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// Copyright (c) 2019 by the SciSharp Team
// Code generated by CodeMinion: https://github.com/SciSharp/CodeMinion
using System;
using System.Collections;
using System.Collections.Generic;
using System.IO;
using System.Linq;
using System.Runtime.InteropServices;
using System.Text;
using Python.Runtime;
using Python.Included;
using Numpy.Models;
namespace Numpy
{
public partial class NumPy
{
/// <summary>
/// Compute the future value.
///
/// Notes
///
/// The future value is computed by solving the equation:
///
/// or, when rate == 0:
///
/// References
/// </summary>
/// <param name="rate">
/// Rate of interest as decimal (not per cent) per period
/// </param>
/// <param name="nper">
/// Number of compounding periods
/// </param>
/// <param name="pmt">
/// Payment
/// </param>
/// <param name="pv">
/// Present value
/// </param>
/// <param name="@when">
/// When payments are due (‘begin’ (1) or ‘end’ (0)).
/// Defaults to {‘end’, 0}.
/// </param>
/// <returns>
/// Future values. If all input is scalar, returns a scalar float. If
/// any input is array_like, returns future values for each input element.
/// If multiple inputs are array_like, they all must have the same shape.
/// </returns>
public NDarray fv(NDarray rate, NDarray nper, NDarray pmt, NDarray pv, string @when = "end")
{
//auto-generated code, do not change
var __self__=self;
var pyargs=ToTuple(new object[]
{
rate,
nper,
pmt,
pv,
});
var kwargs=new PyDict();
if (@when!="end") kwargs["when"]=ToPython(@when);
dynamic py = __self__.InvokeMethod("fv", pyargs, kwargs);
return ToCsharp<NDarray>(py);
}
/// <summary>
/// Compute the present value.
///
/// Notes
///
/// The present value is computed by solving the equation:
///
/// or, when rate = 0:
///
/// for pv, which is then returned.
///
/// References
/// </summary>
/// <param name="rate">
/// Rate of interest (per period)
/// </param>
/// <param name="nper">
/// Number of compounding periods
/// </param>
/// <param name="pmt">
/// Payment
/// </param>
/// <param name="fv">
/// Future value
/// </param>
/// <param name="@when">
/// When payments are due (‘begin’ (1) or ‘end’ (0))
/// </param>
/// <returns>
/// Present value of a series of payments or investments.
/// </returns>
public NDarray pv(NDarray rate, NDarray nper, NDarray pmt, NDarray fv = null, string @when = "end")
{
//auto-generated code, do not change
var __self__=self;
var pyargs=ToTuple(new object[]
{
rate,
nper,
pmt,
});
var kwargs=new PyDict();
if (fv!=null) kwargs["fv"]=ToPython(fv);
if (@when!="end") kwargs["when"]=ToPython(@when);
dynamic py = __self__.InvokeMethod("pv", pyargs, kwargs);
return ToCsharp<NDarray>(py);
}
/// <summary>
/// Returns the NPV (Net Present Value) of a cash flow series.
///
/// Notes
///
/// Returns the result of: [G]
///
/// References
/// </summary>
/// <param name="rate">
/// The discount rate.
/// </param>
/// <param name="values">
/// The values of the time series of cash flows. The (fixed) time
/// interval between cash flow “events” must be the same as that for
/// which rate is given (i.e., if rate is per year, then precisely
/// a year is understood to elapse between each cash flow event). By
/// convention, investments or “deposits” are negative, income or
/// “withdrawals” are positive; values must begin with the initial
/// investment, thus values[0] will typically be negative.
/// </param>
/// <returns>
/// The NPV of the input cash flow series values at the discount
/// rate.
/// </returns>
public float npv(ValueType rate, NDarray values)
{
//auto-generated code, do not change
var __self__=self;
var pyargs=ToTuple(new object[]
{
rate,
values,
});
var kwargs=new PyDict();
dynamic py = __self__.InvokeMethod("npv", pyargs, kwargs);
return ToCsharp<float>(py);
}
/// <summary>
/// Compute the payment against loan principal plus interest.
///
/// Notes
///
/// The payment is computed by solving the equation:
///
/// or, when rate == 0:
///
/// for pmt.
///
/// Note that computing a monthly mortgage payment is only
/// one use for this function. For example, pmt returns the
/// periodic deposit one must make to achieve a specified
/// future balance given an initial deposit, a fixed,
/// periodically compounded interest rate, and the total
/// number of periods.
///
/// References
/// </summary>
/// <param name="rate">
/// Rate of interest (per period)
/// </param>
/// <param name="nper">
/// Number of compounding periods
/// </param>
/// <param name="pv">
/// Present value
/// </param>
/// <param name="fv">
/// Future value (default = 0)
/// </param>
/// <param name="@when">
/// When payments are due (‘begin’ (1) or ‘end’ (0))
/// </param>
/// <returns>
/// Payment against loan plus interest. If all input is scalar, returns a
/// scalar float. If any input is array_like, returns payment for each
/// input element. If multiple inputs are array_like, they all must have
/// the same shape.
/// </returns>
public NDarray pmt(NDarray rate, NDarray nper, NDarray pv, NDarray fv = null, string @when = "end")
{
//auto-generated code, do not change
var __self__=self;
var pyargs=ToTuple(new object[]
{
rate,
nper,
pv,
});
var kwargs=new PyDict();
if (fv!=null) kwargs["fv"]=ToPython(fv);
if (@when!="end") kwargs["when"]=ToPython(@when);
dynamic py = __self__.InvokeMethod("pmt", pyargs, kwargs);
return ToCsharp<NDarray>(py);
}
/// <summary>
/// Compute the payment against loan principal.
/// </summary>
/// <param name="rate">
/// Rate of interest (per period)
/// </param>
/// <param name="per">
/// Amount paid against the loan changes. The per is the period of
/// interest.
/// </param>
/// <param name="nper">
/// Number of compounding periods
/// </param>
/// <param name="pv">
/// Present value
/// </param>
/// <param name="fv">
/// Future value
/// </param>
/// <param name="@when">
/// When payments are due (‘begin’ (1) or ‘end’ (0))
/// </param>
public void ppmt(NDarray rate, NDarray per, NDarray nper, NDarray pv, NDarray fv = null, string @when = "end")
{
//auto-generated code, do not change
var __self__=self;
var pyargs=ToTuple(new object[]
{
rate,
per,
nper,
pv,
});
var kwargs=new PyDict();
if (fv!=null) kwargs["fv"]=ToPython(fv);
if (@when!="end") kwargs["when"]=ToPython(@when);
dynamic py = __self__.InvokeMethod("ppmt", pyargs, kwargs);
}
/// <summary>
/// Compute the interest portion of a payment.
///
/// Notes
///
/// The total payment is made up of payment against principal plus interest.
///
/// pmt = ppmt + ipmt
/// </summary>
/// <param name="rate">
/// Rate of interest as decimal (not per cent) per period
/// </param>
/// <param name="per">
/// Interest paid against the loan changes during the life or the loan.
/// The per is the payment period to calculate the interest amount.
/// </param>
/// <param name="nper">
/// Number of compounding periods
/// </param>
/// <param name="pv">
/// Present value
/// </param>
/// <param name="fv">
/// Future value
/// </param>
/// <param name="@when">
/// When payments are due (‘begin’ (1) or ‘end’ (0)).
/// Defaults to {‘end’, 0}.
/// </param>
/// <returns>
/// Interest portion of payment. If all input is scalar, returns a scalar
/// float. If any input is array_like, returns interest payment for each
/// input element. If multiple inputs are array_like, they all must have
/// the same shape.
/// </returns>
public NDarray ipmt(NDarray rate, NDarray per, NDarray nper, NDarray pv, NDarray fv = null, string @when = "end")
{
//auto-generated code, do not change
var __self__=self;
var pyargs=ToTuple(new object[]
{
rate,
per,
nper,
pv,
});
var kwargs=new PyDict();
if (fv!=null) kwargs["fv"]=ToPython(fv);
if (@when!="end") kwargs["when"]=ToPython(@when);
dynamic py = __self__.InvokeMethod("ipmt", pyargs, kwargs);
return ToCsharp<NDarray>(py);
}
/// <summary>
/// Return the Internal Rate of Return (IRR).
///
/// This is the “average” periodically compounded rate of return
/// that gives a net present value of 0.0; for a more complete explanation,
/// see Notes below.
///
/// decimal.Decimal type is not supported.
///
/// Notes
///
/// The IRR is perhaps best understood through an example (illustrated
/// using np.irr in the Examples section below). Suppose one invests 100
/// units and then makes the following withdrawals at regular (fixed)
/// intervals: 39, 59, 55, 20. Assuming the ending value is 0, one’s 100
/// unit investment yields 173 units; however, due to the combination of
/// compounding and the periodic withdrawals, the “average” rate of return
/// is neither simply 0.73/4 nor (1.73)^0.25-1. Rather, it is the solution
/// (for ) of the equation:
///
/// In general, for values ,
/// irr is the solution of the equation: [G]
///
/// References
/// </summary>
/// <param name="values">
/// Input cash flows per time period. By convention, net “deposits”
/// are negative and net “withdrawals” are positive. Thus, for
/// example, at least the first element of values, which represents
/// the initial investment, will typically be negative.
/// </param>
/// <returns>
/// Internal Rate of Return for periodic input values.
/// </returns>
public float irr(NDarray values)
{
//auto-generated code, do not change
var __self__=self;
var pyargs=ToTuple(new object[]
{
values,
});
var kwargs=new PyDict();
dynamic py = __self__.InvokeMethod("irr", pyargs, kwargs);
return ToCsharp<float>(py);
}
/// <summary>
/// Modified internal rate of return.
/// </summary>
/// <param name="values">
/// Cash flows (must contain at least one positive and one negative
/// value) or nan is returned. The first value is considered a sunk
/// cost at time zero.
/// </param>
/// <param name="finance_rate">
/// Interest rate paid on the cash flows
/// </param>
/// <param name="reinvest_rate">
/// Interest rate received on the cash flows upon reinvestment
/// </param>
/// <returns>
/// Modified internal rate of return
/// </returns>
public float mirr(NDarray values, ValueType finance_rate, ValueType reinvest_rate)
{
//auto-generated code, do not change
var __self__=self;
var pyargs=ToTuple(new object[]
{
values,
finance_rate,
reinvest_rate,
});
var kwargs=new PyDict();
dynamic py = __self__.InvokeMethod("mirr", pyargs, kwargs);
return ToCsharp<float>(py);
}
/// <summary>
/// Compute the number of periodic payments.
///
/// decimal.Decimal type is not supported.
///
/// Notes
///
/// The number of periods nper is computed by solving the equation:
///
/// but if rate = 0 then:
/// </summary>
/// <param name="rate">
/// Rate of interest (per period)
/// </param>
/// <param name="pmt">
/// Payment
/// </param>
/// <param name="pv">
/// Present value
/// </param>
/// <param name="fv">
/// Future value
/// </param>
/// <param name="@when">
/// When payments are due (‘begin’ (1) or ‘end’ (0))
/// </param>
public void nper(NDarray rate, NDarray pmt, NDarray pv, NDarray fv = null, string @when = "end")
{
//auto-generated code, do not change
var __self__=self;
var pyargs=ToTuple(new object[]
{
rate,
pmt,
pv,
});
var kwargs=new PyDict();
if (fv!=null) kwargs["fv"]=ToPython(fv);
if (@when!="end") kwargs["when"]=ToPython(@when);
dynamic py = __self__.InvokeMethod("nper", pyargs, kwargs);
}
/// <summary>
/// Compute the rate of interest per period.
///
/// Notes
///
/// The rate of interest is computed by iteratively solving the
/// (non-linear) equation:
///
/// for rate.
///
/// References
///
/// Wheeler, D. A., E. Rathke, and R. Weir (Eds.) (2009, May). Open Document
/// Format for Office Applications (OpenDocument)v1.2, Part 2: Recalculated
/// Formula (OpenFormula) Format - Annotated Version, Pre-Draft 12.
/// Organization for the Advancement of Structured Information Standards
/// (OASIS). Billerica, MA, USA. [ODT Document]. Available:
/// http://www.oasis-open.org/committees/documents.php?wg_abbrev=office-formula
/// OpenDocument-formula-20090508.odt
/// </summary>
/// <param name="nper">
/// Number of compounding periods
/// </param>
/// <param name="pmt">
/// Payment
/// </param>
/// <param name="pv">
/// Present value
/// </param>
/// <param name="fv">
/// Future value
/// </param>
/// <param name="@when">
/// When payments are due (‘begin’ (1) or ‘end’ (0))
/// </param>
/// <param name="guess">
/// Starting guess for solving the rate of interest, default 0.1
/// </param>
/// <param name="tol">
/// Required tolerance for the solution, default 1e-6
/// </param>
/// <param name="maxiter">
/// Maximum iterations in finding the solution
/// </param>
public void rate(NDarray nper, NDarray pmt, NDarray pv, NDarray fv, string @when = "end", double? guess = null, double? tol = null, int? maxiter = 100)
{
//auto-generated code, do not change
var __self__=self;
var pyargs=ToTuple(new object[]
{
nper,
pmt,
pv,
fv,
});
var kwargs=new PyDict();
if (@when!="end") kwargs["when"]=ToPython(@when);
if (guess!=null) kwargs["guess"]=ToPython(guess);
if (tol!=null) kwargs["tol"]=ToPython(tol);
if (maxiter!=100) kwargs["maxiter"]=ToPython(maxiter);
dynamic py = __self__.InvokeMethod("rate", pyargs, kwargs);
}
}
}