Go-Finance: Golang金融计算插件库

Go-Finance是一个用于金融计算的Golang库，提供了时间价值、现金流、利率转换和债券计算等功能。下面我将介绍如何使用这个库进行常见的金融计算。

安装

go get github.com/FlashBoys/go-finance

基本功能实现

1. 时间价值计算 (TVM)

package main

import (
	"fmt"
	"github.com/FlashBoys/go-finance"
)

func main() {
	// 计算现值
	pv := finance.PV(0.05, 5, 100, 0, false)
	fmt.Printf("现值: %.2f\n", pv)

	// 计算终值
	fv := finance.FV(0.05, 5, 100, 0, false)
	fmt.Printf("终值: %.2f\n", fv)

	// 计算年金支付
	pmt := finance.PMT(0.05, 5, 1000, 0, false)
	fmt.Printf("年金支付: %.2f\n", pmt)

	// 计算期数
	nper := finance.NPER(0.05, 100, 1000, 0, false)
	fmt.Printf("期数: %.2f\n", nper)

	// 计算利率
	rate := finance.RATE(5, 100, 1000, 0, false, 0.1)
	fmt.Printf("利率: %.4f\n", rate)
}

2. 现金流计算

package main

import (
	"fmt"
	"github.com/FlashBoys/go-finance"
)

func main() {
	// 计算净现值
	cashFlows := []float64{-1000, 200, 300, 400, 500}
	npv := finance.NPV(0.1, cashFlows)
	fmt.Printf("净现值: %.2f\n", npv)

	// 计算内部收益率
	irr := finance.IRR(cashFlows, 0.1)
	fmt.Printf("内部收益率: %.4f\n", irr)
}

3. 利率转换

package main

import (
	"fmt"
	"github.com/FlashBoys/go-finance"
)

func main() {
	// 年利率转换为月利率
	monthlyRate := finance.EffectiveRate(0.12, 12)
	fmt.Printf("月利率: %.4f\n", monthlyRate)

	// 名义年利率转换为实际年利率
	effectiveRate := finance.NominalToEffective(0.12, 12)
	fmt.Printf("实际年利率: %.4f\n", effectiveRate)

	// 实际年利率转换为名义年利率
	nominalRate := finance.EffectiveToNominal(0.1268, 12)
	fmt.Printf("名义年利率: %.4f\n", nominalRate)
}

4. 债券计算

package main

import (
	"fmt"
	"github.com/FlashBoys/go-finance"
	"time"
)

func main() {
	// 计算债券价格
	settlement := time.Date(2023, 1, 1, 0, 0, 0, 0, time.UTC)
	maturity := time.Date(2025, 1, 1, 0, 0, 0, 0, time.UTC)
	rate := 0.05   // 票面利率
	yld := 0.06    // 收益率
	redemption := 100.0 // 偿还价值
	frequency := 2 // 每年付息次数
	basis := finance.DayCountBasisActualActual

	price := finance.PRICE(settlement, maturity, rate, yld, redemption, frequency, basis)
	fmt.Printf("债券价格: %.4f\n", price)

	// 计算债券收益率
	yield := finance.YIELD(settlement, maturity, rate, price, redemption, frequency, basis)
	fmt.Printf("债券收益率: %.4f\n", yield)

	// 计算债券久期
	duration := finance.DURATION(settlement, maturity, rate, yld, frequency, basis)
	fmt.Printf("债券久期: %.4f\n", duration)

	// 计算修正久期
	modifiedDuration := finance.MDURATION(settlement, maturity, rate, yld, frequency, basis)
	fmt.Printf("修正久期: %.4f\n", modifiedDuration)
}

高级功能

1. 不规则现金流分析

package main

import (
	"fmt"
	"github.com/FlashBoys/go-finance"
)

func main() {
	// 不规则现金流分析
	dates := []finance.Date{
		finance.NewDate(2023, 1, 1),
		finance.NewDate(2023, 7, 1),
		finance.NewDate(2024, 1, 1),
		finance.NewDate(2024, 7, 1),
		finance.NewDate(2025, 1, 1),
	}
	cashFlows := []float64{-1000, 50, 50, 50, 1050}
	
	xirr := finance.XIRR(dates, cashFlows, 0.1)
	fmt.Printf("不规则现金流内部收益率: %.4f\n", xirr)
	
	xnv := finance.XNPV(0.1, dates, cashFlows)
	fmt.Printf("不规则现金流净现值: %.4f\n", xnv)
}

2. 债券收益率曲线分析

package main

import (
	"fmt"
	"github.com/FlashBoys/go-finance"
	"time"
)

func main() {
	// 构建收益率曲线
	settlement := time.Date(2023, 1, 1, 0, 0, 0, 0, time.UTC)
	maturities := []time.Time{
		time.Date(2023, 7, 1, 0, 0, 0, 0, time.UTC),
		time.Date(2024, 1, 1, 0, 0, 0, 0, time.UTC),
		time.Date(2025, 1, 1, 0, 0, 0, 0, time.UTC),
	}
	prices := []float64{99.5, 98.7, 97.2}
	faceValue := 100.0
	couponRate := 0.05
	frequency := 2
	
	// 计算即期收益率曲线
	spotRates := make([]float64, len(maturities))
	for i, maturity := range maturities {
		spotRates[i] = finance.YIELD(settlement, maturity, couponRate, prices[i], faceValue, frequency, finance.DayCountBasisActualActual)
		fmt.Printf("%v 的即期收益率: %.4f\n", maturity.Format("2006-01-02"), spotRates[i])
	}
}

注意事项

1. 利率参数应为小数形式，如5%应输入0.05
2. 现金流数组的第一个元素通常是初始投资（负值）
3. 债券计算中的日期应使用time.Time类型
4. 对于不规则现金流分析，确保日期和现金流数组长度一致

Go-Finance库提供了丰富的金融计算功能，可以满足大多数金融分析需求。通过合理组合这些函数，您可以构建复杂的金融模型和分析工具。