@prestamype/financial-functions/dist/_lib/tir.js

Implementación de funciones financieras

"use strict";

Object.defineProperty(exports, "__esModule", {
  value: true
});
exports.bisection = bisection;
exports.newton = newton;

function bisection(flow) {
  var MAX_ITERATIONS = 100;
  var PRECISION = 1E-9;
  var min = 0.0;
  var max = 1.0;
  var i = 0;
  var x, npv, factor;

  while (i < MAX_ITERATIONS) {
    x = (min + max) / 2;
    factor = x + 1.0;
    npv = flow.slice().reverse().reduce((c, a) => c / factor + a, 0);

    if (npv > 0) {
      min = x;
    } else {
      max = x;
    }

    if (Math.abs(max - min) <= 2 * PRECISION) {
      // console.log(`converged after ${i} iterations`)
      return x;
    }

    i++;
  }

  return null;
}

function newton(flow, guess) {
  var MAX_ITERATIONS = 100;
  var PRECISION = 1E-9;
  var x0 = guess,
      i = 0;
  var x1, factor, npv, npv_dot;

  while (i < MAX_ITERATIONS) {
    factor = x0 + 1.0;
    npv = flow.slice().reverse().reduce((c, a) => c / factor + a, 0);
    npv_dot = flow.slice(1).reverse().reduce((c, a, i) => c / factor - (i + 1) * a, 0);
    x1 = x0 - npv / npv_dot;

    if (Math.abs(x1 - x0) <= PRECISION) {
      // console.log(`converged after ${i} iterations`)
      return x1;
    }

    x0 = x1;
    i++;
  }

  return null;
}