / 12, self.main_df.index,
self.c.castle_payment_years * 12, self.c.castle_principal)
self.main_df['castle_interest_payment'] = np.ipmt(
self.c.castle_rate / 12, self.main_df.index,
self.c.castle_payment_years * 12, self.c.castle_principal)
self.main_df['castle_cumulative_principal'] = self.main_df[
'castle_principal_payment'].abs().cumsum()
def xPPMT(rate=0, per=0, nper=0, pv=0, fv=0, type1=0):
# 一直用等额本金 默认0
per = check_value(type(per))(per)
if per == 0:
return 0
rate = check_value(type(rate))(rate)
nper = check_value(type(nper))(nper)
pv = check_value(type(pv))(pv)
fv = check_value(type(fv))(fv)
try:
a = numpy.ppmt(rate, per, nper, pv, fv)
except:
a = 0
return a
def get_p(n):
fv = 0
running_pri_total = 0
principal = []
for per in range(nper):
if per != 0 and per % 12 == 0:
principal += [running_pri_total]
running_pri_total = 0
p = -np.ppmt(rate, per, nper, pv)
running_pri_total += p
return principal(n)
def average_capital_plus_interest(PV,mouth_rate,nper,Sum_interest=0,returned_capital=0):
for i in range(1, nper + 1):
PPMT = -np.ppmt(mouth_rate, i, nper, PV)
IPMT = -np.ipmt(mouth_rate, i, nper, PV)
EIR=mouth_rate*12 #有效年化率
PMT = PPMT + IPMT
Sum_interest+=IPMT
returned_capital+= PPMT # 求出已还本金
left_capital=PV-returned_capital #求出剩余本金
actual_mouth_rate = IPMT / (left_capital+PPMT) #求出月利率
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 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)
def test_ppmt_special_rate(self):
assert_equal(np.round(np.ppmt(0.23 / 12, 1, 60, 10000000000), 8), -90238044.232277036)
def test_ppmt_decimal(self):
assert_equal(np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000')),
Decimal('-710.2541257864217612489830917'))
def test_ppmt(self):
assert_equal(np.round(np.ppmt(0.1 / 12, 1, 60, 55000), 2), -710.25)
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_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 raise_error_because_not_equal():
assert_equal(
round(np.ppmt(Decimal('0.23') / Decimal('12'), 1, 60, Decimal('10000000000')), 8),
Decimal('-90238044.232277036'))
'default': 'ls_default'} df = df.rename(columns=rename_dict) df = df.rename(columns=purpose_dict) # identify good loans and bad loans (might include the 31 to 120 day late category later) df.loc[df['ls_default'] == 1, 'bad_loan'] = 1 df.loc[df['ls_chargeoff'] == 1, 'bad_loan'] = 1 df.loc[df['bad_loan'] != 1, 'bad_loan'] = 0 df.loc[df['bad_loan'] != 1, 'good_loan'] = 1 df.loc[df['good_loan'] != 1, 'good_loan'] = 0 # add columns related to debt service and debt service coverage # calculate annual debt service payments for Lending Club loans df['annual_prin'] = sum([np.ppmt(df['int_rate'] / 12, i, df['term'], -df['loan_amnt'], 0) for i in range(1, 13)]) df['annual_prin'] = df['annual_prin'].round(2) df['annual_int'] = sum([np.ipmt(df['int_rate'] / 12, i, df['term'], -df['loan_amnt'], 0) for i in range(1, 13)]) df['annual_int'] = df['annual_int'].round(2) df['annual_debt_svc'] = df['annual_prin'] + df['annual_int'] df['annual_debt_svc'] = df['annual_debt_svc'].round(2) # total revolving debt NOT attributable to Lending Club loans df['other_rev_debt'] = df['total_bal_ex_mort'] - df['out_prncp'] df.loc[df['other_rev_debt'] < 0, 'other_rev_debt'] = 0 # total mortgage/installment debt (also not Lending Club) df['other_mort_debt'] = df['tot_cur_bal'] - df['other_rev_debt'] df.loc[df['other_mort_debt'] < 0, 'other_mort_debt'] = 0 # estimated annual debt service requirement on non-Lending-Club revolving debt (at Lending Club int_rate, 5yr amort)
def test_ppmt(self):
np.round(np.ppmt(0.1/12,1,60,55000),2) == 710.25
def cashflows(self):
"""
Construct a dataframe with projections of balances and cashflows for a loan portfolio
in an homogeneous loan pool, where the loans share the same origination period.
:rtype: pandas dataframe
"""
loss_rates = self._credit_model.get('loss')
nonperforming_rates = self._credit_model.get('nonperforming')
provision_rates = self._credit_model.get('provision')
prepayment_rates = self._prepayment_vector
rates = self._rates_vector
index_to_apply = list(range(self.origination_month(), self.origination_month() + self._nper + 1))
ans_df = pd.DataFrame(0.,
index = index_to_apply,
columns = ('saldo_inicial',
'desembolsos',
'amortizacion',
'prepago',
'castigo',
'saldo_final',
'interes',
'improductiva',
'saldo_provision'))
ans_df.loc[self.origination_month()] = [0,
self._origination,
0,
0,
0,
self._origination,
0,
0,
self._origination * provision_rates[0]]
rounding = 6
min_balance = 0.01
initial_balance = self._origination
for payment in range(self._nper):
index = payment + self.origination_month()
loss = np.round(initial_balance * loss_rates[payment], rounding)
prepayment = np.round(initial_balance * prepayment_rates[payment], rounding)
nonperforming = np.round(initial_balance * nonperforming_rates[payment], rounding)
provision = np.round((provision_rates[payment] * (initial_balance - nonperforming)) + nonperforming,
rounding)
ipmt = np.round((initial_balance - nonperforming) * rates[payment], rounding)
contractual_ppmt = np.round(-(np.ppmt(rates[payment],
payment + 1, self._nper, self._origination)), rounding)
if contractual_ppmt > (initial_balance - prepayment - loss):
ppmt = np.round(initial_balance - prepayment - loss, rounding)
else:
ppmt = contractual_ppmt
ending_balance = np.round(initial_balance - ppmt - prepayment - loss, rounding)
if ending_balance < min_balance:
ending_balance = 0.
origination = np.round(0., rounding)
ans_df.loc[index + 1] = [initial_balance,
origination,
ppmt,
prepayment,
loss,
ending_balance,
ipmt,
nonperforming,
provision]
initial_balance = ending_balance
return ans_df
