Ruby gem for financial calculations/modeling.
finrb forked from the ruby finance gem.
Currently implemented features include:
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Uses the flt gem to ensure precision decimal arithmetic in all calculations.
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Fixed-rate mortgage amortization (30/360).
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Interest rates
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Various cash flow computations, such as NPV and IRR.
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Adjustable rate mortgage amortization.
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Payment modifications (i.e., how does paying an additional 75ドル per month affect the amortization?)
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Utils class provides basic financial calculation utilities (ported from R's FinCal library):
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Basic Earnings Per Share
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Bond-equivalent yield (BEY), 2 x the semiannual discount rate
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Calculate the net increase in common shares from the potential exercise of stock options or warrants
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Calculate weighted average shares - weighted average number of common shares
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Cash ratio - Liquidity ratios measure the firm's ability to satisfy its short-term obligations as they come due.
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Computing Coefficient of variation
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Computing HPR, the holding period return
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Computing IRR, the internal rate of return
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Computing NPV, the PV of the cash flows less the initial (time = 0) outlay
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Computing Roy's safety-first ratio
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Computing Sampling error
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Computing Sharpe Ratio
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Computing TWRR, the time-weighted rate of return
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Computing bank discount yield (BDY) for a T-bill
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Computing money market yield (MMY) for a T-bill
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Computing the future value of an uneven cash flow series
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Computing the present value of an uneven cash flow series
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Computing the rate of return for each period
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Convert a given continuous compounded rate to a norminal rate
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Convert a given norminal rate to a continuous compounded rate
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Convert holding period return to the effective annual rate
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Convert stated annual rate to the effective annual rate (with continuous compounding)
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Cost of goods sold and ending inventory under three methods (FIFO,LIFO,Weighted average)
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Current ratio - Liquidity ratios measure the firm's ability to satisfy its short-term obligations as they come due.
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Debt ratio - Solvency ratios measure the firm's ability to satisfy its long-term obligations.
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Depreciation Expense Recognition - Straight-line depreciation (SL) allocates an equal amount of depreciation each year over the asset's useful life
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Depreciation Expense Recognition - double-declining balance (DDB), the most common declining balance method, which applies two times the straight-line rate to the declining balance.
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Diluted Earnings Per Share
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Equivalent/proportional Interest Rates
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Estimate future value (fv) (of a single sum)
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Estimate future value of an annuity
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Estimate period payment
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Estimate present value (pv) (of a single sum) (of an annuity)
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Estimate present value of a perpetuity
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Estimate the number of periods
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Financial leverage - Solvency ratios measure the firm's ability to satisfy its long-term obligations.
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Geometric mean return
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Gross profit margin - Evaluate a company's financial performance
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Harmonic mean, average price
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Long-term debt-to-equity - Solvency ratios measure the firm's ability to satisfy its long-term obligations.
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Net profit margin - Evaluate a company's financial performance
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Quick ratio - Liquidity ratios measure the firm's ability to satisfy its short-term obligations as they come due.
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Rate of return for a perpetuity
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Total debt-to-equity - Solvency ratios measure the firm's ability to satisfy its long-term obligations.
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Weighted mean as a portfolio return
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In config/initializers/finrb.rb Finrb allows to set tolerance (eps) and default guess for IRR and XIRR calculations, such as:
Finrb.configure do |config| config.eps = '1.0e-12' config.guess = 0.5 config.business_days = false # only relevant when using Transaction object, skips weekends config.periodic_compound = false # only relevant when using Transaction object end
See api.md
- Martin Bjeldbak Madsen (@martinbjeldbak), Bill Kranec (@wkranec) - original finance gem maintainers.
- Yanhui Fan (@felixfan) - maintainer of FinCal library.
See COPYING and COPYING.LESSER