@finprecise/fixtures

Verification data for the finprecise financial calculation engine.

Cross-referenced expected values from numpy-financial, Excel, and LibreOffice.

Install

npm install @finprecise/fixtures

Usage

import { pvFixtures, irrFixtures, xirrFixtures } from "@finprecise/fixtures";
import { pv } from "@finprecise/cashflow";
import { decimalClose } from "@finprecise/core";

for (const fixture of pvFixtures) {
  const result = pv(fixture.input.rate, fixture.input.nper, fixture.input.pmt);
  const pass = decimalClose(result, fixture.expected, fixture.tolerance ?? "0.01");
  console.log(`${fixture.description}: ${pass ? "PASS" : "FAIL"}`);
}

Available Fixtures

| Fixture | Source | Description | |---|---|---| | pvFixtures | numpy-financial | Present value | | fvFixtures | numpy-financial | Future value | | pmtFixtures | Excel, numpy-financial | Payment | | irrFixtures | numpy-financial | Internal rate of return | | xirrFixtures | Excel | Extended IRR with dates | | npvFixtures | numpy-financial | Net present value | | mirrFixtures | numpy-financial | Modified IRR | | depreciationFixtures | Excel | SLN, DDB, SYD | | yearFracFixtures | Excel | Day count year fractions |

Fixture Format

interface Fixture<TInput, TExpected> {
  description: string;
  source: "numpy-financial" | "excel" | "libreoffice" | "manual";
  input: TInput;
  expected: TExpected;
  tolerance?: string;
}

License

MIT