finance-solution 0.4.1

//! **Net Present Value calculations**. Given cashflows (including the time-0 investment), periods,
//! and fixed or varying discount rates, what is the net value of the series right now?
//!
//! Prefer [`net_present_value_schedule_solution`] when rates or cashflows vary — it carries period
//! detail and pretty tables. For a constant rate and constant periodic cashflow, use
//! [`net_present_value`] / [`net_present_value_solution`].
//!
//! ## Schedule input shapes
//!
//! [`net_present_value_schedule`] accepts **rates** and **cashflows** with flexible lengths.
//! Cashflows always include the **time-0 investment** as `cashflows[0]` (negative or zero).
//! Rates apply to the *forward* periods (not time 0).
//!
//! | Shape | `rates` length | `cashflows` length | Meaning |
//! |-------|----------------|--------------------|---------|
//! | **A. Single period** | 1 | 2 (`[t0, t1]`) | One discount rate, one future cashflow |
//! | **B. Full series** | N | N+1 | Rate per period 1..=N; cashflow per t0..=tN |
//! | **C. Repeating cashflow** | N | 2 (`[t0, c]`) | Rate series; cashflow `c` repeats each period |
//! | **D. Repeating rate** | 1 | N+1 | One rate broadcast to every period; full cashflows |
//!
//! Invalid combinations (both sides incomplete, empty slices, positive t0 investment,
//! length mismatch on full series) return [`FinanceError`](crate::FinanceError).
//!
//! ### Shape A — single period
//! ```
//! use finance_solution::net_present_value_schedule;
//! let npv = net_present_value_schedule(&[0.05], &[-1_000.0, 1_100.0]).unwrap();
//! assert!((npv - 47.6190476).abs() < 1e-6);
//! ```
//!
//! ### Shape B — full varying rates and cashflows
//! ```
//! use finance_solution::net_present_value_schedule;
//! let rates = [0.034, 0.089, 0.055];
//! let cashflows = [-1_000.0, 200.0, 300.0, 500.0];
//! let npv = net_present_value_schedule(&rates, &cashflows).unwrap();
//! assert!((npv - (-127.8016238)).abs() < 1e-6);
//! ```
//!
//! ### Shape C — rate series, constant periodic cashflow
//! ```
//! use finance_solution::net_present_value_schedule;
//! // rates for 3 periods; cashflows = [investment, repeating payment]
//! let npv = net_present_value_schedule(&[0.03, 0.04, 0.05], &[-1_000.0, 400.0]).unwrap();
//! assert!(npv.is_finite());
//! ```
//!
//! ### Shape D — constant rate, full cashflow ladder
//! ```
//! use finance_solution::net_present_value_schedule;
//! let npv = net_present_value_schedule(&[0.034], &[-1_000.0, 300.0, 400.0, 500.0]).unwrap();
//! assert!(npv.is_finite());
//! ```
//!
//! ### Constant rate + constant cashflow (non-schedule API)
//! ```
//! use finance_solution::net_present_value_solution;
//! let (rate, periods, initial_investment, cashflow) = (0.034, 3, -1000, 400);
//! let npv = net_present_value_solution(rate, periods, initial_investment, cashflow).unwrap();
//! let _ = npv; // .print_table() in apps
//! ```
//! Sample table:
//! ```text
//! period   rate   present_value  future_value  investment_value
//! ------  ------  -------------  ------------  ----------------
//! 0       0.0000    -1_000.0000   -1_000.0000       -1_000.0000
//! 1       0.0340       386.8472      400.0000         -613.1528
//! 2       0.0340       374.1269      400.0000         -239.0259
//! 3       0.0340       361.8248      400.0000          122.7989
//! ```
//!
//! ### Schedule solution with table
//! ```
//! use finance_solution::net_present_value_schedule_solution;
//! let rates = vec![0.034, 0.034, 0.034];
//! let cashflows = vec![-1000, 300, 400, 500];
//! let npv = net_present_value_schedule_solution(&rates, &cashflows).unwrap();
//! let _ = npv; // .print_table() in apps
//! ```

// use crate::cashflow::*;
// Needed for the Rustdoc comments.
#[allow(unused_imports)]
use crate::present_value_annuity::present_value_annuity;
use crate::*;

use std::ops::Deref;

/// Returns the net present value of a future series of constant cashflows and constant rate, subtracting the initial investment cost. Returns f64.
///
/// Related functions:
/// * To calculate a net present value with a varying rate or varying cashflow or both, use [`net_present_value_schedule`].
///
/// The net present value annuity formula is:
///
/// npv = initial_investment + sum( cashflow / (1 + rate)<sup>period</sup> )
///
/// or
///
/// npv = initial_investment +  cashflow * ((1. - (1. / (1. + rate)).powf(periods)) / rate)
///
/// # Arguments
/// * `rate` - The rate at which the investment grows or shrinks per period,
/// expressed as a floating point number. For instance 0.05 would mean 5%. Often appears as
/// `r` or `i` in formulas.
/// * `periods` - The number of periods such as quarters or years. Often appears as `n` or `t`.
/// * `cashflow` - The value of the constant cashflow (aka payment).
/// * `initial investment` - The value of the initial investment (should be negative, or 0).
///
/// # Errors
/// Returns [`crate::FinanceError`] if `initial_investment` is positive. This value should always be negative, and cashflows be positive, or the reverse, because these monies are going opposite directions.
///
/// # Examples
/// Net Present Value of a series of -$1000 investment which will payback $500 yearly for 10 years.
/// ```
/// use finance_solution::*;
/// let (rate, periods, initial_investment, cashflow) = (0.034, 10, -1000, 500);
///
/// // Find the present value of this scenario.
/// let net_present_value = net_present_value(rate, periods, initial_investment, cashflow).unwrap();
///
/// // Confirm that the present value is correct to four decimal places (one hundredth of a cent).
/// assert_approx_equal!(3179.3410288, net_present_value);
/// ```
pub fn net_present_value<C, I>(
    rate: f64,
    periods: u32,
    initial_investment: I,
    cashflow: C,
) -> crate::FinanceResult<f64>
where
    I: Into<f64> + Copy,
    C: Into<f64> + Copy,
{
    let annuity = cashflow.into();
    let ii = initial_investment.into();
    crate::util::error::require_rate_gt_minus_one(rate)?;
    crate::util::error::require_money("initial_investment", ii)?;
    crate::util::error::require_money("cashflow", annuity)?;
    if periods == 0 {
        return Ok(ii);
    }
    let pv_cashflow = if rate == 0.0 {
        annuity * periods as f64
    } else {
        annuity * ((1.0 - (1.0 / (1.0 + rate)).powf(periods as f64)) / rate)
    };
    let npv = ii + pv_cashflow;
    if npv.is_finite() {
        Ok(npv)
    } else {
        Err(crate::FinanceError::NonFinite {
            field: "net_present_value",
            value: npv,
        })
    }
}

/// Returns the net present value of a future series of constant cashflows and constant rate, subtracting the initial investment cost. Returns a solution struct with additional features..
///
/// Related functions:
/// * To calculate a net present value with a varying rate or varying cashflow or both, use [`net_present_value_schedule`].
///
/// The net present value annuity formula is:
///
/// npv = initial_investment + sum( cashflow / (1 + rate)<sup>period</sup> )
///
/// or
///
/// npv = initial_investment +  cashflow * ((1. - (1. / (1. + rate)).powf(periods)) / rate)
///
/// # Arguments
/// * `rate` - The rate at which the investment grows or shrinks per period,
/// expressed as a floating point number. For instance 0.05 would mean 5%. Often appears as
/// `r` or `i` in formulas.
/// * `periods` - The number of periods such as quarters or years. Often appears as `n` or `t`.
/// * `cashflow` - The value of the constant cashflow (aka payment).
/// * `initial investment` - The value of the initial investment (should be negative, or 0).
pub fn net_present_value_solution<C, I>(
    rate: f64,
    periods: u32,
    initial_investment: I,
    cashflow: C,
) -> crate::FinanceResult<NpvSolution>
where
    I: Into<f64> + Copy,
    C: Into<f64> + Copy,
{
    let annuity = cashflow.into();
    let ii = initial_investment.into();
    crate::util::error::require_rate_gt_minus_one(rate)?;
    crate::util::error::require_money("initial_investment", ii)?;
    crate::util::error::require_money("cashflow", annuity)?;
    let rates = repeating_vec![rate, periods];
    let mut cashflows = repeating_vec![annuity, periods];
    cashflows.insert(0, ii);
    net_present_value_schedule_solution(&rates, &cashflows)
}

/// Returns the net present value of a schedule of rates and cashflows (can be varying), subtracting the initial investment cost. Returns f64.
///
/// # Examples
/// Net Present Value of a series of -$1000 investment which will payback $500 yearly for 10 years.
/// ```
/// use finance_solution::*;
/// let (rates, cashflows) = (vec![0.034, 0.089, 0.055], vec![-1000, 200, 300, 500]);
///
/// // Find the present value of this scenario.
/// let net_present_value = net_present_value_schedule(&rates, &cashflows).unwrap();
///
/// // Confirm that the present value is correct to four decimal places (one hundredth of a cent).
/// assert_approx_equal!(-127.8016238, net_present_value);
///
/// // present_value(0.034, 1, 200): $193.42
/// // present_value(0.089, 2, 300): $252.97
/// // present_value(0.055, 3, 500): $425.81
/// // initial investment:          -$1000
/// // sum of the above:            -$127.80 (net present value)
///
/// ```
pub fn net_present_value_schedule<C>(rates: &[f64], cashflows: &[C]) -> crate::FinanceResult<f64>
where
    C: Into<f64> + Copy,
{
    let (periods, r, c, initial_investment) = check_schedule(rates, cashflows)?;
    // let mut cflows = vec![];
    // for i in 0..cashflows.len() {
    //     cflows.push(cashflows[i].into());
    // }
    // let cashflows = &cflows;
    // assert!(cashflows[0] <= 0.0, "The initial investment (cashflows[0]) should be negative or zero");
    // assert!(cashflows.len() >= 2, "Must provide at least 2 values in cashflows, the initial investment at the 0 position and the following cashflows, or a single cashflow representing a repeating constant cashflow.");
    // assert!(rates.len() >= 1, "Must provide at least 1 rate.");
    // let rate_length = rates.len();
    // let cashflow_length = cashflows.len();
    // let initial_investment = cashflows[0];
    // let mut cashflow_vec = vec![initial_investment];
    // let mut rate_vec = vec![];
    // let periods: u32;
    // let r: &[f64];
    // let c: &[f64];

    // if rate_length == 1 && cashflow_length == 2 {
    //     r = &rates;
    //     c = &cashflows;
    //     periods = 1_u32;
    // } else if rate_length > 1 && cashflow_length > 2 {
    //     r = &rates;
    //     c = &cashflows;
    //     periods = rate_length as u32;
    // } else if rate_length > 1 && cashflow_length == 2 {
    //     r = &rates;
    //     periods = rate_length as u32;
    //     for _i in 0..periods {
    //         cashflow_vec.push(cashflows[1])
    //     }
    //     c = &cashflow_vec;
    // } else if rate_length == 1 && cashflow_length > 2 {
    //     c = &cashflows;
    //     periods = cashflow_length as u32 - 1;
    //     for _i in 0..periods {
    //         rate_vec.push(rates[0])
    //     }
    //     r = &rate_vec;
    // } else {
    //     // revise this panic message
    //     panic!("At least rates or cashflows for net_present_value_schedule must provide the full series of inputs. Only one input can be a shorthand expression of a repeating input. If both are repeating constant inputs, use the net_present_value function.");
    // }

    let mut pv_accumulator = 0_f64;
    for i in 0..periods {
        let present_value =
            -present_value(r[i as usize], (i + 1) as u32, c[i as usize + 1], false)?;
        pv_accumulator += present_value;
    }
    let npv = initial_investment + pv_accumulator;
    if npv.is_finite() {
        Ok(npv)
    } else {
        Err(crate::FinanceError::NonFinite {
            field: "net_present_value",
            value: npv,
        })
    }
}

fn check_schedule<C>(
    rates: &[f64],
    cashflows: &[C],
) -> crate::FinanceResult<(u32, Vec<f64>, Vec<f64>, f64)>
where
    C: Into<f64> + Copy,
{
    let mut cflows = vec![];
    for i in 0..cashflows.len() {
        cflows.push(cashflows[i].into());
    }
    let cashflows = &cflows;
    if cashflows.is_empty() {
        return Err(crate::FinanceError::EmptyInput { what: "cashflows" });
    }
    if cashflows[0] > 0.0 {
        return Err(crate::FinanceError::InvalidCashflow {
            message: "initial investment (cashflows[0]) should be negative or zero",
        });
    }
    if cashflows.len() < 2 {
        return Err(crate::FinanceError::InvalidCashflow {
            message: "must provide at least 2 cashflows: initial investment and one cashflow",
        });
    }
    if rates.is_empty() {
        return Err(crate::FinanceError::EmptyInput { what: "rates" });
    }
    crate::util::error::require_rates(rates)?;
    for (i, &cf) in cashflows.iter().enumerate() {
        crate::util::error::require_money("cashflow", cf).map_err(|_| {
            crate::FinanceError::NonFinite {
                field: "cashflow",
                value: cf,
            }
        })?;
        let _ = i;
    }
    let rate_length = rates.len();
    let cashflow_length = cashflows.len();
    let initial_investment = cashflows[0];
    let mut cashflow_vec = vec![initial_investment];
    let mut rate_vec = vec![];
    let periods: u32;
    let r: &[f64];
    let c: &[f64];

    if rate_length == 1 && cashflow_length == 2 {
        r = rates;
        c = cashflows;
        periods = 1_u32;
    } else if rate_length > 1 && cashflow_length > 2 {
        if rate_length != cashflow_length - 1 {
            return Err(crate::FinanceError::LengthMismatch {
                left: rate_length,
                right: cashflow_length - 1,
                context: "npv rates vs cashflow periods",
            });
        }
        r = rates;
        c = cashflows;
        periods = rate_length as u32;
    } else if rate_length > 1 && cashflow_length == 2 {
        r = rates;
        periods = rate_length as u32;
        for _i in 0..periods {
            cashflow_vec.push(cashflows[1]);
        }
        c = &cashflow_vec;
    } else if rate_length == 1 && cashflow_length > 2 {
        c = cashflows;
        periods = cashflow_length as u32 - 1;
        for _i in 0..periods {
            rate_vec.push(rates[0]);
        }
        r = &rate_vec;
    } else {
        return Err(crate::FinanceError::InvalidCashflow {
            message: "rates or cashflows must provide a full series; only one may be a repeating shorthand",
        });
    }
    Ok((periods, r.to_vec(), c.to_vec(), initial_investment))
}

/// Returns the net present value of a schedule of rates and cashflows (can be varying), subtracting the initial investment cost.
/// Returns a custom solution struct with detailed information and additional functionality.
///
/// # Example
/// ```
/// let rates = vec![0.034, 0.034, 0.034];
/// let cashflows = vec![-1000, 300, 400, 500];
/// let npv = finance_solution::net_present_value_schedule_solution(&rates, &cashflows).unwrap();
/// dbg!(npv.print_table());
/// ```
/// > outputs to terminal:
/// ```text
/// period   rate   present_value  future_value  investment_value
/// ------  ------  -------------  ------------  ----------------
/// 0       0.0000    -1_000.0000   -1_000.0000       -1_000.0000
/// 1       0.0340       290.1354      300.0000         -709.8646
/// 2       0.0340       374.1269      400.0000         -335.7377
/// 3       0.0340       452.2810      500.0000          116.5433
/// ```
pub fn net_present_value_schedule_solution<C>(
    rates: &[f64],
    cashflows: &[C],
) -> crate::FinanceResult<NpvSolution>
where
    C: Into<f64> + Copy,
{
    let (periods, rates, cashflows, initial_investment) = check_schedule(rates, cashflows)?;

    let mut sum_accumulator = 0_f64;
    let mut pv_accumulator = 0_f64;
    for i in 0..periods {
        let present_value = -present_value(
            rates[i as usize],
            (i + 1) as u32,
            cashflows[i as usize + 1],
            false,
        )?;
        pv_accumulator += present_value;
        sum_accumulator += cashflows[i as usize + 1];
    }
    let sum_of_cashflows = sum_accumulator;
    let sum_of_discounted_cashflows = pv_accumulator;
    let net_present_value = initial_investment + pv_accumulator;

    Ok(NpvSolution::new(
        rates,
        periods,
        initial_investment,
        cashflows,
        sum_of_cashflows,
        sum_of_discounted_cashflows,
        net_present_value,
    ))
}

/// The custom solution information of a NPV scenario.
/// The struct values are immutable by the user of the library.
#[derive(Debug)]
pub struct NpvSolution {
    rates: Vec<f64>,
    periods: u32,
    cashflows: Vec<f64>,
    initial_investment: f64,
    sum_of_cashflows: f64,
    sum_of_discounted_cashflows: f64,
    net_present_value: f64,
}
impl NpvSolution {
    /// Create a new instance of the struct
    pub fn new(
        rates: Vec<f64>,
        periods: u32,
        initial_investment: f64,
        cashflows: Vec<f64>,
        sum_of_cashflows: f64,
        sum_of_discounted_cashflows: f64,
        net_present_value: f64,
    ) -> Self {
        Self {
            rates,
            periods,
            initial_investment,
            cashflows,
            sum_of_cashflows,
            sum_of_discounted_cashflows,
            net_present_value,
        }
    }

    pub fn series(&self) -> NpvSeries {
        net_present_value_schedule_series(self)
    }

    /// Call `rate_avg` on a NpvSolution to get the simple average rate of a schedule;
    pub fn rate_avg(&self) -> f64 {
        let mut rate_accumulator = 0_f64;
        for r in &self.rates {
            rate_accumulator = rate_accumulator + r;
        }
        rate_accumulator / self.periods as f64
    }

    /// Returns the rate schedule
    pub fn rates(&self) -> &[f64] {
        &self.rates
    }
    /// Returns the number of periods as u32.
    pub fn periods(&self) -> u32 {
        self.periods
    }
    /// Returns the initial investment as f64.
    pub fn initial_investment(&self) -> f64 {
        self.initial_investment
    }
    /// Returns a Vec<f64> of the cashflows.
    pub fn cashflows(&self) -> &[f64] {
        &self.cashflows
    }
    /// Returns the sum of the cashflows at their future value.
    pub fn sum_of_cashflows(&self) -> f64 {
        self.sum_of_cashflows
    }
    /// Returns the sum of the cashflows at their present value.
    pub fn sum_of_discounted_cashflows(&self) -> f64 {
        self.sum_of_discounted_cashflows
    }
    /// Returns the net present value as f64.
    pub fn net_present_value(&self) -> f64 {
        self.net_present_value
    }
    /// Alias for net_present_value().unwrap()
    pub fn npv(&self) -> f64 {
        self.net_present_value
    }

    /// Pretty-print a table of the calculations at each period for visual analysis.
    pub fn print_table(&self) {
        self.series().print_table();
    }

    /// Pretty-print a table of the calculations at each period for visual analysis, and provide a Locale for monetary formatting and preferred decimal precision.
    pub fn print_table_locale(&self, locale: &num_format::Locale, precision: usize) {
        self.series().print_table_locale(locale, precision);
    }

    /// Max discounted cashflow among periods after the initial investment, if any.
    pub fn max_discounted_cashflow(&self) -> Option<f64> {
        self.series().max_discounted_cashflow()
    }
    /// Min discounted cashflow among periods after the initial investment, if any.
    pub fn min_discounted_cashflow(&self) -> Option<f64> {
        self.series().min_discounted_cashflow()
    }
}

#[derive(Debug)]
pub struct NpvSeries(Vec<NpvPeriod>);
impl NpvSeries {
    pub(crate) fn new(series: Vec<NpvPeriod>) -> Self {
        Self { 0: series }
    }
    pub fn filter<P>(&self, predicate: P) -> Self
    where
        P: Fn(&&NpvPeriod) -> bool,
    {
        Self {
            0: self
                .iter()
                .filter(|x| predicate(x))
                .map(|x| x.clone())
                .collect(),
        }
    }

    pub fn print_table(&self) {
        self.print_table_locale_opt(None, None);
    }

    pub fn print_table_locale(&self, locale: &num_format::Locale, precision: usize) {
        self.print_table_locale_opt(Some(locale), Some(precision));
    }

    fn print_table_locale_opt(
        &self,
        locale: Option<&num_format::Locale>,
        precision: Option<usize>,
    ) {
        let columns = columns_with_strings(&[
            ("period", "i", true),
            ("rate", "f", true),
            ("present_value", "f", true),
            ("future_value", "f", true),
            ("investment_value", "f", true),
        ]);
        let data = self
            .iter()
            .map(|entry| {
                vec![
                    entry.period.to_string(),
                    entry.rate.to_string(),
                    entry.present_value.to_string(),
                    entry.future_value.to_string(),
                    entry.investment_value.to_string(),
                ]
            })
            .collect::<Vec<_>>();
        print_table_locale_opt(&columns, data, locale, precision);
    }

    pub fn print_ab_comparison(&self, other: &NpvSeries) {
        self.print_ab_comparison_locale_opt(other, None, None);
    }

    pub fn print_ab_comparison_locale(
        &self,
        other: &NpvSeries,
        locale: &num_format::Locale,
        precision: usize,
    ) {
        self.print_ab_comparison_locale_opt(other, Some(locale), Some(precision));
    }

    fn print_ab_comparison_locale_opt(
        &self,
        other: &NpvSeries,
        locale: Option<&num_format::Locale>,
        precision: Option<usize>,
    ) {
        let columns = columns_with_strings(&[
            ("period", "i", true),
            ("rate_a", "f", true),
            ("rate_b", "f", true),
            ("present_value_a", "f", true),
            ("present_value_b", "f", true),
            ("future_value_a", "f", true),
            ("future_value_b", "f", true),
            ("investment_value_a", "f", true),
            ("investment_value_b", "f", true),
        ]);
        let mut data = vec![];
        let rows = max(self.len(), other.len());
        for row_index in 0..rows {
            data.push(vec![
                row_index.to_string(),
                self.get(row_index)
                    .map_or("".to_string(), |x| x.rate.to_string()),
                other
                    .get(row_index)
                    .map_or("".to_string(), |x| x.rate.to_string()),
                self.get(row_index)
                    .map_or("".to_string(), |x| x.present_value.to_string()),
                other
                    .get(row_index)
                    .map_or("".to_string(), |x| x.present_value.to_string()),
                self.get(row_index)
                    .map_or("".to_string(), |x| x.future_value.to_string()),
                other
                    .get(row_index)
                    .map_or("".to_string(), |x| x.future_value.to_string()),
                self.get(row_index)
                    .map_or("".to_string(), |x| x.investment_value.to_string()),
                other
                    .get(row_index)
                    .map_or("".to_string(), |x| x.investment_value.to_string()),
            ]);
        }
        print_table_locale_opt(&columns, data, locale, precision);
    }

    /// Max discounted cashflow among periods after the initial investment, if any.
    pub fn max_discounted_cashflow(&self) -> Option<f64> {
        self.iter()
            .skip(1)
            .map(|x| x.present_value())
            .reduce(f64::max)
    }

    /// Min discounted cashflow among periods after the initial investment, if any.
    pub fn min_discounted_cashflow(&self) -> Option<f64> {
        self.iter()
            .skip(1)
            .map(|x| x.present_value())
            .reduce(f64::min)
    }
}
impl Deref for NpvSeries {
    type Target = Vec<NpvPeriod>;

    fn deref(&self) -> &Self::Target {
        &self.0
    }
}

#[derive(Clone, Debug)]
pub struct NpvPeriod {
    period: u32,
    rate: f64,
    present_value: f64,
    future_value: f64,
    investment_value: f64,
    formula: String,
    formula_symbolic: String,
}
impl NpvPeriod {
    pub fn new(
        period: u32,
        rate: f64,
        present_value: f64,
        future_value: f64,
        investment_value: f64,
        formula: String,
        formula_symbolic: String,
    ) -> Self {
        Self {
            period,
            rate,
            present_value,
            future_value,
            investment_value,
            formula,
            formula_symbolic,
        }
    }
    /// Returns the period number. The first real period is 1 but there's also a period 0 which
    /// which shows the starting conditions.
    pub fn period(&self) -> u32 {
        self.period
    }

    /// Returns the periodic rate for the current period. If the containing struct is a
    /// [`TvmSolution`] every period will have the same rate. If it's a [`TvmSchedule`] each period
    /// may have a different rate.
    pub fn rate(&self) -> f64 {
        self.rate
    }

    /// Returns the present value of the cashflow.
    pub fn present_value(&self) -> f64 {
        self.present_value
    }

    /// Returns the future value of the cashflow.
    pub fn future_value(&self) -> f64 {
        self.future_value
    }

    /// Returns the investment value of the Npv scenario at the time of the current period.
    pub fn investment_value(&self) -> f64 {
        self.investment_value
    }

    /// Returns a text version of the formula used to calculate the value for the current period.
    /// The formula includes the actual values rather than variable names. For the formula with
    /// variables such as pv for present value call `formula_symbolic`.
    pub fn formula(&self) -> &str {
        &self.formula
    }

    /// Returns a text version of the formula used to calculate the value for the current period.
    /// The formula includes variables such as r for the rate. For the formula with actual values
    /// rather than variables call `formula`.
    pub fn formula_symbolic(&self) -> &str {
        &self.formula_symbolic
    }
}

pub(crate) fn net_present_value_schedule_series(schedule: &NpvSolution) -> NpvSeries {
    let mut series = vec![];

    let periods = schedule.periods();
    let mut investment_value = 0_f64;

    for period in 0..=periods {
        let rate = if period == 0 {
            0.0
        } else {
            schedule.rates()[(period - 1) as usize]
        };
        let future_value = schedule.cashflows[period as usize];
        let present_value = schedule.cashflows[period as usize] / (1. + rate).powf(period as f64);
        // Inputs already validated at schedule construction; result should be finite.
        debug_assert!(present_value.is_finite());
        investment_value += present_value;
        let formula = format!(
            "{:.4} = {:.4} / (1 + {:.6})^{}",
            present_value, future_value, rate, period
        );
        let formula_symbolic = "present_value = fv / (1 + rate)^periods".to_string();
        series.push(NpvPeriod::new(
            period,
            rate,
            present_value,
            future_value,
            investment_value,
            formula,
            formula_symbolic,
        ))
    }
    NpvSeries::new(series)
}

#[cfg(test)]
mod tests {
    use super::*;
    //use crate::*;

    #[test]
    fn test_net_present_value_1() {
        let rate = 0.034;
        let periods = 10;
        let ii = -1000;
        let cf = 500;
        let npv = net_present_value(rate, periods, ii, cf).unwrap();
        assert_approx_equal!(3179.3410288, npv);
    }

    #[test]
    fn test_net_present_value_2() {
        let rate = 0.034;
        let periods = 400;
        let ii = -1000;
        let cf = 500;
        let npv = net_present_value(rate, periods, ii, cf).unwrap();
        assert_eq!(13_705.85948, (100_000. * npv).round() / 100_000.);
    }

    #[test]
    fn test_net_present_value_3() {
        let rates = vec![0.034, 0.089, 0.055];
        let cashflows = vec![-1000, 200, 300, 500];
        let npv = net_present_value_schedule(&rates, &cashflows).unwrap();
        assert_eq!(-127.80162, (100_000. * npv).round() / 100_000.);
    }

    #[test]
    fn test_net_present_value_4() {
        let rates = vec![0.034, 0.089, 0.055];
        let cashflows = vec![-1000, 200, 300, 500];
        let npv = net_present_value_schedule_solution(&rates, &cashflows).unwrap();
        assert_eq!(-127.80162, (100_000. * npv.npv()).round() / 100_000.);
    }

    #[test]
    fn test_net_present_value_5() {
        // wildcard use case: positive and negatives
        let rates = vec![0.034, -0.0989, 0.055, -0.02];
        let cashflows = vec![-1000, 1000, 500, -250, -250];
        let npv = net_present_value_schedule_solution(&rates, &cashflows).unwrap();
        assert_eq!(
            98.950922304,
            (10_000_000_000. * npv.npv()).round() / 10_000_000_000.
        );
    }
}