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https://github.com/sebhoss/finj

Clojure library for financial computations
https://github.com/sebhoss/finj

clojure economics finance

Last synced: 14 days ago
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Clojure library for financial computations

Host: GitHub
URL: https://github.com/sebhoss/finj
Owner: sebhoss
License: wtfpl
Created: 2013-06-28T19:46:12.000Z (over 11 years ago)
Default Branch: master
Last Pushed: 2016-05-14T20:29:00.000Z (over 8 years ago)
Last Synced: 2024-01-28T07:36:14.555Z (9 months ago)
Topics: clojure, economics, finance
Language: Clojure
Homepage:
Size: 170 KB
Stars: 34
Watchers: 4
Forks: 2
Open Issues: 0
Metadata Files:
- Readme: README.textile
- Contributing: CONTRIBUTING.textile
- License: LICENSE

Awesome Lists containing this project

README

        h1. finj "!https://travis-ci.org/sebhoss/finj.png!":https://travis-ci.org/sebhoss/finj "!https://www.ohloh.net/p/finj-clj/widgets/project_thin_badge.gif!":https://www.ohloh.net/p/finj-clj/

p. finj is a Clojure library for financial computations.

h2. Usage

p. The library lives under @finj@ and is divided into the following namespaces and functions (use @(doc namespace/function)@ to read the documentation): 

h3. annuity/

* @present-immediate-factor@ _:rate :period_

* @future-immediate-factor@ _:rate :period_

* @present-immediate-value@ _:payment :rate :period_

* @present-due-value@ _:payment :rate :period_

* @future-immediate-value@ _:payment :rate :period_

* @future-due-value@ _:payment :rate :period_

* @perpetuity-immediate-value@ _:payment :rate_

* @perpetuity-due-value@ _:payment :rate_

h3. common/

* @rate@ _:rate-per-cent_

* @accumulation-factor@ _:rate_

h3. compound-interest/

* @amount@ _:present-value :rate :period_

* @final-value@ _:present-value :rate :period_

* @present-value@ _:final-value :rate :period_

* @yield@ _:final-value :present-value :period_

* @period@ _:final-value :present-value :rate_

* @actual-value@ _:present-value :rate :start-part :period :end-part_

* @final-annual-value@ _:present-value :rate :period :in-year-period_

* @relative-annual-rate@ _:rate :in-year-period_

* @conformal-annual-rate@ _:rate :in-year-period_

* @effective-annual-rate@ _:relative-annual-rate :in-year-period_

* @continuous-value@ _:present-value :rate :period_

* @intensity@ _:rate_

* @rate@ _:intensity_

h3. deprecation/

* @straight-line-annual-expense@ _:fixed-asset :residual-value :period_

* @straight-line-expense@ _:fixed-asset :residual-value :period_

* @straight-line-accumulated@ _:fixed-asset :residual-value :period_

* @straight-line-book-value@ _:fixed-asset :residual-value :period_

* @declining-balance-rate@ _:fixed-asset :residual-value :period_

* @declining-balance-rate-expense@ _:fixed-asset :residual-value :period_

* @declining-balance-rate-accumulated@ _:fixed-asset :residual-value :period_

* @declining-balance-rate-book-value@ _:fixed-asset :residual-value :period_

* @sum-of-years-digit-expense@ _:fixed-asset :residual-value :period_

* @sum-of-years-digit-accumulated@ _:fixed-asset :residual-value :period_

* @sum-of-years-digit-book-value@ _:fixed-asset :residual-value :period_

* @units-of-production-expense@ _:fixed-asset :residual-value :production_

* @units-of-production-accumulated@ _:fixed-asset :residual-value :production_

* @units-of-production-book-value@ _:fixed-asset :residual-value :production_

h3. interest/

* @amount@ _:present-value :rate :period_

* @final-value@ _:present-value :rate :period_

* @present-value@ _:final-value :rate :period_

* @rate@ _:final-value :present-value :period_

* @period@ _:final-value :present-value :rate_

* @day@ _:final-value :present-value :rate :days-per-year_

h3. investment/

* @net-present-value@ _:rate :cashflows_

* @adjusted-present-value@ _:value-without-liabilities :borrowed-capital :rate :risk-free-rate_

* @equivalent-annual-cost@ _:investment :period :maintenance :rate_

h3. loan/

* @rate-balance-due@ _:loan :period :repayment-period_

* @rate-interest-amount@ _:loan :period :repayment-period :rate_

* @annuity@ _:loan :period :accumulation-factor_

* @annuity-amount@ _:loan :annuity :period :repayment-period :accumulation-factor_

* @annuity-balance-due@ _:loan :annuity :period :accumulation-factor_

* @annuity-interest-amount@ _:annuity :first-annuity-amount :period :accumulation-factor_

* @period@ _:loan :annuity :accumulation-factor_

h3. pension/

* @final-due-value@ _:payment :accumulation-factor :period_

* @final-immediate-value@ _:payment :accumulation-factor :period_

* @present-due-value@ _:payment :accumulation-factor :period_

* @present-immediate-value@  _:payment :accumulation-factor :period_

* @perpetuity-due-value@ _:payment :accumulation-factor_

* @perpetuity-immediate-value@  _:payment :accumulation-factor_

* @period@ _:payment :accumulation-factor :final-immediate-value :present-immediate-value_

h3. periodic-payment/

* @due-payments@ _:amount :rate :period_

* @immediate-payments@ _:amount :rate :period_

h3. ratio/

* @debt-ratio@ _:total-debt :total-assets_

* @debt-to-capital-ratio@ _:debt :equity_

* @debt-to-equity-ratio@ _:debt :equity_

* @debtor-collection-period@ _:average-debtor :credit-sales :opt-def :days 365_

* @current-ratio@ _:current-assets :current-liabilities_

* @capital-adequacy-ratio@ _:tier-1-capital :tier-2-capital :risk-weighted-assets_

* @capital-recovery-factor@ _:rate :period_

* @capitalization-rate@ _:income :cost_

* @equity-ratio@ _:equity :total-assets_

* @return-on-assets@ _:income :assets_

* @sustainable-growth-rate@ _:profit-margin :dividend-payout-ratio :debt-to-equity-ratio :assets-to-sales-ratio_

* @treynor-ratio@ _:portfolio-return :risk-free-rate :portfolio-beta_

h3. root-finding/

* @bisect@ _:function :lower-startpoint :upper-startpoint_

* @secant@ _:function :first :second_

* @newton@ _:function :derivative :min-denominator :start-value_

* @regula-falsi@ _:function :lower-startpoint :upper-startpoint_

h3. share-price/

* @market-price@ _:real-capital :nominal-capital :nominal-rate :accumulation-factor :effective-accumulation-factor :period :real-benefit :nominal-benefit :nominal-rate :real-rate :agio_

* @real-rate@ _:market-price :nominal-rate :agio :period_

h2. Integration

h3. Maven

bc. 

  

    com.github.sebhoss

    finj

    [2.0.0,3.0.0)

  

h3. Leiningen

bc. [com.github.sebhoss/finj "[2.0.0,3.0.0)"]

h2. License

p. This program is free software. It comes without any warranty, to the extent permitted by applicable law. You can redistribute it and/or modify it under the terms of the Do What The Fuck You Want To Public License, Version 2, as published by Sam Hocevar. See "http://www.wtfpl.net/":http://www.wtfpl.net/ for more details.