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Diffstat (limited to 'numpy/lib/tests/test_financial.py')
| -rw-r--r-- | numpy/lib/tests/test_financial.py | 6 |
1 files changed, 6 insertions, 0 deletions
diff --git a/numpy/lib/tests/test_financial.py b/numpy/lib/tests/test_financial.py index 524915041..21088765f 100644 --- a/numpy/lib/tests/test_financial.py +++ b/numpy/lib/tests/test_financial.py @@ -9,6 +9,12 @@ from numpy.testing import ( class TestFinancial(object): + def test_npv_irr_congruence(self): + # IRR is defined as the rate required for the present value of a + # a series of cashflows to be zero i.e. NPV(IRR(x), x) = 0 + cashflows = np.array([-40000, 5000, 8000, 12000, 30000]) + assert_allclose(np.npv(np.irr(cashflows), cashflows), 0, atol=1e-10, rtol=0) + def test_rate(self): assert_almost_equal( np.rate(10, 0, -3500, 10000), |