Release 1.0.0: robust rtsafe solver, native C + Brent, full finance toolkit - #36
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…oolkit Revive and expand the gem around a safeguarded-Newton (rtsafe) solver. Solvers - New default `rtsafe` (safeguarded Newton): brackets the root, then a Newton or bisection step per iteration. Robust on long maturities, low rates, and returns near -100%; reports non-convergence instead of a wrong number. - Optional native C build (`method: :rtsafe_c`), best-effort: falls back to pure Ruby when no compiler is present (`Xirr::NATIVE`). - Optional derivative-free `:brent` (Brent over rtsafe's bracketing) — ties rtsafe and can win on very large cashflows. - Reimplemented `:newton_method` in plain Ruby (dropped deprecated bigdecimal/newton); `:bisection` kept. Dropped the bigdecimal dependency (Float). Finance toolkit (ported from finance-elixir) - Xirr::TVM, Xirr::Rates, Xirr::Bonds, Xirr::Depreciation, Xirr::Returns, plus periodic Xirr.irr/npv/mirr and Cashflow#xnpv / #mirr. Correctness & API - `xirr!` raises on failure; no silent 0.0 when a rate exists. - Fixed option precedence (raise_exception:false override), a per-call period leak into xnpv/mirr, and stale memoized dates after `<<`. - Rewrote irr_guess with proper guards. Housekeeping - Removed defunct Travis/Coveralls; added GitHub Actions CI and benchmark/. - Fixed a long-standing wrong value in the README example. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_015wqC1PNHy3mMMKUTDyyxqN
This was referenced Jul 5, 2026
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1.0.0 — a revival
Centered on a more robust solver, with a much wider feature set.
Solvers
rtsafe(safeguarded Newton): brackets the root, then takes a Newton step when it stays inside the bracket and a bisection step otherwise. Converges on flows the old Newton/bisection pair failed on — long maturities, low rates, returns near −100% — and reports non-convergence instead of a wrong number.method: :rtsafe_c), best-effort: falls back to pure Ruby when no compiler is available (Xirr::NATIVE).:brent— derivative-free Brent's method over rtsafe's bracketing; ties rtsafe and pulls ahead on very large cashflows.:newton_methodreimplemented in plain Ruby (dropped the deprecatedbigdecimal/newton);:bisectionretained.bigdecimaldependency dropped — results areFloat.Finance toolkit (ported from finance-elixir)
Xirr::TVM,Xirr::Rates,Xirr::Bonds,Xirr::Depreciation,Xirr::Returns, plus periodicXirr.irr/npv/mirrandCashflow#xnpv/#mirr.Correctness & API
xirr!raises on failure; no more silent0.0when a rate exists.raise_exception: falseoverride), a per-callperiod:leak intoxnpv/mirr, and stale memoized dates after<<.irr_guesswith proper guards.Housekeeping
benchmark/.All green: 116 runs, 593 assertions, 0 failures.
🤖 Generated with Claude Code
https://claude.ai/code/session_015wqC1PNHy3mMMKUTDyyxqN