Xirr (xirr v0.9.0)
Library to calculate XIRR and absolute rate of return through the Newton Raphson method.
Link to this section Summary
Functions
Function to calculate the absolute rate of return for a given array of dates and values.
Function to calculate the rate of return for a given array of dates and values.
Link to this section Functions
Link to this function
absolute_rate(rate, days)
Specs
Function to calculate the absolute rate of return for a given array of dates and values.
Examples
iex> d = [{1985, 1, 1}, {1990, 1, 1}, {1995, 1, 1}]
iex> v = [1000, -600, -200]
iex> {:ok, rate} = Xirr.xirr(d,v)
iex> Xirr.absolute_rate(rate, 50)
{:ok, -0.481092}
Link to this function
xirr(dates, values)
Specs
Function to calculate the rate of return for a given array of dates and values.
Examples
iex> d = [{1985, 1, 1}, {1990, 1, 1}, {1995, 1, 1}]
iex> v = [1000, -600, -200]
iex> Xirr.xirr(d,v)
{:ok, -0.034592}