ENH: npv: Tidy up Cython version of npv

Author: Kai-Striega

numpy_financial/_cfinancial.pyx

@@ -1,18 +1,21 @@
 from libc.math cimport NAN
+cimport cython
 
-
-def _npv(const double[::1] rates, const double[:, ::1] values, double[:, ::1] out):
+@cython.boundscheck(False)
+@cython.cdivision(True)
+def npv(const double[::1] rates, const double[:, ::1] values, double[:, ::1] out):
     cdef:
         Py_ssize_t i, j, t
         double acc
 
-    for i in range(rates.shape[0]):
-        for j in range(values.shape[0]):
-            acc = 0.0
-            for t in range(values.shape[1]):
-                if rates[i] == -1.0:
-                    acc = NAN
-                    break
-                else:
-                    acc += values[j, t] / ((1.0 + rates[i]) ** t)
-            out[i, j] = acc
+    with nogil:
+        for i in range(rates.shape[0]):
+            for j in range(values.shape[0]):
+                acc = 0.0
+                for t in range(values.shape[1]):
+                    if rates[i] == -1.0:
+                        acc = NAN
+                        break
+                    else:
+                        acc = acc + values[j, t] / ((1.0 + rates[i]) ** t)
+                out[i, j] = acc

numpy_financial/_financial.py

@@ -14,7 +14,7 @@
 from decimal import Decimal
 
 import numpy as np
-from _cfinancial import _npv
+import _cfinancial
 
 __all__ = ['fv', 'pmt', 'nper', 'ipmt', 'ppmt', 'pv', 'rate',
            'irr', 'npv', 'mirr',
@@ -934,7 +934,7 @@ def npv(rate, values):
 
     output_shape = _get_output_array_shape(rate_inner, values_inner)
     out = np.empty(output_shape)
-    _npv(rate_inner, values_inner, out)
+    _cfinancial.npv(rate_inner, values_inner, out)
     return _ufunc_like(out)