Cashflows & Financial Calculations

pip install fin-infra

from fin_infra.cashflows import npv, irr, xnpv, xirr, pmt, fv, pv

# Calculate Net Present Value
cashflows = [-1000, 200, 300, 400, 500]
discount_rate = 0.08
net_value = npv(discount_rate, cashflows)
print(f"NPV: ${net_value:.2f}")

# Calculate Internal Rate of Return
rate = irr(cashflows)
print(f"IRR: {rate:.2%}")

from fin_infra.cashflows import npv

# Initial investment followed by returns
cashflows = [-10000, 3000, 4000, 5000, 6000]
discount_rate = 0.10

net_value = npv(discount_rate, cashflows)
print(f"NPV: ${net_value:.2f}")
# NPV: $3396.88

from fin_infra.cashflows import irr

cashflows = [-10000, 3000, 4000, 5000, 6000]
rate = irr(cashflows)
print(f"IRR: {rate:.2%}")
# IRR: 21.16%

from datetime import date
from fin_infra.cashflows import xnpv

dates = [
    date(2024, 1, 1),
    date(2024, 3, 15),
    date(2024, 7, 20),
    date(2024, 12, 31),
]
cashflows = [-10000, 3000, 4000, 5000]
discount_rate = 0.10

net_value = xnpv(discount_rate, cashflows, dates)
print(f"XNPV: ${net_value:.2f}")

from fin_infra.cashflows import xirr

dates = [
    date(2024, 1, 1),
    date(2024, 3, 15),
    date(2024, 7, 20),
    date(2024, 12, 31),
]
cashflows = [-10000, 3000, 4000, 5000]

rate = xirr(cashflows, dates)
print(f"XIRR: {rate:.2%}")

from fin_infra.cashflows import pmt

rate = 0.05 / 12  # 5% annual rate, monthly payments
nper = 30 * 12    # 30 years
pv = 200000       # Loan amount

monthly_payment = pmt(rate, nper, pv)
print(f"Monthly Payment: ${-monthly_payment:.2f}")
# Monthly Payment: $1,073.64

from fin_infra.cashflows import fv

rate = 0.08 / 12  # 8% annual return, monthly compounding
nper = 10 * 12    # 10 years
pmt = -500        # Monthly contribution
pv = -10000       # Initial investment

future_value = fv(rate, nper, pmt, pv)
print(f"Future Value: ${future_value:.2f}")
# Future Value: $101,483.63

from fin_infra.cashflows import pv

rate = 0.06 / 12  # 6% annual rate
nper = 20 * 12    # 20 years
pmt = 1000        # Monthly payment

present_value = pv(rate, nper, pmt)
print(f"Present Value: ${-present_value:.2f}")
# Present Value: $139,580.77

from fin_infra.cashflows import pmt, ipmt, ppmt
import pandas as pd

def amortization_schedule(principal, annual_rate, years):
    monthly_rate = annual_rate / 12
    nper = years * 12
    
    monthly_pmt = -pmt(monthly_rate, nper, principal)
    
    schedule = []
    balance = principal
    
    for month in range(1, nper + 1):
        interest = ipmt(monthly_rate, month, nper, principal)
        principal_pmt = ppmt(monthly_rate, month, nper, principal)
        balance -= principal_pmt
        
        schedule.append({
            'Month': month,
            'Payment': monthly_pmt,
            'Principal': principal_pmt,
            'Interest': -interest,
            'Balance': balance
        })
    
    return pd.DataFrame(schedule)

# Create amortization schedule
schedule = amortization_schedule(200000, 0.05, 30)
print(schedule.head())

from fin_infra.cashflows import xnpv, xirr
from datetime import date, timedelta

class Portfolio:
    def __init__(self):
        self.transactions = []
    
    def add_contribution(self, amount, date):
        self.transactions.append((-amount, date))
    
    def add_withdrawal(self, amount, date):
        self.transactions.append((amount, date))
    
    def calculate_returns(self, current_value, as_of_date):
        cashflows = [cf for cf, _ in self.transactions]
        dates = [dt for _, dt in self.transactions]
        
        # Add current value as final cashflow
        cashflows.append(current_value)
        dates.append(as_of_date)
        
        # Calculate returns
        irr_value = xirr(cashflows, dates)
        return irr_value

# Example usage
portfolio = Portfolio()
portfolio.add_contribution(10000, date(2023, 1, 1))
portfolio.add_contribution(5000, date(2023, 6, 1))
portfolio.add_contribution(5000, date(2024, 1, 1))

returns = portfolio.calculate_returns(
    current_value=25000,
    as_of_date=date(2024, 12, 31)
)
print(f"Portfolio IRR: {returns:.2%}")

from fin_infra.cashflows import fv, pv

def retirement_calculator(
    current_age: int,
    retirement_age: int,
    current_savings: float,
    monthly_contribution: float,
    annual_return: float,
    retirement_spending: float,
    years_in_retirement: int = 30
):
    # Years until retirement
    years_to_retirement = retirement_age - current_age
    
    # Calculate savings at retirement
    savings_at_retirement = fv(
        rate=annual_return / 12,
        nper=years_to_retirement * 12,
        pmt=-monthly_contribution,
        pv=-current_savings
    )
    
    # Calculate required savings for retirement spending
    required_savings = pv(
        rate=annual_return / 12,
        nper=years_in_retirement * 12,
        pmt=retirement_spending
    )
    
    shortfall = required_savings + savings_at_retirement
    
    return {
        'savings_at_retirement': savings_at_retirement,
        'required_savings': -required_savings,
        'shortfall': shortfall,
        'on_track': shortfall <= 0
    }

result = retirement_calculator(
    current_age=30,
    retirement_age=65,
    current_savings=50000,
    monthly_contribution=1000,
    annual_return=0.07,
    retirement_spending=5000
)

print(f"Savings at retirement: ${result['savings_at_retirement']:,.2f}")
print(f"Required savings: ${result['required_savings']:,.2f}")
print(f"On track: {result['on_track']}")

import pytest
from fin_infra.cashflows import npv, irr

def test_npv():
    cashflows = [-1000, 300, 300, 300, 300]
    discount_rate = 0.10
    
    result = npv(discount_rate, cashflows)
    assert abs(result - (-48.68)) < 1.0

def test_irr():
    cashflows = [-1000, 300, 300, 300, 300]
    
    result = irr(cashflows)
    assert abs(result - 0.0779) < 0.01  # ~7.79%