gmorpheme / cellflow

Clojure building blocks for cash flow solves

Cellflow

This just contains a few experimental building blocks for solving simple cashflows using a spreadsheet-style cell approach.

  ; example from http://en.wikipedia.org/wiki/Internal_rate_of_return
  (let [events (cashflow
                (y0 (once (date-time 2001) -4000))
                (y1 (once (date-time 2002) 1200))
                (y2 (once (date-time 2003) 1410))
                (y3 (once (date-time 2004) 1875))
                (y4 (once (date-time 2005) 1050)))
        rate (cell 0)
        pv (cell
            (apply +
                   (for [e events]
                     (pv (date-time 2001) e (rates (cv rate))))))]
    (solve rate pv 0 1))

; => 0.143...

Could be extended to use a more full blooded FRP approach and eliminate the mutable state…

See tests for usage. ‘lein midje’ to run the tests.