Finances

An opinionated, strongly-typed package for common financial types and tasks.

Basic yet strict classes like Returns which make use of period and calcuation logic.
Commmon procedures such as compounding, interest calculation etc.
Projection of balances and cashflows
Ex-post calculation of performance such as IRR and Sharpe ratio

Example

See example/example.dart for some running examples.

import 'dart:math';
import 'package:finances/finance.dart';

void main() {
  // Returns
  // Daily 1% return scaled to annual
  final dailyReturn = Return(nreturn: 0.01);
  print(dailyReturn.scale(newPeriod: Duration(days: 252)));

  // Annual return, scaled to daily
  final annualReturn = Return(nreturn: 0.05, period: Duration(days: 252));
  print(annualReturn.scale(newPeriod: Duration(days: 1)));

  // ReturnStream
  final rng = Random();
  final rstream = ReturnStream.fromDoubles(
      List.generate(48, (_) => (rng.nextDouble() - 0.4 / 5)));

  // Show cumulative return
  print(rstream.cumulativeReturn);

  // Cumulative value
  final cashflows = List.generate(48, (_) => 1.0);
  final finalValue = cumulateValueFinal(cashflows: cashflows, returns: rstream);
  print(finalValue);
}

GitHub

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