Merge pull request #54 from Kai-Striega/faster_npv

ENH: Allow npv calculation to be broadcastable

Author: Kai-Striega

numpy_financial/_financial.py

@@ -849,8 +849,15 @@ def npv(rate, values):
     3065.22267
 
     """
-    values = np.asarray(values)
-    return (values / (1+rate)**np.arange(0, len(values))).sum(axis=0)
+    values = np.atleast_2d(values)
+    timestep_array = np.arange(0, values.shape[1])
+    npv = (values / (1 + rate) ** timestep_array).sum(axis=1)
+    try:
+        # If size of array is one, return scalar
+        return npv.item()
+    except ValueError:
+        # Otherwise, return entire array
+        return npv
 
 
 def mirr(values, finance_rate, reinvest_rate):

numpy_financial/tests/test_financial.py

@@ -148,6 +148,19 @@ def test_npv_decimal(self):
             npf.npv(Decimal('0.05'), [-15000, 1500, 2500, 3500, 4500, 6000]),
             Decimal('122.894854950942692161628715'))
 
+    def test_npv_broadcast(self):
+        cashflows = [
+            [-15000, 1500, 2500, 3500, 4500, 6000],
+            [-15000, 1500, 2500, 3500, 4500, 6000],
+            [-15000, 1500, 2500, 3500, 4500, 6000],
+            [-15000, 1500, 2500, 3500, 4500, 6000],
+        ]
+        expected_npvs = [
+            122.8948549, 122.8948549, 122.8948549, 122.8948549
+        ]
+        actual_npvs = npf.npv(0.05, cashflows)
+        assert_allclose(actual_npvs, expected_npvs)
+
 
 class TestPmt:
     def test_pmt_simple(self):