finj

finj is a Clojure library for financial computations.

Usage

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

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

common/

• rate :rate-per-cent
• accumulation-factor :rate

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

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

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

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

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

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

periodic-payment/

• due-payments :amount :rate :period
• immediate-payments :amount :rate :period

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

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

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

Integration

Maven

<dependencies>
  <dependency>
    <groupId>com.github.sebhoss</groupId>
    <artifactId>finj</artifactId>
    <version>[2.0.0,3.0.0)</version>
  </dependency>
</dependencies>

Leiningen

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

License

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/ for more details.