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require 'bigdecimal/newton'
include Newton
module Xirr
# Class to calculate IRR using Newton Method
class NewtonMethod
include Base
# Base class for working with Newton's Method.
# @api private
class Function
values = {
eps: Xirr::EPS,
one: "1.0",
two: "2.0",
ten: "10.0",
zero: "0.0"
}
# define default values
values.each do |key, value|
define_method key do
BigDecimal.new(value, Xirr::PRECISION)
end
end
# @param transactions [Cashflow]
# @param function [Symbol]
# Initializes the Function with the Cashflow it will use as data source and the funcion to reduce it.
def initialize(transactions, function)
@transactions = transactions
@function = function
end
# Necessary for #nlsolve
# @param x [BigDecimal]
def values(x)
value = @transactions.send(@function, BigDecimal.new(x[0].to_s, Xirr::PRECISION))
[BigDecimal.new(value.to_s, Xirr::PRECISION)]
end
end
# Calculates XIRR using Newton method
# @return [BigDecimal]
# @param guess [Float]
def xirr(guess=nil)
func = Function.new(self, :xnpv)
rate = [guess || cf.irr_guess.to_f]
nlsolve(func, rate)
rate[0].round Xirr::PRECISION
end
end
end
Version data entries
8 entries across 8 versions & 1 rubygems