FinancialSharp

Simple and zero-dependency library, written entirely in F#, inspired by numpy-financial and financial.

The library contains a collection of elementary financial functions.

Functions

• fv(): compute the future value
• pmt(): compute the payment against loan principal plus interest
• nper(): compute the number of periodic payments
• ipmt(): compute the interest portion of a payment
• ppmt(): compute the payment against loan principal
• pv(): compute the present value
• rate(): compute the rate of interest per period
• irr(): compute the internal rate of return
• npv(): compute the net present value of a cash flow series
• mirr(): compute the modified internal rate of return

Add package

If you want to add this package to your project, execute the following command:

dotnet add package FinancialSharp

Build on your machine

If you want to build this library on your machine, execute the following commands:

git clone https://github.com/galassie/financial-sharp.git
cd financial-sharp
dotnet build

If you want to run the tests, execute the following command:

dotnet test

Build in Docker

Required:

• Install Docker for your system

Build a Docker image called financial-sharp. This will work without any local .NET Core installation.

docker build -t financial-sharp .

Use the following to instantiate a Docker container from the financial-sharp image and run the tests inside:

docker run --rm financial-sharp dotnet test

Usage

You can see the some examples in the folder "samples" (both in F# and C#).

Here how it looks a simple F# program that uses this library:

open FinancialSharp

[<EntryPoint>]
let main argv  =
    printfn "FinancialSharp!\n"

    Financial.Nper(0.075, -2000.0, 0.0, 100000.0, PaymentDuePeriod.Begin)
    |> printfn "Number of periodic payments: %f"

    Financial.Fv(0.075, 20.0, -2000.0, 0.0, PaymentDuePeriod.End)
    |> printfn "Future value: %f"

    Financial.Npv(0.05, [|-15000.0; 1500.0; 2500.0; 3500.0; 4500.0; 6000.0|])
    |> printfn "Net present value of a cash flow series: %f"

    Financial.Pv(0.0, 20.0, 12000.0, 0.0)
    |> printfn "Present value: %f"
    0

This program will output the following text:

This is a series of examples on how to use FinancialSharp!

Number of periodic payments: 20.761564
Future value: 86609.362673
Net present value of a cash flow series: 122.894855
Present value: -240000.000000

With F# 5.0, it is possible to use Open Type Declarations for a more concise usage. For example:

open type FinancialSharp.Financial
open type FinancialSharp.PaymentDuePeriod

[<EntryPoint>]
let main argv  =
    printfn "FinancialSharp with Open Type declarations!\n"
    
    Nper(0.075, -2000.0, 0.0, 100000.0, Begin)
    |> printfn "Number of periodic payments: %f"

    Fv(0.075, 20.0, -2000.0, 0.0, End)
    |> printfn "Future value: %f"

    Npv(0.05, [|-15000.0; 1500.0; 2500.0; 3500.0; 4500.0; 6000.0|])
    |> printfn "Net present value of a cash flow series: %f"

    Pv(0.0, 20.0, 12000.0, 0.0)
    |> printfn "Present value: %f"
    0

It is possible to use this library also in a C# project:

using System;

namespace FinancialSharp.CSharp.Sample
{
    class Program
    {
        static void Main(string[] args)
        {
            var nper = Financial.Nper(0.075, -2000.0, 0.0, 100000.0, PaymentDuePeriod.Begin);
            Console.WriteLine($"Number of periodic payments: {nper}");

            var fv = Financial.Fv(0.075, 20.0, -2000.0, 0.0, PaymentDuePeriod.End);
            Console.WriteLine($"Future value: {fv}");

            var npv = Financial.Npv(0.05, new[] { -15000.0, 1500.0, 2500.0, 3500.0, 4500.0, 6000.0 });
            Console.WriteLine($"Net present value of a cash flow series: {npv}");

            var pv = Financial.Pv(0.0, 20.0, 12000.0, 0.0);
            Console.WriteLine($"Present value: {pv}");
        }
    }
}

Contributing

Code contributions are more than welcome! 😻

Please commit any pull requests against the master branch.
If you find any issue, please report it!

License

This project is licensed under The MIT License (MIT).

Author: Enrico Galassi